Search arXivSearch

arXiv · 1512.08279

Using Causal Discovery to Track Information Flow in Spatio-Temporal Data - A Testbed and Experimental Results Using Advection-Diffusion Simulations

Abstract

Causal discovery algorithms based on probabilistic graphical models have emerged in geoscience applications for the identification and visualization of dynamical processes. The key idea is to learn the structure of a graphical model from observed spatio-temporal data, which indicates information flow, thus pathways of interactions, in the observed physical system. Studying those pathways allows geoscientists to learn subtle details about the underlying dynamical mechanisms governing our planet. Initial studies using this approach on real-world atmospheric data have shown great potential for scientific discovery. However, in these initial studies no ground truth was available, so that the resulting graphs have been evaluated only by whether a domain expert thinks they seemed physically plausible. This paper seeks to fill this gap. We develop a testbed that emulates two dynamical processes dominant in many geoscience applications, namely advection and diffusion, in a 2D grid. Then we apply the causal discovery based information tracking algorithms to the simulation data to study how well the algorithms work for different scenarios and to gain a better understanding of the physical meaning of the graph results, in particular of instantaneous connections. We make all data sets used in this study available to the community as a benchmark. Keywords: Information flow, graphical model, structure learning, causal discovery, geoscience.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Imme Ebert-Uphoff, Yi Deng. 2015-12-27. Using Causal Discovery to Track Information Flow in Spatio-Temporal Data - A Testbed and Experimental Results Using Advection-Diffusion Simulations. https://arxiv.org/abs/1512.08279

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Online Regularized Statistical Learning in Reproducing Kernel Hilbert Space With Non-Stationary Data

We study recursive regularized learning algorithms in the reproducing kernel Hilbert space (RKHS) with non-stationary online data streams. We introduce the concept of a random Tikhonov regularization path and decompose the tracking error of the algorithm's output for the regularization path into random difference equations in RKHS. We show that the tracking error vanishes in mean square and almost surely if the regularization path is slowly time-varying. Then, leveraging the monotonicity of inverse operators and the spectral decomposition of compact operators, and introducing the RKHS persistence of excitation condition, we develop a dominated convergence method to prove the mean square and almost sure consistency between the regularization path and the unknown function to be learned. Especially, for independent and non-identically distributed data streams, the mean square and almost sure consistency between the algorithm's output and the unknown function is achieved if the input data's marginal probability measures are slowly time-varying and the average measure over each fixed-length time period is uniformly above a strictly positive finite Borel measure.

cs.LG

Reflective Policy Optimization

On-policy reinforcement learning methods, like Trust Region Policy Optimization (TRPO) and Proximal Policy Optimization (PPO), often demand extensive data per update, leading to sample inefficiency. This paper introduces Reflective Policy Optimization (RPO), a novel on-policy extension that amalgamates past and future state-action information for policy optimization. This approach empowers the agent for introspection, allowing modifications to its actions within the current state. Theoretical analysis confirms that policy performance is monotonically improved and contracts the solution space, consequently expediting the convergence procedure. Empirical results demonstrate RPO's feasibility and efficacy in two reinforcement learning benchmarks, culminating in superior sample efficiency. The source code of this work is available at https://github.com/Edgargan/RPO.

cs.LG

Transductive Off-policy Proximal Policy Optimization

Proximal Policy Optimization (PPO) is a popular model-free reinforcement learning algorithm, esteemed for its simplicity and efficacy. However, due to its inherent on-policy nature, its proficiency in harnessing data from disparate policies is constrained. This paper introduces a novel off-policy extension to the original PPO method, christened Transductive Off-policy PPO (ToPPO). Herein, we provide theoretical justification for incorporating off-policy data in PPO training and prudent guidelines for its safe application. Our contribution includes a novel formulation of the policy improvement lower bound for prospective policies derived from off-policy data, accompanied by a computationally efficient mechanism to optimize this bound, underpinned by assurances of monotonic improvement. Comprehensive experimental results across six representative tasks underscore ToPPO's promising performance.

cs.LG