Neural Granger Causality
While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to inconsistent estimation of Granger causal interactions. We pr...
| Veröffentlicht in: | IEEE transactions on pattern analysis and machine intelligence. - 1979. - 44(2022), 8 vom: 11. Aug., Seite 4267-4279 |
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| Weitere Verfasser: | , , , |
| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2022
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| Zugriff auf das übergeordnete Werk: | IEEE transactions on pattern analysis and machine intelligence |
| Schlagworte: | Journal Article Research Support, Non-U.S. Gov't Research Support, U.S. Gov't, Non-P.H.S. |
| Zusammenfassung: | While most classical approaches to Granger causality detection assume linear dynamics, many interactions in real-world applications, like neuroscience and genomics, are inherently nonlinear. In these cases, using linear models may lead to inconsistent estimation of Granger causal interactions. We propose a class of nonlinear methods by applying structured multilayer perceptrons (MLPs) or recurrent neural networks (RNNs) combined with sparsity-inducing penalties on the weights. By encouraging specific sets of weights to be zero-in particular, through the use of convex group-lasso penalties-we can extract the Granger causal structure. To further contrast with traditional approaches, our framework naturally enables us to efficiently capture long-range dependencies between series either via our RNNs or through an automatic lag selection in the MLP. We show that our neural Granger causality methods outperform state-of-the-art nonlinear Granger causality methods on the DREAM3 challenge data. This data consists of nonlinear gene expression and regulation time courses with only a limited number of time points. The successes we show in this challenging dataset provide a powerful example of how deep learning can be useful in cases that go beyond prediction on large datasets. We likewise illustrate our methods in detecting nonlinear interactions in a human motion capture dataset |
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| Beschreibung: | Date Completed 07.07.2022 Date Revised 02.08.2023 published: Print-Electronic Citation Status MEDLINE |
| ISSN: | 1939-3539 |
| DOI: | 10.1109/TPAMI.2021.3065601 |