Enhanced Fast Causal Network Inference over Event Streams

Abstract

This paper addresses causal inference and modeling over event streams where data have high throughput, are unbounded, and may arrive out of order. The availability of large amount of data with these characteristics presents several new challenges related to causal modeling, such as the need for fast causal inference operations while ensuring consistent and valid results. There is no existing work specifically for such a streaming environment. We meet the challenges by introducing a time-centric causal inference strategy which leverages temporal precedence information to decrease the number of conditional independence tests required to establish the causalities between variables in a causal network. (Dependency and temporal precedence of cause over effect are the two properties of a causal relationship.) Moreover, we employ change-driven causal network inference to safely reduce the running time further. In this paper we present the Order-Aware Temporal Network Inference algorithm to model the temporal precedence relationships into a temporal network and then propose the Enhanced Fast Causal Network Inference algorithm for learning a causal network faster using the temporal network. Experiments using synthetic and real datasets demonstrate the efficacy of the proposed algorithms.