惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

D
DataBreaches.Net
OSCHINA 社区最新新闻
OSCHINA 社区最新新闻
Google DeepMind News
Google DeepMind News
博客园 - 聂微东
Microsoft Azure Blog
Microsoft Azure Blog
V
Visual Studio Blog
IT之家
IT之家
博客园 - 【当耐特】
钛媒体:引领未来商业与生活新知
钛媒体:引领未来商业与生活新知
B
Blog
爱范儿
爱范儿
阮一峰的网络日志
阮一峰的网络日志
云风的 BLOG
云风的 BLOG
Vercel News
Vercel News
Cyber Security Advisories - MS-ISAC
Cyber Security Advisories - MS-ISAC
H
Hackread – Cybersecurity News, Data Breaches, AI and More
H
Help Net Security
J
Java Code Geeks
aimingoo的专栏
aimingoo的专栏
freeCodeCamp Programming Tutorials: Python, JavaScript, Git & More
B
Blog RSS Feed
Blog — PlanetScale
Blog — PlanetScale
S
SegmentFault 最新的问题
Apple Machine Learning Research
Apple Machine Learning Research

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Inductive Granger Causal Modeling for Multivariate Time S...
Yunfei Chu, Xiaowei Wang, Jianxin Ma, Kunyang Jia, Jingren Zhou, · 2021-02-10 · via stat.ML updates on arXiv.org

Granger causal modeling is an emerging topic that can uncover Granger causal relationship behind multivariate time series data. In many real-world systems, it is common to encounter a large amount of multivariate time series data collected from different individuals with sharing commonalities. However, there are ongoing concerns regarding Granger causality's applicability in such large scale complex scenarios, presenting both challenges and opportunities for Granger causal structure reconstruction. Existing methods usually train a distinct model for each individual, suffering from inefficiency and over-fitting issues. To bridge this gap, we propose an Inductive GRanger cAusal modeling (InGRA) framework for inductive Granger causality learning and common causal structure detection on multivariate time series, which exploits the shared commonalities underlying the different individuals. In particular, we train one global model for individuals with different Granger causal structures through a novel attention mechanism, called prototypical Granger causal attention. The model can detect common causal structures for different individuals and infer Granger causal structures for newly arrived individuals. Extensive experiments, as well as an online A/B test on an E-commercial advertising platform, demonstrate the superior performances of InGRA.