CUTS: Neural Causal Discovery from Irregular Time-Series Data
CUTS:从不规则时间序列中进行神经网络因果发现
Causal discovery from time-series data has been a central task in machine learning. Recently, Granger causality inference is gaining momentum due to its good explainability and high compatibility with emerging deep neural networks. However, most existing methods assume structured input data and degenerate greatly when encountering data with randomly missing entries or non-uniform sampling frequencies, which hampers their applications in real scenarios. To address this issue,…