论文标题
通过繁殖 - 内尼·希尔伯特空间$ε$ -Machines发现因果结构
Discovering Causal Structure with Reproducing-Kernel Hilbert Space $ε$-Machines
论文作者
论文摘要
我们合并了计算力学的因果状态(预测等值的历史)与再现 - 内尼·希尔伯特空间(RKHS)表示的定义。结果是一种可广泛的方法,它直接从系统行为的观察中直接吸收因果结构,无论它们是离散或连续事件还是时间或时间。结构性表示 - 有限或无限状态的内核$ε$ -Achine-由减少尺寸变换提取,从而有效地表示因果状态及其拓扑结构。这样,系统动力学由作用于因果状态的随机(普通或部分)微分方程表示。我们引入了一种算法来估计相关的进化运算符。与Fokker-Plank方程并行,它有效地进化了因果状态分布,并通过RKHS功能映射在原始数据空间中进行预测。我们以离散的时间,离散无限的无限马尔可夫订单的过程以及有限状态隐藏的马尔可夫模型产生的,具有(i)有限的或(ii)无限无限的因果状态和(iii)连续的,连续的,连续的,连续值的过程产生的有限时间,持续,持续的,持续的,由热驱动的过程产生的有限时间,并证明了这些技术以及它们的预测能力。该方法在存在变化的外部和测量噪声水平以及非常高维数据的情况下稳健估计因果结构。
We merge computational mechanics' definition of causal states (predictively-equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely-applicable method that infers causal structure directly from observations of a system's behaviors whether they are over discrete or continuous events or time. A structural representation -- a finite- or infinite-state kernel $ε$-machine -- is extracted by a reduced-dimension transform that gives an efficient representation of causal states and their topology. In this way, the system dynamics are represented by a stochastic (ordinary or partial) differential equation that acts on causal states. We introduce an algorithm to estimate the associated evolution operator. Paralleling the Fokker-Plank equation, it efficiently evolves causal-state distributions and makes predictions in the original data space via an RKHS functional mapping. We demonstrate these techniques, together with their predictive abilities, on discrete-time, discrete-value infinite Markov-order processes generated by finite-state hidden Markov models with (i) finite or (ii) uncountably-infinite causal states and (iii) continuous-time, continuous-value processes generated by thermally-driven chaotic flows. The method robustly estimates causal structure in the presence of varying external and measurement noise levels and for very high dimensional data.