Selecting robust features for machine-learning applications using multidata causal discovery

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Version: Final published version
License: CC BY 4.0
Serval ID
serval:BIB_D0DCB42C4015
Type
Article: article from journal or magazin.
Collection
Publications
Institution
Title
Selecting robust features for machine-learning applications using multidata causal discovery
Journal
Environmental Data Science
Author(s)
Ganesh S. Saranya, Beucler Tom, Tam Frederick Iat-Hin, Gomez Milton S., Runge Jakob, Gerhardus Andreas
ISSN
2634-4602
Publication state
Published
Issued date
2023
Volume
2
Language
english
Abstract
Robust feature selection is vital for creating reliable and interpretable machine-learning (ML) models. When designing statistical prediction models in cases where domain knowledge is limited and underlying interactions are unknown, choosing the optimal set of features is often difficult. To mitigate this issue, we introduce a multidata (M) causal feature selection approach that simultaneously processes an ensemble of time series datasets and produces a single set of causal drivers. This approach uses the causal discovery algorithms PC1 or PCMCI that are implemented in the Tigramite Python package. These algorithms utilize conditional independence tests to infer parts of the causal graph. Our causal feature selection approach filters out causally spurious links before passing the remaining causal features as inputs to ML models (multiple linear regression and random forest) that predict the targets. We apply our framework to the statistical intensity prediction of Western Pacific tropical cyclones (TCs), for which it is often difficult to accurately choose drivers and their dimensionality reduction (time lags, vertical levels, and area-averaging). Using more stringent significance thresholds in the conditional independence tests helps eliminate spurious causal relationships, thus helping the ML model generalize better to unseen TC cases. M-PC1 with a reduced number of features outperforms M-PCMCI, noncausal ML, and other feature selection methods (lagged correlation and random), even slightly outperforming feature selection based on explainable artificial intelligence. The optimal causal drivers obtained from our causal feature selection help improve our understanding of underlying relationships and suggest new potential drivers of TC intensification.
Keywords
causal feature selection, machine learning, multivariate time series analysis, tropical cyclones
Open Access
Yes
Create date
13/10/2023 13:46
Last modification date
05/04/2024 8:24
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