Necessary and sufficient conditions for causal feature selection in time series with latent common causes.
Atalanti-Anastasia MastakouriBernhard SchölkopfDominik JanzingPublished in: ICML (2021)
Keyphrases
- sufficient conditions
- feature selection
- feature set
- fixed point
- feature subset
- linear systems
- latent variables
- multivariate time series
- support vector
- lyapunov function
- bayesian networks
- multi class
- granger causality
- exponential stability
- asymptotic stability
- causal models
- causal relationships
- linear complementarity problem
- asymptotic optimality
- dimensionality reduction
- multi task
- machine learning
- support vector machine