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arXiv cs.LG AI Research Apr 22

Beyond Coefficients: Forecast-Necessity Testing for Interpretable Causal Discovery in Nonlinear Time-Series Models

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The paper proposes a new evaluation framework for interpreting causal relationships in nonlinear time-series models. It argues that causal relevance should be measured by forecast necessity through edge ablation rather than relying on coefficient magnitude.

Why it matters Shifting focus from coefficient magnitude to forecast necessity addresses a critical gap in establishing true causal reliability within nonlinear predictive modeling.
Read the original at arXiv cs.LG

Tags

#causal discovery #time-series #interpretability #machine learning

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