Robust Model-Free Identification of the Causal Networks Underlying Complex Nonlinear Systems.

Abstract

Inferring causal networks from noisy observations is of vital importance in various fields. Due to the complexity of system modeling, the way in which universal and feasible inference algorithms are studied is a key challenge for network reconstruction. In this study, without any assumptions, we develop a novel model-free framework to uncover only the direct relationships in networked systems from observations of their nonlinear dynamics. Our proposed methods are termed multiple-order Polynomial Conditional Granger Causality (PCGC) and sparse PCGC (SPCGC). PCGC mainly adopts polynomial functions to approximate the whole system model, which can be used to judge the interactions among nodes through subsequent nonlinear Granger causality analysis. For SPCGC, Lasso optimization is first used for dimension reduction, and then PCGC is executed to obtain the final network. Specifically, the conditional variables are fused in this general, model-free framework regardless of their formulations in the system model, which could effectively reconcile the inference of direct interactions with an indirect influence. Based on many classical dynamical systems, the performances of PCGC and SPCGC are analyzed and verified. Generally, the proposed framework could be quite promising for the provision of certain guidance for data-driven modeling with an unknown model.