Causal Representation Learning with Instantaneous and Lagged Relations via Nonstationarity
Organizations: The University of Osaka · RIKEN · Shiga University
Abstract
Causal representation learning for time-series data aims to identify latent states and their causal relations from observations. In this setting, an important challenge is to model both lagged causal relations across observation intervals and faster causal effects that appear as instantaneous relations within an interval, while accounting for nonstationarity in time-series data. However, methods that jointly handle these causal relations and nonstationarity remain limited. To address this gap, we establish sufficient conditions for identifying latent states up to component permutation and component-wise invertible transformations, and their instantaneous and lagged causal structures up to the same permutation, using an observed auxiliary variable, such as time or a condition label, associated with changes in transition-noise distributions. Based on these results, we propose iCReN, a framework that uses contrastive learning with discrete or continuous auxiliary variables to learn latent representations and estimate their instantaneous and lagged causal structures. Experiments demonstrate accurate recovery of latent states and both instantaneous and lagged causal structures on synthetic data and the utility of the learned representations for downstream forecasting on real-world data.
Figures & tables
| Instantaneous causal structure identification | Nonstationarity | No intervention-target labels required | No variational inference required | |
| LEAP ( Yao et al., 2022b ) | ✓ | ✓ | ||
| iCITRIS ( Lippe et al., 2023 ) | ✓ | ✓* | ✓ | |
| G-CaRL ( Morioka and Hyvärinen, 2024 ) | ✓ | ✓ | ||
| IDOL ( Li et al., 2025b ) | ✓ | ✓ | ||
| iCReN | ✓ | ✓ | ✓ | ✓ |
| Discrete variation | Continuous variation | |||||
| Method | MCC | Inst. F1 | Lagged F1 | MCC | Inst. F1 | Lagged F1 |
| iCReN-T | ||||||
| iCReN-G | ||||||
| IDOL | ||||||
| G-CaRL | -- | -- | ||||
| CtrlNS | -- | -- | ||||
| Treadmill: marker error [mm] | Weather: standardized MSE | |||||||||||
| Method | 0.48 s | 0.96 s | 1.44 s | 1.92 s | AU | CAN | CN | FR | GER | JP | KR | US |
| iCReN | ||||||||||||
| IDOL | ||||||||||||
| G-CaRL | ||||||||||||
| CtrlNS | ||||||||||||
| LEAP ∗ | ||||||||||||
Appendix figures & tables17 assets
Supplementary material from the paper’s appendix.
Appendix
| Method | Optimization |
|---|---|
| IDOL | Adam, initial learning rate ; multiplied by 0.1 at epoch 120 |
| G-CaRL | SGD, momentum 0.9, initial learning rate ; multiplied by 0.1 after 80% of updates |
| CtrlNS | AdamW, initial learning rate |
| iVAE / -VAE | AdamW, initial learning rate ; multiplied by 0.1 at epoch 120 |
| LEAP | AdamW (model/transition) and SGD (discriminator), initial learning rate |
| Method | Discrete variation | Continuous variation |
|---|---|---|
| iCReN-T | Discrete environment | 256-bin pseudo-label |
| iCReN-G | Discrete environment | Continuous time |
| IDOL | None | None |
| G-CaRL | None | None |
| CtrlNS | None | None |
| LEAP | Discrete environment | 256-bin pseudo-label |
| Instant. graph | Lagged graph | MCC | Inst. F1 | Lagged F1 |
|---|---|---|---|---|
| Default chain | Default | |||
| Random DAGs | Default | |||
| Default chain | Self-loops | |||
| Random DAGs | Self-loops |
| MCC | Inst. F1 | Lagged F1 | |
|---|---|---|---|
| 4 | |||
| 5 | |||
| 8 | |||
| 12 | |||
| 16 |
| (a) Structural-function depth | |||
|---|---|---|---|
| Depth | MCC | Inst. F1 | Lagged F1 |
| 1 | |||
| 2 | |||
| 3 | |||
| 4 | |||
| 5 | |||
| Method | One layer | Three layers |
|---|---|---|
| iCReN-T | ||
| iCReN-G | ||
| IDOL | ||
| G-CaRL | ||
| CtrlNS | ||
| LEAP |
| Objective | MCC | Inst. F1 | Lagged F1 | MCC | Inst. F1 | Lagged F1 |
|---|---|---|---|---|---|---|
| Full | ||||||
| No sparsity | ||||||
| No DAG | ||||||
| Neither | ||||||
| Objective | MCC | Inst. F1 | Lagged F1 | Reconstruction loss |
|---|---|---|---|---|
| Full | -- | |||
| Full + reconstruction |
| Method | Pretraining objective | Auxiliary information |
|---|---|---|
| iCReN | Reconstruction, TCL, and sparsity regularization | 12-class gait phase |
| IDOL | Reconstruction, KL divergence, and sparsity regularization | None |
| G-CaRL | Group-contrastive objective | None |
| CtrlNS | Variational transition objective | No observed label; at most five inferred regimes |
| LEAP | Variational transition, total correlation, and sparsity regularization | 12-class gait phase |
| -VAE | Reconstruction and -weighted KL divergence | None |
| (a) Early prediction horizons | ||||
|---|---|---|---|---|
| Prediction horizon [s] | 0.24 | 0.48 | 0.72 | 0.96 |
| iCReN | ||||
| IDOL | ||||
| G-CaRL | ||||
| CtrlNS | ||||
| LEAP | ||||
| Region | Cities |
|---|---|
| Southeastern Australia | Brisbane, Sydney, Canberra, Melbourne, Hobart |
| Canada | Toronto, Kingston, Ottawa, Montreal, Quebec City |
| China | Harbin, Beijing, Shanghai, Wuhan, Guangzhou |
| France | Lille, Paris, Strasbourg, Bordeaux, Marseille |
| Germany | Hamburg, Berlin, Cologne, Frankfurt, Munich |
| Japan | Sapporo, Sendai, Tokyo, Osaka, Fukuoka |
| Method | Pretraining objective | Auxiliary information |
|---|---|---|
| iCReN | Reconstruction, TCL, and sparsity regularization | 384-class calendar index |
| IDOL | Reconstruction, KL divergence, and sparsity regularization | None |
| G-CaRL | Group-contrastive objective | None |
| CtrlNS | Variational transition objective | No observed label; at most five inferred regimes |
| LEAP | Variational transition, total correlation, and sparsity regularization | 384-class calendar index |
| -VAE | Reconstruction and -weighted KL divergence | None |
| (a) Southeastern Australia, Canada, China, and France | ||||
|---|---|---|---|---|
| Method | AU | CAN | CN | FR |
| iCReN | ||||
| IDOL | ||||
| G-CaRL | ||||
| CtrlNS | ||||
| LEAP | ||||