cs.LGOct 21, 2026

SCDM: Scalable Causal Discovery in Nonlinear Temporal Systems with Meta-Learning

Authors: Jingbo Wang, Kegeng Tang, Zihao Wang, Shaogang Ren

Organizations: University of Tennessee at Chattanooga

Abstract

Causal discovery from nonlinear multivariate time series is challenging in high-dimensional systems, where the number of candidate directed relations grows quadratically with the number of variables. Existing methods are often limited by target-wise model fitting, repeated conditional testing, or expensive graph-search procedures. We propose SCDM, a shared-parameter meta-learning framework for scalable temporal causal discovery. SCDM treats each target variable as a task while learning a shared temporal predictor and a shared causal-strength matrix across tasks. Each meta-episode updates only a subset of target-variable tasks, allowing the model to accumulate structural evidence across the full system without exhaustive target-wise optimization. After training, a post-training graph readout converts the learned predictor into continuous directed causal scores for threshold-independent evaluation. We also provide a finite-error recovery principle showing that, under fully observed delayed-system assumptions and a positive risk-gap condition, thresholding SCDM scores recovers the graph when statistical, meta-optimization, and readout errors are below the population margin. Experiments on controlled synthetic, neuroimaging-inspired, high-dimensional, and real-world temporal benchmarks demonstrate competitive causal recovery and improved scalability in large temporal systems.

Figures & tables

Appendix figures & tables32 assets

Supplementary material from the paper’s appendix.

Appendix

Explore similar work

Jun 2, 2026

Learning Temporal Causal Structure via Smooth Differentiable Optimization

Causal discovery with instantaneous effects in multivariate time series is challenging, as the instantaneous structure must be acyclic. Prior methods enforce this by either separating instantaneous and lagged estimation into multi-stage pipelines or imposing algebraic acyclicity constraints via complex augmented Lagrangian optimization, both of which incur high computational cost. In this work, we propose a different approach: we learn a differentiable permutation of variables using the Gumbel--Sinkhorn operator and triangularize the instantaneous coefficient matrix of a Structural Vector Autoregressive (SVAR) model in the learned order. This converts acyclicity from a hard constraint into a parameterization and keeps it valid throughout optimization. In doing so, our method enables unified, continuous optimization with gradient-based learning, leading to improved efficiency in time--series causal discovery. Across three real-world benchmarks, our method achieves the best overall performance compared with 12 baselines in both discovery accuracy and efficiency. On the large-scale benchmark, it further demonstrates strong scalability, achieving more than a 6x speedup over competing methods.
Feb 20, 2026

Large Causal Models for Temporal Causal Discovery

Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining. The concept of large causal models (LCMs) envisions a class of pre-trained neural architectures specifically designed for temporal causal discovery. Prior approaches are constrained to small variable counts, degrade with larger inputs, and rely heavily on synthetic data, limiting generalization. We propose a principled framework for LCMs, combining diverse synthetic generators with realistic time-series datasets, allowing learning at scale. Extensive experiments on synthetic, semi-synthetic and realistic benchmarks show that LCMs scale effectively to higher variable counts and deeper architectures while maintaining strong performance. Trained models achieve competitive or superior accuracy compared to classical and neural baselines, particularly in out-of-distribution settings, while enabling fast, single-pass inference. Results demonstrate LCMs as a promising foundation-model paradigm for temporal causal discovery. Experiments and model weights are available at https://github.com/kougioulis/LCM/.
Oct 2, 2026

Mapping and Advancing the Scalability-Accuracy Frontier of Nonlinear Causal Discovery

Scalable nonlinear causal discovery requires methods that combine flexible mechanism estimators with efficient search over large graph spaces. Several algorithmic families have been proposed to address this challenge, yet their accuracy-runtime trade-offs remain poorly understood. We empirically compare the four major approaches: differentiable structure learning, amortized structure learning, score-matching, and combinatorial search. Our results reveal complementary bottlenecks: differentiable and amortized methods scale well but exhibit an accuracy gap, score-matching methods can be accurate in low dimensions but degrade quickly for increasing feature sizes, and combinatorial methods remain accurate but are slowed by repeated and redundant local scoring. Motivated by this bottleneck, we develop SPADE, a spline-based score-evaluation scheme that compiles sufficient statistics once and reuses them throughout combinatorial search. Under bounded indegree, its Gaussian variant reduces algorithmic complexity from O(nd^3) to O(nd^2+d^3). Empirically, SPADE shifts the observed scalability-accuracy frontier by orders of magnitude: it solves 100-variable problems with 160K samples in seconds and 1600-variable problems with 2.5K samples in minutes, while retaining high structural accuracy across synthetic and real-world benchmarks. These results reveal a substantial shift in the practical scale of combinatorial search and highlight the importance of evaluating scalable causal-discovery methods along the full accuracy-runtime frontier.