CAUSE: Learning Granger Causality from Event Sequences using Attribution Methods

18 Feb 2020Wei ZhangThomas Kobber PanumSomesh JhaPrasad ChalasaniDavid Page

We study the problem of learning Granger causality between event types from asynchronous, interdependent, multi-type event sequences. Existing work suffers from either limited model flexibility or poor model explainability and thus fails to uncover Granger causality across a wide variety of event sequences with diverse event interdependency... (read more)

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