FCM lags suspicious results
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Description
Hi there,
I wanted to see the effects of lagged variables on the car dataset so I did a quick sanity check:
from causallearn.search.FCMBased import lingam
for lags in range(1,4):
print("\n\nLags %d" % lags)
print("Total columns %d " % data.shape[1])
model = lingam.VARLiNGAM(lags=lags,random_state=1,prune=False)
model.fit(data)
print("Causal Order features %d " % len(model.causal_order_))
print(model.causal_order_)
print("Matrix lags %d " % model.adjacency_matrices_.shape[0])
#print(model.adjacency_matrices_[0])
#print(model.adjacency_matrices_[1])
#print(model.residuals_)
The output doesn't show any influence of the lag factor, see below:
Lags 1
Total columns 10
Causal Order features 10
[4, 8, 1, 6, 3, 0, 2, 7, 5, 9]
Matrix lags 2
Lags 2
Total columns 10
Causal Order features 10
[4, 8, 1, 6, 3, 0, 2, 7, 5, 9]
Matrix lags 2
Lags 3
Total columns 10
Causal Order features 10
[4, 8, 1, 6, 3, 0, 2, 7, 5, 9]
Matrix lags 2
I would expect that the matrix lag and the causal order features increases as the lag increases?
For example when Lag is equal to 2, I should see double the columns and features?
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Research direction
Start with causallearn.search.FCMBased.lingam.VARLiNGAM and reproduce the provided car-dataset snippet for lags 1 through 3. Inspect how causal_order_ and adjacency_matrices_ are defined and populated, then resolve whether the observed shapes are intended or indicate a lag-handling bug.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100