Benchmarking the PCMCI Causal Discovery Algorithm for Spatiotemporal Systems
Causal discovery algorithms construct hypothesized causal graphs that depict causal dependencies among variables in observational data. While powerful, the accuracy of these algorithms is highly sensitive to the underlying dynamics of the system in ways that have not been fully characterized in the literature. In this report, we benchmark the PCMCI causal discovery algorithm in its application to gridded spatiotemporal systems. Effectively computing grid-level causal graphs on large grids will enable analysis of the causal impacts of transient and mobile spatial phenomena in large systems, such as the Earth’s climate. We evaluate the performance of PCMCI with a set of structural causal models, using simulated spatial vector autoregressive processes in one- and two-dimensions. We develop computational and analytical tools for characterizing these processes and their associated causal graphs. Our findings suggest that direct application of PCMCI is not suitable for the analysis of dynamical spatiotemporal gridded systems, such as climatological data, without significant preprocessing and downscaling of the data. PCMCI requires unrealistic sample sizes to achieve acceptable performance on even modestly sized problems and suffers from a notable curse of dimensionality. This work suggests that, even under generous structural assumptions, significant additional algorithmic improvements are needed before causal discovery algorithms can be reliably applied to grid-level outputs of earth system models.