One-Shot Multi-Label Causal Discovery in High-Dimensional Event Sequences
Hugo Math, Robin Schön, Rainer Lienhart
TL;DR
The paper tackles causal discovery in high-dimensional event sequences with thousands of event types and hundreds of labels, a setting where traditional methods are computationally infeasible. It proposes OSCAR, a one-shot causal autoregressive approach that uses two Transformer-based density estimators to estimate $P(X_i|\text{Pa}(X_i))$ and $P(Y_j|\text{Pa}(Y_j))$, allowing parallel computation of conditional mutual information $I(Y_j,X_i|\boldsymbol{Z})$. OSCAR recovers per-label Markov Boundaries and provides a causal indicator $\mathcal{C}$ for interpretability, achieving minutes-long MB discovery on a real automotive dataset with $|\mathbb{X}|=29{,}100$ and $|\mathbb{Y}|=474$. The work demonstrates substantial scalability improvements over constraint-based methods, while acknowledging limitations under causal-sufficiency and oracle-model assumptions, and outlines directions for incorporating inter-label dependencies.
Abstract
Understanding causality in event sequences with thousands of sparse event types is critical in domains such as healthcare, cybersecurity, or vehicle diagnostics, yet current methods fail to scale. We present OSCAR, a one-shot causal autoregressive method that infers per-sequence Markov Boundaries using two pretrained Transformers as density estimators. This enables efficient, parallel causal discovery without costly global CI testing. On a real-world automotive dataset with 29,100 events and 474 labels, OSCAR recovers interpretable causal structures in minutes, while classical methods fail to scale, enabling practical scientific diagnostics at production scale.
