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README.md
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- temporal-causal
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- causal-judgment
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license: other
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license_name:
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license_link: LICENSE
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---
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# TCPFN β Temporal Causal Prior-Fitted Networks
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A causal reasoning foundation
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##
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1. **Temporal Token Design** -- to our knowledge, first PFN for temporal panel data
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2. **Causal Judgment Head** -- learned reliability signals (null detection, regime classification, identifiability)
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3. **Causal Regime Prior** -- direct, confounded, mediated, feedback training structures
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4. **Self-Calibration** -- auto-detects natural experiments in sensor data
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5. **End-to-End System** -- discovery + estimation + judgment + RCA, all zero-shot
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- **
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## Usage
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```python
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from tcpfn import TemporalCausalAnalyzer
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# Causal discovery + effect estimation
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report = analyzer.run("sensor_data.csv")
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print(report.edges)
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print(report.summary())
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# Root cause analysis for a specific event
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result = analyzer.explain_event(
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data_path="sensor_data.csv",
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target_var="temperature_sensor",
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event_time="2025-11-15 14:15",
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)
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print(result.summary())
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```
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##
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- RegimeAcc: 0.68 [0.40-0.90] | RegimeMacroF1: 0.48 [0.32-0.90]
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## Discovery Benchmarks (14 datasets, 6 domains, all zero-shot)
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- Sachs (11 proteins, biological): F1 0.412, AUROC 0.725 (beats Granger 0.291/0.621)
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- Causal Rivers (environmental): F1 0.319, AUROC 0.955
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- Tennessee Eastman (52 vars, industrial): F1 0.314, AUROC 0.904
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- SWaT (51 vars, water treatment): F1 0.265, AUROC 0.859
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- CauseMe NVAR-5 (nonlinear): F1 0.571 (beats Granger 0.353)
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- CauseMe NVAR-10 (nonlinear): F1 0.439 (beats Granger 0.415)
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- Highest F1@default on 6 of 14 datasets
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- Hallucination FPR: 0.02-0.08 (was 1.0 in v2.0)
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## Limitations
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- CATE estimation quality is weak (PEHE 0.92) due to per-group Z-standardization
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- Global standardization fix implemented, pending v3 retrain
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- Regime classification noisy (0.68 accuracy, eval variance)
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## Paper
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Stalupula et al., "Temporal Causal Prior-Fitted Networks for Panel Data with Learned Reliability Signals"
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- temporal-causal
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- causal-judgment
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license: other
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license_name: proprietary
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license_link: LICENSE
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---
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# TCPFN β Temporal Causal Prior-Data Fitted Networks
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A family of causal reasoning foundation models β predict effects, judge trustworthiness, operate zero-shot. Three checkpoints share one architecture (12-layer transformer, `embed_dim=512`, 8 heads, HL-Gaussian output head) and differ only in training-data distribution and curriculum.
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## Pick by task
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| Task | Best checkpoint | Path |
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|------|-----------------|------|
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| General causal discovery (biology, cross-sectional, short-lag) | **v2.1** | `models/temporal/final.pt` |
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| Industrial / long-range discovery (12+ h lags, digesterβpaper machine etc.) | **v2.2** | `models/v2.2/final.pt` |
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| Effect estimation (CATE / PEHE) | **v3** | `models/v3/final.pt` |
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All three are zero-shot. Pick the one matching your task β specialisation beats generalist on every task we've measured.
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## Shared contributions
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1. **Temporal Token Design** β first PFN for temporal panel data.
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2. **Causal Judgment Head** β learned reliability signals (null detection, regime classification, identifiability, mediation, confounding).
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3. **Causal Regime Prior** β direct / confounded / mediated / feedback training structures.
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4. **Self-Calibration** β auto-detects natural experiments in sensor data.
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5. **End-to-End System** β discovery + estimation + judgment + RCA from one forward pass.
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## Shared capabilities
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- **Causal Discovery** β pairwise interventional CATE with judgment-aware edge scoring, natural-experiment detection, continuous treatment, multi-lag estimation, asymmetry penalty.
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- **Effect Estimation** β temporal CATE trajectories with distributional output.
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- **Causal Judgment** β null-effect detection, regime classification (learned heuristics, not formal guarantees).
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- **Root Cause Analysis** β 8-method ensemble (AERCA, ESD, ProRCA, GCM noise, ICC, Shapley, counterfactual, chain tracing).
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---
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## v2.1 β default discovery model
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- 200K steps, curriculum-trained (Phase 1 CATE-only β Phase 2 +Null β Phase 3 Full).
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- Mixed prior: 40% CausalTimePrior + 30% base + 30% CausalFM.
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- Training window: `max_T_pre=50, max_T_post=30`.
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- Hardware: RTX 5090, ~4.1 h, 13.9 steps/s.
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### Discovery benchmarks (14 datasets, 6 domains, zero-shot)
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- Sachs (11 proteins, biological): F1 0.412, **AUROC 0.725** (vs Granger 0.291 / 0.621) β **champion**.
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- Causal Rivers (environmental): F1 0.319, AUROC 0.955.
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- Tennessee Eastman (52 vars, industrial): F1 0.314, AUROC 0.904.
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- SWaT (51 vars, water treatment): F1 0.265, AUROC 0.859.
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- CauseMe NVAR-5 / NVAR-10: F1 0.571 / 0.439.
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- Highest default-threshold F1 on 6 of 14 datasets.
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- Hallucination FPR: 0.02β0.08 (down from 1.0 in v2.0).
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### Training metrics (mean over steps 150Kβ200K)
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- EffectLoss ~2.9 | JudgmentLoss ~2.8
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- NullF1 0.94 | NullAUROC 0.99 | NullBrier 0.04 | NullSep 0.86
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- RegimeAcc 0.68 | RegimeMacroF1 0.48
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### Limitations
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- CATE estimation weak (PEHE 0.92) due to per-group Z-standardisation β **use v3 for estimation**.
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---
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## v2.2 β industrial / long-range specialist
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Built for 12+ hour causal lags in industrial control loops (digester β paper machine, reactor β downstream controller). Training window extended 4Γ and curriculum rebalanced to include null-effect batches in Phase 2.
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- 200K steps, BF16 mixed precision, `head_lr_scale=0.1` (decouples output-head learning from backbone to prevent late-stage drift collapse).
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- Training window: `max_T_pre=200, max_T_post=100, max_horizon=500` β supports lags up to ~16 h at 2-min sampling.
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- Manual NaN-skip with observability (saves first NaN-producing batch, aborts if skip rate β₯ threshold).
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- Hardware: RTX 5090, ~14.9 h.
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### Discovery benchmarks (default threshold 0.5)
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Strong on industrial / multivariate temporal data β **use this** when lags exceed ~1 h or when data is genuinely time-series (not stitched cross-sectional).
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| Dataset | Default F1 | Best F1 | AUROC |
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| Tennessee Eastman | **0.512** | 0.545 | **0.972** |
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| SWaT | **0.463** | 0.552 | **0.945** |
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| CauseMe VAR-5 | 0.769 | 0.800 | 0.960 |
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| CauseMe NVAR-5 | 0.800 | 0.800 | 0.863 |
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| CauseMe VAR-10 | 0.488 | 0.643 | 0.812 |
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| CauseMe NVAR-10 | 0.634 | 0.634 | 0.759 |
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| CauseMe Lorenz96-10 | 0.484 | 0.638 | 0.699 |
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| Sachs | 0.174 | 0.308 | 0.565 |
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Granger and PCMCI collapse on industrial data β they over-predict (1897 edges on TE vs 38 true), giving F1 ~0.04. TCPFN v2.2 is the only method with usable precision + recall together.
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### Estimation benchmarks
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- Overall PEHE 0.917 | ATE MAE 0.504 | trajectory correlation β 0 β **use v3 for CATE**.
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### Limitations
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- **Sachs regressed** vs v2.1 (AUROC 0.565 vs 0.725). Use v2.1 for cross-sectional biological graphs.
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- Estimation degraded β trades short-range precision for long-range reach (see scar-tissue entry L-33 in project docs).
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---
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## v3 β estimation champion (experimental)
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Tag: `3.0.0-exp-global-std`. Global standardisation fix for the per-group Z-score bias that caps v2.1/v2.2 estimation quality.
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- 200K steps.
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- **PEHE 0.72** (vs v2.1 0.92 and v2.2 0.92) β best of the three on CATE estimation.
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- Discovery regressed slightly as trade-off; not yet benchmarked across all 14 discovery datasets β **use v2.1 or v2.2 for discovery**.
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### Limitations
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- Experimental tag β standardisation change not yet battle-tested beyond estimation.
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- Full benchmark matrix still pending.
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---
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## Usage
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```python
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from tcpfn import TemporalCausalAnalyzer
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# Discovery on general data (biology, cross-sectional)
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analyzer = TemporalCausalAnalyzer(temporal_model="models/temporal/final.pt")
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# Industrial / long-range discovery (lags in hours)
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analyzer = TemporalCausalAnalyzer(temporal_model="models/v2.2/final.pt")
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# Effect estimation (CATE trajectories, PEHE-sensitive work)
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analyzer = TemporalCausalAnalyzer(temporal_model="models/v3/final.pt")
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report = analyzer.run("sensor_data.csv")
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print(report.edges) # causal graph with edge strengths and lags
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print(report.summary()) # human-readable summary
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result = analyzer.explain_event(
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data_path="sensor_data.csv",
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target_var="temperature_sensor",
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event_time="2025-11-15 14:15",
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print(result.summary()) # ranked root causes + causal chains
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```
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## Cross-cutting limitations
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- Regime classification is noisy (~0.68 accuracy, high eval variance). Judgment heads are **learned heuristics**, not formal guarantees.
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- Low-dim cross-sectional data stitched into pseudo-timeseries is out-of-distribution for v2.2 and v3; use v2.1.
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- v3 has not yet been run on the full discovery benchmark suite.
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## Paper
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Stalupula et al., "Temporal Causal Prior-Data Fitted Networks for Panel Data with Learned Reliability Signals"
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