mlsanityData to 7 Oct 2026

Federated Granger Causality Learning for Interdependent Clients with State Space Representation

arXiv 2501.13890 ↗First posted 23 Jan 2025cs.LG stat.MLcited by 3

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Abstract (arXiv)

Advanced sensors and IoT devices have improved the monitoring and control of complex industrial enterprises. They have also created an interdependent fabric of geographically distributed process operations (clients) across these enterprises. Granger causality is an effective approach to detect and quantify interdependencies by examining how one client's state affects others over time. Understanding these interdependencies captures how localized events, such as faults and disruptions, can propagate throughout the system, possibly causing widespread operational impacts. However, the large volume and complexity of industrial data pose challenges in modeling these interdependencies. This paper develops a federated approach to learning Granger causality. We utilize a linear state space system framework that leverages low-dimensional state estimates to analyze interdependencies. This addresses bandwidth limitations and the computational burden commonly associated with centralized data processing. We propose augmenting the client models with the Granger causality information learned by the server through a Machine Learning (ML) function. We examine the co-dependence between the augmented client and server models and reformulate the framework as a standalone ML algorithm providing conditions for its sublinear and linear convergence rates. We also study the convergence of the framework to a centralized oracle model. Moreover, we include a differential privacy analysis to ensure data security while preserving causal insights. Using synthetic data, we conduct comprehensive experiments to demonstrate the robustness of our approach to perturbations in causality, the scalability to the size of communication, number of clients, and the dimensions of raw data. We also evaluate the performance on two real-world industrial control system datasets by reporting the volume of data saved by decentralization.

Key facts. Cited by 3 papers in the map (data through 7 Oct 2026). Builds on 19 of its 50 references that are in the map. First posted on arXiv 23 Jan 2025.

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19 of 50 references.

References · 19

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7 more
  1. 2019A Quasi-Newton Method Based Vertical Federated Learning Framework for Logistic Regressioncited by 37
  2. 2020Large-Scale Secure XGB for Vertical Federated Learningcited by 26
  3. 2014Causal Inference by Identification of Vector Autoregressive Processes with Hidden Componentscited by 11
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Citing papers per year: 2026: 3.

3 papers.