Causal Modeling for Anomaly Detection in Predictive Systems

1. Causal Modeling for Anomaly Detection Andrew Arnold Machine Learning Department, Carnegie Mellon University Summer Project with Naoki Abe Predictive Modeling Group, IBM Rick Lawrence, Manager June 23, 2006

2. Contributions • Consistent causal structure can be learned from passive observational data • Anomalous examples have a quantitatively differentiable causal structure from normal ones • Causal structure is a significant contribution to the standard analysis tools of independence and likelihood

3. Outline • Motivation & Problem • Causation Definition • Causal Discovery • Causal Comparisson • Conclusions & Ongoing Work

4. Motivation • Processors: • Detection: Is this wafer good or bad? • Causation: Why is this wafer bad? • Intervention: How can we fix the problem? • Business: • Detection: Is this business functioning well or not? • Causation: Why is this business not functioning well? • Intervention: What can IBM do to improve performance?

5. Problem • Interventions are expensive and flawed • What can passively observed data tell us about the causal structure of a process?

6. Direct Causation X is a direct cause of Y relative to S, iff z,x1  x2 P(Y | X set= x1 , Zset=z)  P(Y | X set= x2 , Zset=z) where Z = S - {X,Y} Intervene toset Z = zNot just observe Z = z Asymmetric [Scheines (2005)]

7. Causal Graphs Causal Directed Acyclic Graph G = {V,E} Each edge X  Y represents a direct causal claim: X is a direct cause of Y relative to V [Scheines (2005)]

8. Probabilistic Independence X and Y are independent iff  x1  x2 P(Y | X = x1) = P(Y | X = x2) X and Y areassociatediff X and Y are not independent [Scheines (2005)]

9. The Causal Markov Axiom Probabilistic Independence Causal Structure Markov Condition In a Causal Graph: each variable V is independent of its non-effects, conditional on its direct causes. [Scheines (2005)]

10. Causal Structure Statistical Data [Scheines (2005)]

11. Causal Structure Statistical Data [Scheines (2005)]

12. Causal Structure Statistical Data [Scheines (2005)]

13. Statistical Inference • Background Knowledge • Faithfulness • X2 before X3 • - no unmeasured common causes Causal DiscoveryStatistical DataCausal Structure [Scheines (2005)]

14. Causal Discovery Algorithm • PC algorithm [Spirtes et al., 2000] • Constraint-based search • Only need to know how to test conditional independence • Do not need to measure all causes • Asymptotically correct

15. PC algorithm • Begin with the fully connected undirected graph • For each pair of nodes, test their independence conditional on all subsets of their neighbors: • i.e., (X _||_ Y | Z)? • If independent for any conditioning • remove edge, record subset conditioned upon • If dependent for all conditionings • leave edge • Orient edges, where possible

16. Independence Tests [Scheines (2005)]

17. Edge OrientationRule 1: Colliders [Scheines (2005)]

18. More Orientation Rules:Rule 2: Avoid forming new colliders [Scheines (2005)]

19. More Orientation Rules:Rule 3: Avoid forming cycles • If there is an undirected edge between X and Y • And there is a directed path from X to Y • Then direct X-Y as X  Y • Given: OK: BAD (cycle): • X Y X Y X Y • Z Z Z

20. Our Example Rule 2: Colliders Rule 3: No new V-structures Truth fully recovered [Scheines (2005)]

21. Results: Key Performance Indicators

22. Results: Chip Fabrication

23. Temporal ordering is preserved

24. Using causal structure to explain anomalies • Why is one wafer good, and another bad? • Separate data into classes • Form causal graphs on each class • Compare causal structures

25. Form causal graphs Good Train Good Test Bad

26. How to compare? • Similarity Score for graphs A and B over common nodes V : • Consider undirected edges as bi-directed • Of all the ordered pairs of variables (x, y) in V, with an arc x  y in either A or B • In what percentage is there also x  y in the other graph • i.e., (AdjA(x,y) || AdjB(x,y)) && (AdjA(x,y) == AdjB(x,y)) • Difference Graph: • If there is an arc x  y in either A or B, but not in both, place the arc x  y in the difference graph • i.e., if (AdjA(x,y) != AdjB(x,y)) then AdjDiff(x,y) = True

27. Comparison Good Train Good Test 59% similar Difference Graph

28. Comparison Good Train Bad 37% similar Difference Graph

29. Comparison Good Test Bad 35% similar Difference Graph

30. Conclusions • Consistent causal structure can be learned from passive observational data • Anomalous examples have a quantitatively differentiable causal structure from normal ones • Causal structure is a significant contribution to the standard analysis tools of independence and likelihood

31. Ongoing work • Comparing to maximum likelihood and minimum description length techniques • Looking at time-ordering • How do variables influence each other over time? • Using one-class SVM to do clustering • Avoids need for labeled data • Relaxing assumptions • Allow latent variables • Evaluation is difficult without domain expert • Using causal structure to help in clustering

32.  Thank You  References • J. Pearl (2000). Causality: Models, Reasoning, and Inference, Cambridge Univ. Press • R. Scheines, Causality Slides http://www.gatsby.ucl.ac.uk/~zoubin/SALD/scheines.pdf • P. Spirtes, C. Glymour, and R. Scheines (2000). Causation, Prediction, and Search, 2nd Edition (MIT Press) ¿ Questions ?