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Ioannis Tsamardinos

Publications and source records attributed to Ioannis Tsamardinos.

At least 19 recordsLinked to original sources

Large Causal Models for Temporal Causal Discovery

Causal discovery for both cross-sectional and temporal data has traditionally followed a dataset-specific paradigm, where a new model is fitted for each individual dataset. Such an approach limits the potential of multi-dataset pretraining. The concept of large causal models (LCMs) envisions a class of pre-trained neural architectures specifically designed for temporal causal discovery. Prior approaches are constrained to small variable counts, degrade with larger inputs, and rely heavily on synthetic data, limiting generalization. We propose a principled framework for LCMs, combining diverse synthetic generators with realistic time-series datasets, allowing learning at scale. Extensive experiments on synthetic, semi-synthetic and realistic benchmarks show that LCMs scale effectively to higher variable counts and deeper architectures while maintaining strong performance. Trained models achieve competitive or superior accuracy compared to classical and neural baselines, particularly in out-of-distribution settings, while enabling fast, single-pass inference. Results demonstrate LCMs as a promising foundation-model paradigm for temporal causal discovery. Experiments and model weights are available at https://github.com/kougioulis/LCM/.

cs.LG↗

Adversarial Causal Tuning for Realistic Time-series Generation

We address the problem of generating simulated, yet realistic, time-series data from a causal model with the same observational and interventional distributions as a given real dataset (probabilistic causal digital twin). While non-causal models (e.g., GANs) also strive to simulate realistic data, causal models are fundamentally more powerful, able to simulate the effect of interventions (what-if scenarios), optimize decisions, perform root-cause analysis, and counterfactual causal reasoning. We introduce the Adversarial Causal Tuning (ACT) methodology, which outputs the optimal causal model that fits the data, along with a quantification of the goodness-of-fit. The returned causal model can then be employed to simulate new data or to perform other causal reasoning tasks. ACT adopts ideas from Generative Adversarial Network training and AutoML to search for optimal causal pipelines and discriminators that detect deviations between the distributions of real and simulated data. It also adapts a permutation testing procedure from established causal tuning methods to penalize models for complexity. Through extensive experiments on real, semi-synthetic, and synthetic datasets, we show that (a) employing multiple optimized discriminators is paramount for selecting the optimal causal models and quantifying goodness-of-fit, (b) ACT selects the optimal causal model in synthetic datasets while avoiding overfitting, generating data indistinguishable from the true data distribution (c) all state-of-the-art generative and causal simulation methods, exhibit room for improvement in reproducing real data distributions; generating realistic temporal data is still an open research challenge.

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Predicting and Explaining Traffic Crash Severity Through Crash Feature Selection

Motor vehicle crashes remain a leading cause of injury and death worldwide, necessitating data-driven approaches to understand and mitigate crash severity. This study introduces a curated dataset of more than 3 million people involved in accidents in Ohio over six years (2017-2022), aggregated to more than 2.3 million vehicle-level records for predictive analysis. The primary contribution is a transparent and reproducible methodology that combines Automated Machine Learning (AutoML) and explainable artificial intelligence (AI) to identify and interpret key risk factors associated with severe crashes. Using the JADBio AutoML platform, predictive models were constructed to distinguish between severe and non-severe crash outcomes. The models underwent rigorous feature selection across stratified training subsets, and their outputs were interpreted using SHapley Additive exPlanations (SHAP) to quantify the contribution of individual features. A final Ridge Logistic Regression model achieved an AUC-ROC of 85.6% on the training set and 84.9% on a hold-out test set, with 17 features consistently identified as the most influential predictors. Key features spanned demographic, environmental, vehicle, human, and operational categories, including location type, posted speed, minimum occupant age, and pre-crash action. Notably, certain traditionally emphasized factors, such as alcohol or drug impairment, were less influential in the final model compared to environmental and contextual variables. Emphasizing methodological rigor and interpretability over mere predictive performance, this study offers a scalable framework to support Vision Zero with aligned interventions and advanced data-informed traffic safety policy.

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A Comprehensive Perspective on Explainable AI across the Machine Learning Workflow

Artificial intelligence is reshaping science and industry, yet many users still regard its models as opaque "black boxes". Conventional explainable artificial-intelligence methods clarify individual predictions but overlook the upstream decisions and downstream quality checks that determine whether insights can be trusted. In this work, we present Holistic Explainable Artificial Intelligence (HXAI), a user-centric framework that embeds explanation into every stage of the data-analysis workflow and tailors those explanations to users. HXAI unifies six components (data, analysis set-up, learning process, model output, model quality, communication channel) into a single taxonomy and aligns each component with the needs of domain experts, data analysts and data scientists. A 112-item question bank covers these needs; our survey of contemporary tools highlights critical coverage gaps. Grounded in theories of human explanation, principles from human-computer interaction and findings from empirical user studies, HXAI identifies the characteristics that make explanations clear, actionable and cognitively manageable. A comprehensive taxonomy operationalises these insights, reducing terminological ambiguity and enabling rigorous coverage analysis of existing toolchains. We further demonstrate how AI agents that embed large-language models can orchestrate diverse explanation techniques, translating technical artifacts into stakeholder-specific narratives that bridge the gap between AI developers and domain experts. Departing from traditional surveys or perspective articles, this work melds concepts from multiple disciplines, lessons from real-world projects and a critical synthesis of the literature to advance a novel, end-to-end viewpoint on transparency, trustworthiness and responsible AI deployment.

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A Comparative Analysis of Influence Signals for Data Debugging

Improving the quality of training samples is crucial for improving the reliability and performance of ML models. In this paper, we conduct a comparative evaluation of influence-based signals for debugging training data. These signals can potentially identify both mislabeled and anomalous samples from a potentially noisy training set as we build the models and hence alleviate the need for dedicated glitch detectors. Although several influence-based signals (e.g., Self-Influence, Average Absolute Influence, Marginal Influence, GD-class) have been recently proposed in the literature, there are no experimental studies for assessing their power in detecting different glitch types (e.g., mislabeled and anomalous samples) under a common influence estimator (e.g., TraceIn) for different data modalities (image and tabular), and deep learning models (trained from scratch or foundation). Through extensive experiments, we show that signals like Self-Influence effectively detect mislabeled samples, but none of the existing signals can detect anomalies. Existing signals do not take into account the training dynamics, i.e., how the samples' influence on the model changes during training, while some signals fall into influence cancellation effects, i.e., influence score is zero due to unsigned scores accumulation, resulting in misleading influence attribution.

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Confidence Interval Estimation of Predictive Performance in the Context of AutoML

Any supervised machine learning analysis is required to provide an estimate of the out-of-sample predictive performance. However, it is imperative to also provide a quantification of the uncertainty of this performance in the form of a confidence or credible interval (CI) and not just a point estimate. In an AutoML setting, estimating the CI is challenging due to the ``winner's curse", i.e., the bias of estimation due to cross-validating several machine learning pipelines and selecting the winning one. In this work, we perform a comparative evaluation of 9 state-of-the-art methods and variants in CI estimation in an AutoML setting on a corpus of real and simulated datasets. The methods are compared in terms of inclusion percentage (does a 95\% CI include the true performance at least 95\% of the time), CI tightness (tighter CIs are preferable as being more informative), and execution time. The evaluation is the first one that covers most, if not all, such methods and extends previous work to imbalanced and small-sample tasks. In addition, we present a variant, called BBC-F, of an existing method (the Bootstrap Bias Correction, or BBC) that maintains the statistical properties of the BBC but is more computationally efficient. The results support that BBC-F and BBC dominate the other methods in all metrics measured.

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Towards Automated Causal Discovery: a case study on 5G telecommunication data

We introduce the concept of Automated Causal Discovery (AutoCD), defined as any system that aims to fully automate the application of causal discovery and causal reasoning methods. AutoCD's goal is to deliver all causal information that an expert human analyst would and answer a user's causal queries. We describe the architecture of such a platform, and illustrate its performance on synthetic data sets. As a case study, we apply it on temporal telecommunication data. The system is general and can be applied to a plethora of causal discovery problems.

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A Meta-Level Learning Algorithm for Sequential Hyper-Parameter Space Reduction in AutoML

AutoML platforms have numerous options for the algorithms to try for each step of the analysis, i.e., different possible algorithms for imputation, transformations, feature selection, and modelling. Finding the optimal combination of algorithms and hyper-parameter values is computationally expensive, as the number of combinations to explore leads to an exponential explosion of the space. In this paper, we present the Sequential Hyper-parameter Space Reduction (SHSR) algorithm that reduces the space for an AutoML tool with negligible drop in its predictive performance. SHSR is a meta-level learning algorithm that analyzes past runs of an AutoML tool on several datasets and learns which hyper-parameter values to filter out from consideration on a new dataset to analyze. SHSR is evaluated on 284 classification and 375 regression problems, showing an approximate 30% reduction in execution time with a performance drop of less than 0.1%.

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A Meta-level Analysis of Online Anomaly Detectors

Real-time detection of anomalies in streaming data is receiving increasing attention as it allows us to raise alerts, predict faults, and detect intrusions or threats across industries. Yet, little attention has been given to compare the effectiveness and efficiency of anomaly detectors for streaming data (i.e., of online algorithms). In this paper, we present a qualitative, synthetic overview of major online detectors from different algorithmic families (i.e., distance, density, tree or projection-based) and highlight their main ideas for constructing, updating and testing detection models. Then, we provide a thorough analysis of the results of a quantitative experimental evaluation of online detection algorithms along with their offline counterparts. The behavior of the detectors is correlated with the characteristics of different datasets (i.e., meta-features), thereby providing a meta-level analysis of their performance. Our study addresses several missing insights from the literature such as (a) how reliable are detectors against a random classifier and what dataset characteristics make them perform randomly; (b) to what extent online detectors approximate the performance of offline counterparts; (c) which sketch strategy and update primitives of detectors are best to detect anomalies visible only within a feature subspace of a dataset; (d) what are the tradeoffs between the effectiveness and the efficiency of detectors belonging to different algorithmic families; (e) which specific characteristics of datasets yield an online algorithm to outperform all others.

cs.LG↗

On Predictive Explanation of Data Anomalies

Numerous algorithms have been proposed for detecting anomalies (outliers, novelties) in an unsupervised manner. Unfortunately, it is not trivial, in general, to understand why a given sample (record) is labelled as an anomaly and thus diagnose its root causes. We propose the following reduced-dimensionality, surrogate model approach to explain detector decisions: approximate the detection model with another one that employs only a small subset of features. Subsequently, samples can be visualized in this low-dimensionality space for human understanding. To this end, we develop PROTEUS, an AutoML pipeline to produce the surrogate model, specifically designed for feature selection on imbalanced datasets. The PROTEUS surrogate model can not only explain the training data, but also the out-of-sample (unseen) data. In other words, PROTEUS produces predictive explanations by approximating the decision surface of an unsupervised detector. PROTEUS is designed to return an accurate estimate of out-of-sample predictive performance to serve as a metric of the quality of the approximation. Computational experiments confirm the efficacy of PROTEUS to produce predictive explanations for different families of detectors and to reliably estimate their predictive performance in unseen data. Unlike several ad-hoc feature importance methods, PROTEUS is robust to high-dimensional data.

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Inference of Stochastic Dynamical Systems from Cross-Sectional Population Data

Inferring the driving equations of a dynamical system from population or time-course data is important in several scientific fields such as biochemistry, epidemiology, financial mathematics and many others. Despite the existence of algorithms that learn the dynamics from trajectorial measurements there are few attempts to infer the dynamical system straight from population data. In this work, we deduce and then computationally estimate the Fokker-Planck equation which describes the evolution of the population's probability density, based on stochastic differential equations. Then, following the USDL approach, we project the Fokker-Planck equation to a proper set of test functions, transforming it into a linear system of equations. Finally, we apply sparse inference methods to solve the latter system and thus induce the driving forces of the dynamical system. Our approach is illustrated in both synthetic and real data including non-linear, multimodal stochastic differential equations, biochemical reaction networks as well as mass cytometry biological measurements.

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A generalised OMP algorithm for feature selection with application to gene expression data

Feature selection for predictive analytics is the problem of identifying a minimal-size subset of features that is maximally predictive of an outcome of interest. To apply to molecular data, feature selection algorithms need to be scalable to tens of thousands of available features. In this paper, we propose gOMP, a highly-scalable generalisation of the Orthogonal Matching Pursuit feature selection algorithm to several directions: (a) different types of outcomes, such as continuous, binary, nominal, and time-to-event, (b) different types of predictive models (e.g., linear least squares, logistic regression), (c) different types of predictive features (continuous, categorical), and (d) different, statistical-based stopping criteria. We compare the proposed algorithm against LASSO, a prototypical, widely used algorithm for high-dimensional data. On dozens of simulated datasets, as well as, real gene expression datasets, gOMP is on par, or outperforms LASSO for case-control binary classification, quantified outcomes (regression), and (censored) survival times (time-to-event) analysis. gOMP has also several theoretical advantages that are discussed. While gOMP is based on quite simple and basic statistical ideas, easy to implement and to generalize, we also show in an extensive evaluation that it is also quite effective in bioinformatics analysis settings.

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A Unified Approach for Sparse Dynamical System Inference from Temporal Measurements

Temporal variations in biological systems and more generally in natural sciences are typically modelled as a set of Ordinary, Partial, or Stochastic Differential or Difference Equations. Algorithms for learning the structure and the parameters of a dynamical system are distinguished based on whether time is discrete or continuous, observations are time-series or time-course, and whether the system is deterministic or stochastic, however, there is no approach able to handle the various types of dynamical systems simultaneously. In this paper, we present a unified approach to infer both the structure and the parameters of nonlinear dynamical systems of any type under the restriction of being linear with respect to the unknown parameters. Our approach, which is named Unified Sparse Dynamics Learning (USDL), constitutes of two steps. First, an atemporal system of equations is derived through the application of the weak formulation. Then, assuming a sparse representation for the dynamical system, we show that the inference problem can be expressed as a sparse signal recovery problem, allowing the application of an extensive body of algorithms and theoretical results. Results on simulated data demonstrate the efficacy and superiority of the USDL algorithm as a function of the experimental setup (sample size, number of time measurements, number of interventions, noise level). Additionally, USDL's accuracy significantly correlates with theoretical metrics such as the exact recovery coefficient. On real single-cell data, the proposed approach is able to induce high-confidence subgraphs of the signaling pathway. USDL algorithm has been integrated in SCENERY (\url{http://scenery.csd.uoc.gr/}); an online tool for single-cell mass cytometry analytics.

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Multiple Equivalent Solutions for the Lasso

Feature selection is an important problem studied in data analytics seeking to identify a minimal-size feature subset that is optimally predictive for an outcome of interest. It is also a powerful tool in Knowledge Discovery as a means for gaining domain insight, e.g., identifying which medical quantities carry unique information for the disease status. It is arguably less recognized however, that the problem may have multiple, equivalent solutions. In that case, it is misleading to domain experts to report only one of them and ignore all other equivalent solutions. In this paper, we extend a well-established single, feature selection algorithm (i.e., reporting a single solution), namely the Lasso algorithm, to the multiple solution problem based on formalized notion of equivalence for both classification and regression tasks. Empirical results are obtained using a fully automated pipeline called Just Add Data Bio or JAD Bio training and selecting multiple, linear as well as nonlinear learners, optimizing hyper-parameter values, and correcting for the bias of multiple inductions (model selection). The results show that multiple solutions do exist in real datasets, as well as the ability of the algorithm to identify a subset of them. A comparison with the Statistical Equivalent Solutions (SES) algorithm shows that Lasso equivalent solutions have better prediction performance at the cost of selecting more features.

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Bootstrapping the Out-of-sample Predictions for Efficient and Accurate Cross-Validation

Cross-Validation (CV), and out-of-sample performance-estimation protocols in general, are often employed both for (a) selecting the optimal combination of algorithms and values of hyper-parameters (called a configuration) for producing the final predictive model, and (b) estimating the predictive performance of the final model. However, the cross-validated performance of the best configuration is optimistically biased. We present an efficient bootstrap method that corrects for the bias, called Bootstrap Bias Corrected CV (BBC-CV). BBC-CV's main idea is to bootstrap the whole process of selecting the best-performing configuration on the out-of-sample predictions of each configuration, without additional training of models. In comparison to the alternatives, namely the nested cross-validation and a method by Tibshirani and Tibshirani, BBC-CV is computationally more efficient, has smaller variance and bias, and is applicable to any metric of performance (accuracy, AUC, concordance index, mean squared error). Subsequently, we employ again the idea of bootstrapping the out-of-sample predictions to speed up the CV process. Specifically, using a bootstrap-based hypothesis test we stop training of models on new folds of statistically-significantly inferior configurations. We name the method Bootstrap Corrected with Early Dropping CV (BCED-CV) that is both efficient and provides accurate performance estimates.

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Massively-Parallel Feature Selection for Big Data

We present the Parallel, Forward-Backward with Pruning (PFBP) algorithm for feature selection (FS) in Big Data settings (high dimensionality and/or sample size). To tackle the challenges of Big Data FS PFBP partitions the data matrix both in terms of rows (samples, training examples) as well as columns (features). By employing the concepts of $p$-values of conditional independence tests and meta-analysis techniques PFBP manages to rely only on computations local to a partition while minimizing communication costs. Then, it employs powerful and safe (asymptotically sound) heuristics to make early, approximate decisions, such as Early Dropping of features from consideration in subsequent iterations, Early Stopping of consideration of features within the same iteration, or Early Return of the winner in each iteration. PFBP provides asymptotic guarantees of optimality for data distributions faithfully representable by a causal network (Bayesian network or maximal ancestral graph). Our empirical analysis confirms a super-linear speedup of the algorithm with increasing sample size, linear scalability with respect to the number of features and processing cores, while dominating other competitive algorithms in its class.

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Forward-Backward Selection with Early Dropping

Forward-backward selection is one of the most basic and commonly-used feature selection algorithms available. It is also general and conceptually applicable to many different types of data. In this paper, we propose a heuristic that significantly improves its running time, while preserving predictive accuracy. The idea is to temporarily discard the variables that are conditionally independent with the outcome given the selected variable set. Depending on how those variables are reconsidered and reintroduced, this heuristic gives rise to a family of algorithms with increasingly stronger theoretical guarantees. In distributions that can be faithfully represented by Bayesian networks or maximal ancestral graphs, members of this algorithmic family are able to correctly identify the Markov blanket in the sample limit. In experiments we show that the proposed heuristic increases computational efficiency by about two orders of magnitude in high-dimensional problems, while selecting fewer variables and retaining predictive performance. Furthermore, we show that the proposed algorithm and feature selection with LASSO perform similarly when restricted to select the same number of variables, making the proposed algorithm an attractive alternative for problems where no (efficient) algorithm for LASSO exists.

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Feature Selection with the R Package MXM: Discovering Statistically-Equivalent Feature Subsets

The statistically equivalent signature (SES) algorithm is a method for feature selection inspired by the principles of constrained-based learning of Bayesian Networks. Most of the currently available feature-selection methods return only a single subset of features, supposedly the one with the highest predictive power. We argue that in several domains multiple subsets can achieve close to maximal predictive accuracy, and that arbitrarily providing only one has several drawbacks. The SES method attempts to identify multiple, predictive feature subsets whose performances are statistically equivalent. Under that respect SES subsumes and extends previous feature selection algorithms, like the max-min parent children algorithm. SES is implemented in an homonym function included in the R package MXM, standing for mens ex machina, meaning 'mind from the machine' in Latin. The MXM implementation of SES handles several data-analysis tasks, namely classification, regression and survival analysis. In this paper we present the SES algorithm, its implementation, and provide examples of use of the SES function in R. Furthermore, we analyze three publicly available data sets to illustrate the equivalence of the signatures retrieved by SES and to contrast SES against the state-of-the-art feature selection method LASSO. Our results provide initial evidence that the two methods perform comparably well in terms of predictive accuracy and that multiple, equally predictive signatures are actually present in real world data.

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