Title
Parallelizing Convergent Cross Mapping Using Apache Spark.
Abstract
Identifying the causal relationships between subjects or variables remains an important problem across various scientific fields. This is particularly important but challenging in complex systems, such as those involving human behavior, sociotechnical contexts, and natural ecosystems. By exploiting state space reconstruction via lagged embedding of time series, convergent cross mapping (CCM) serves as an important method for addressing this problem. While powerful, CCM is computationally costly; moreover, CCM results are highly sensitive to several parameter values. While best practice entails exploring a range of parameter settings when assessing casual relationships, the resulting computational burden can raise barriers to practical use, especially for long time series exhibiting weak causal linkages. We demonstrate here several means of accelerating CCM by harnessing the distributed Apache Spark platform. We characterize and report on results of several experiments with parallelized solutions that demonstrate high scalability and a capacity for over an order of magnitude performance improvement for the baseline configuration. Such economies in computation time can speed learning and robust identification of causal drivers in complex systems.
Year
DOI
Venue
2019
10.1007/978-3-030-21741-9_14
Lecture Notes in Computer Science
Keywords
Field
DocType
Causality,Convergent cross mapping,Spark,Parallelization,Performance evaluation
Complex system,Data mining,Spark (mathematics),Computer science,Convergent cross mapping,Baseline (configuration management),Sociotechnical system,State space,Scalability,Performance improvement
Journal
Volume
ISSN
Citations 
11549
0302-9743
0
PageRank 
References 
Authors
0.34
0
3
Name
Order
Citations
PageRank
Bo Pu100.34
Lujie Duan200.34
Nathaniel D. Osgood3239.92