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cdt15 / lingam

Python package for causal discovery based on LiNGAM.
https://sites.google.com/view/sshimizu06/lingam
MIT License
356 stars 54 forks source link

Feature Selection #129

Open firmai opened 4 months ago

firmai commented 4 months ago

Congragulations on the package, it could be interesting to write a feature selection model ontop of the discovery to remove slow moving indicators.

sshimizu2006 commented 4 months ago

Thanks. I thought your suggestion is to aim to manage non-stationarity of time series. Am I correct?

firmai commented 4 months ago

Yes that is correct

firmai commented 4 months ago

Out of interest, do you know the state of ParaLiNGAM, I was thinking it might not be too hard to implement a parallel version with significant speedups on CPU with thread execution.