REVIEW 5 major objections 6 minor 1 cited by
Kolmogorov-Arnold Networks for Time Series Granger Causality Inference
T0 review · 5 major / 6 minor · reviewed 2026-08-10 · deepseek-v4-flash
Pith's one-line read A Kolmogorov-Arnold Network can infer Granger causality from its first-layer base weights, matching or beating neural baselines on nonlinear, high-dimensional, and short time series.
desk verdict KANGCI is a legitimate KAN-based Granger causality extension with broad benchmarks, but its causal score uses only the unregularized base-weight path, and the paper never shows that base-weight sparsity equals Granger absence—so the central claim needs more evidence before it convinces me. read the letter →
The pith
A machine-rendered reading of the paper's core claim, the machinery that carries it, and where it could break.
The reading
What carries the argument
The load-bearing object is the first-layer base-weight matrix $W_b^{0}$ of a component-wise KAN. In KAN, each edge is a learnable univariate function combining a SiLU base term weighted by W_b and a B-spline term weighted by W_s; the paper reads causal influence from W_b alone, assuming that after group-lasso training the zero pattern of $W_b^{0}$ columns marks absent Granger causes. Group lasso on columns enforces whole-series sparsity, ridge regularization stabilizes deeper layers, and a time-reversed Granger fusion step (Algorithm 1) selects or averages the original and reversed matrices based on prediction and sparsity losses.
What would settle it
Train KANGCI on a synthetic bivariate system where x causes y only through the spline component of the KAN edge, with the base weight for that edge fixed at zero; if the inferred Granger matrix then shows no edge from x to y, the base-weight reading is the sole carrier and the method fails on spline-only influences.
Extended reading notes
Core claim
The paper's central claim is that the base-weight matrices of a Kolmogorov-Arnold Network carry the cross-variable influence needed for Granger causality, so a sparsity penalty on the first-layer base-weight columns turns a KAN regressor into a causal discovery method. Each component gi is a separate KAN, each edge function is φ(x) = W_b b(x) + W_s spline(x), and the group-lasso penalty is applied to columns of $W_b^{0}$; the Granger matrix row is G(i,:) = ||$W_b^{0}$(:,j)||_F. The authors report AUROC values on Lorenz-96, DREAM-3/4, all 28 fMRI BOLD simulations, VAR, and real EEG that are competitive with or higher than cMLP, cLSTM, TCDF, eSRU, NAVAR, GVAR, JGC, CUTS+, and JRNGC, with the largest gains on noisy high-dimensional and limited-sample settings.
Load-bearing premise
The method assumes that the causal influence of each input series is captured by the first-layer base weights of the KAN, so that a group-lasso penalty on those weights reveals true Granger absence and presence.
Editorial extensions
If this is right
- If KANGCI is correct, causal discovery from nonlinear time series no longer requires recurrent or convolutional architectures; a KAN regressor with grouped sparsity suffices.
- The method should stay practical for high-dimensional systems because the component-wise KAN's computational graph is smaller than an MLP's, and only the first-layer base weights are needed for the causal matrix.
- The time-reversed fusion rule should reduce spurious connections in EEG and other volume-conduction-prone data, since it explicitly compares or blends original and reversed inferences.
- Across the reported benchmarks, the largest AUROC advantages appear in the hard regimes: p=40 Lorenz-96 with T=500, DREAM-4 with T=210, and noisy fMRI simulations, suggesting base-weight sparsity is most useful when data are scarce.
- The real EEG results map inferred drivers to known somatosensory responses (contralateral S1 at 10-20 ms, ipsilateral S1 at 20-30 ms), so the method recovers physiologically plausible causal structure.
Reading between the lines
- Beyond the paper, a natural test is whether the spline weights W_s^0 also carry causal information; if they do, the base-weight-only reading could underestimate influences that KAN represents through splines.
- The time-reversed fusion rule is heuristic (threshold 0.05, max-or-average), so a principled calibration of that threshold across noise levels and sample sizes would be a direct follow-up.
- Since the paper's own review notes that perfect causal reversal holds only under specific conditions for nonlinear systems, the fusion rule's success on Lorenz-96 and EEG suggests it does not rely on exact reversal but on a robustness comparison; this distinction could be tested on systems where reversal provably fails.
- For fMRI and gene regulatory benchmarks, KANGCI's advantage is largest in low-sample, high-noise settings, implying the model may be especially suitable for clinical or experimental data where long clean recordings are unavailable.
Editorial analysis
A structured set of objections, weighed in public.
Referee Report
Summary. The paper proposes KANGCI, a Kolmogorov-Arnold Network architecture for inferring Granger causality from multivariate time series. For each target series, a component-wise KAN is trained with a group-lasso penalty on the columns of the first-layer base weight matrix, a ridge penalty on the remaining base weights, and a prediction loss. The Granger causality matrix is then read out from the norms of the first-layer base-weight columns. A second contribution is an algorithm that fuses or selects between the Granger matrices estimated from the original and the time-reversed series, using prediction and sparsity losses plus an element-wise threshold rule. The method is evaluated on Lorenz-96, DREAM-3/DREAM-4 gene regulatory networks, simulated fMRI BOLD signals, VAR processes, and a real rat EEG dataset, reporting AUROC against cMLP, cLSTM, TCDF, eSRU, GVAR, NAVAR, JGC, CUTS+, and JRNGC. The authors conclude that KANGCI is competitive and, in the final section, that it outperforms existing baselines.
Significance. If the base-weight causal measure is sound, KANGCI would be a useful addition to the neural Granger causality toolbox: it is conceptually simple, leverages the compact learnable-edge representation of KANs, and the authors evaluate it on a broader fMRI benchmark than most prior work, including real EEG data with physiological validation. The empirical coverage is a strength, as is the use of synthetic benchmarks with known ground truth, which gives the central claim external grounding. However, the paper's central methodological assumption—that the zero/nonzero pattern of the first-layer base weights after group-lasso training equals Granger absence/presence—is neither proved nor ablated, and the fusion algorithm's threshold is introduced after observing experimental divergences. These issues, together with missing hyperparameter reporting, mean that the current evidence supports 'competitive performance' but not the stronger 'outperforming' conclusion.
major comments (5)
- [§3.1–3.2, Eq. (5), Eq. (12), Eq. (17)] The Granger causality score in Eq. (17) is computed from the first-layer base weights W_b^0 alone, but each KAN edge is phi(x) = W_b b(x) + W_s spline(x) (Eq. 5), and the group-lasso penalty in Eq. (12) is applied only to columns of W_b^0. The spline weights W_s are unregularized, so the optimizer can encode a true causal dependency entirely in the spline pathway while driving W_b^0 to zero, causing Eq. (17) to miss the edge; conversely, a non-causal input can have nonzero W_b^0 if the spline pathway is trained to cancel the base contribution. The paper gives no approximation-theoretic or empirical argument that the zero/nonzero structure of W_b^0 coincides with Granger absence/presence under this parameterization. I recommend either proving this property under the training objective, or adding an ablation that directly tests it—for example, constructing synthetic mechanisms where the causal signal is carried only by the spline terms and reporting whether Eq. (17) still recovers the ground truth.
- [§3.3, Algorithm 1] The fusion rule and the threshold theta=0.05 are justified by the observation that 'in certain simulation trials, the causal relationship inferred from the original and time-reversed time series exhibit considerable divergence,' which is an explicitly post hoc motivation. The paper does not report a sensitivity analysis for theta, and the loss-based selection between original and reversed matrices (lines 7–10) is a heuristic whose connection to Granger causality is unclear, especially because the cited literature (Winkler et al., 2016; Korenek & Hlinka, 2021) shows that time reversal reverses linear Granger causality but can conserve or alter nonlinear causality depending on conditions. This is load-bearing because the fusion step is part of the proposed method and can affect all reported AUROC values; please provide a sensitivity analysis over theta and an independent validation of the loss-based selection rule, or remove the claim that the algorithm 'automatically selects' the better result.
- [§6 vs. Tables 3 and 5] The conclusion states that KANGCI 'outperform[s] the existing baselines,' but the tables do not support this uniformly. In Table 3 (DREAM-4), KANGCI is below JRNGC on Gene-2 (0.591 vs. 0.613) and is not the best on all rows; in Table 5 (VAR), CUTS+ achieves AUROC 1.000 in all three settings while KANGCI drops to 0.993 in the sparsity=0.3 setting. The abstract's phrasing 'competitive performance' is consistent with the evidence; I request that the conclusion be aligned with the tables, or that the claim be restricted to the specific settings where KANGCI is best.
- [§4, experimental setup] The manuscript does not report the values of the key hyperparameters—lambda (group lasso penalty), gamma (ridge regularization), theta (fusion threshold), number of KAN layers, hidden widths, spline grid size, spline order, learning rate, number of epochs, or parameter initialization—for any of the five datasets. Without these details the experiments cannot be reproduced, and it is unclear whether the reported AUROC numbers are robust to hyperparameter choices or were selected on the test benchmarks. Please include a full hyperparameter table and, where possible, a sensitivity analysis for the most influential parameters.
- [§3.1, Eq. (4) and Eq. (10)] The input notation is ambiguous regarding time lags. Equation (4) writes the input as xt, but Granger causality requires predicting the current value from past values (as in Eq. (1)–(2), which use x_<t). The paper never specifies how the lagged input matrix is constructed—e.g., whether xt in Eq. (4) denotes a vector of p variables at a single time point or a window of lagged observations. This is a central modeling detail, since without past values the fitted function is not a Granger-causal autoregressive model. Please define the lag structure explicitly and state how many lags are used in each experiment.
minor comments (6)
- [§3.2, Eq. (17)] Equation (17) defines G(i,:) = ||W_b^0(:,j)||_F without specifying the range of j; it should read G(i,j) = ||W_b^0(:,j)||_F for j=1,...,p to make the matrix construction unambiguous.
- [§2.2.3, Theorem 2.1] The statement of Theorem 2.1 uses inconsistent subscripts: the text introduces Phi_q and phi_{q,p}, but the displayed formula uses Phi_i and phi_{q,p} with i indexing the outer sum. Please align the notation.
- [Figure 1] Figure 1 is difficult to read at the resolution provided; the layer labels, activation labels, and the distinction between W_b and W_s are not clearly legible, and the arrows connecting the regularization losses to the weight matrices could be made more explicit.
- [Table 4 header] The header reads 'Dateset' (typo for 'Dataset') and 'Subject=50'; also the caption lists T=50/100/200/2000/5000 but the main text says T=200 in most cases, so please clarify which T values correspond to which simulations.
- [§5.3, EEG analysis] The one-way ANOVA results are reported only as p<0.0001; please also report effect sizes or the F-statistic and state whether multiple comparisons across channels or time epochs were corrected.
- [General] The paper states that it builds on efficientKAN but does not release the code for KANGCI; providing an implementation would substantially help reproducibility and is recommended.
Circularity Check
No significant circularity: the central Granger inference claim is tested against external ground-truth benchmarks.
full rationale
KANGCI's derivation chain is self-contained in the relevant sense. The model takes only time series as input; the Granger matrix G(i,:) = ||W_b^0(:,j)||_F is computed from learned first-layer base weights, and the claimed ability to recover causal structure is assessed by AUROC against known synthetic graphs (Lorenz-96, DREAM, fMRI BOLD, VAR) and physiological EEG criteria. Those ground truths are not used in training or in the construction of Eq. 17, so the output is not equivalent to an input by construction. The paper's use of KAN (Liu et al., 2024; efficientKAN code) is an external architectural foundation, not a self-citation chain; no uniqueness theorem is imported from the authors' own prior work. The group-lasso penalty in Eq. 12 is the standard Tank et al. NAR approach applied to KAN base weights. One caveat is that Algorithm 1's fusion threshold (0.05) and the loss-based selection rule are described as motivated by observations made 'during the experiment' (Section 3.3), which suggests post-hoc tuning on the evaluation benchmarks; this is a reproducibility/overfitting concern, not definitional circularity. A further correctness risk, not circularity, is that spline weights W_s are unregularized while Eq. 17 reads only W_b^0, so the identification of Granger causality with base-weight sparsity is an unproven assumption. These concerns do not make the reported AUROC results forced by the paper's definitions.
Assumptions & free parameters
free parameters (4)
- Group lasso penalty lambda =
not reported
- Ridge regularization gamma =
not reported
- Fusion threshold theta =
0.05
- KAN architecture and training hyperparameters =
not reported
assumptions (4)
- standard math Kolmogorov-Arnold representation theorem
- domain assumption Component-wise nonlinear autoregressive model with Gaussian noise
- ad hoc to paper First-layer base weights represent Granger causal influence
- domain assumption Time-reversed Granger causality can be fused to reduce spurious connections
Cite this review
Pith. "Pith review of Kolmogorov-Arnold Networks for Time Series Granger Causality Inference." pith.science (2026). https://pith.science/paper/H2GHYHQQ
@misc{pith2026250108958,
author = {Pith},
title = {Pith review of: Kolmogorov-Arnold Networks for Time Series Granger Causality Inference},
year = {2026},
howpublished = {\url{https://pith.science/paper/H2GHYHQQ}},
note = {Machine review of arXiv:2501.08958}
}
read the original abstract
We propose the Granger causality inference Kolmogorov-Arnold Networks (KANGCI), a novel architecture that extends the recently proposed Kolmogorov-Arnold Networks (KAN) to the domain of causal inference. By extracting base weights from KAN layers and incorporating the sparsity-inducing penalty and ridge regularization, KANGCI effectively infers the Granger causality from time series. Additionally, we propose an algorithm based on time-reversed Granger causality that automatically selects causal relationships with better inference performance from the original or time-reversed time series or integrates the results to mitigate spurious connectivities. Comprehensive experiments conducted on Lorenz-96, Gene regulatory networks, fMRI BOLD signals, VAR, and real-world EEG datasets demonstrate that the proposed model achieves competitive performance to state-of-the-art methods in inferring Granger causality from nonlinear, high-dimensional, and limited-sample time series.
Figures
Figures from the paper (1 more)
Forward citations
Cited by 1 Pith paper
-
SFNet: A Spatial-Frequency Domain Deep Learning Network for Efficient Alzheimer's Disease Diagnosis
SFNet fuses a 3D DenseNet with a global Fourier filter module and multi-scale attention to classify Alzheimer's disease from structural MRI, reporting 95.1% AD vs CN accuracy on ADNI.
Reference graph
Works this paper leans on
- [1]
-
[2]
A review of the granger-causality fallacy
Mariusz Maziarz. A review of the granger-causality fallacy. The journal of philosophical economics: Reflections on economic and social issues, 8 0 (2): 0 86--105, 2015
work page 2015
-
[3]
Karl J Friston, Andr \'e M Bastos, Ashwini Oswal, Bernadette van Wijk, Craig Richter, and Vladimir Litvak. Granger causality revisited. Neuroimage, 101: 0 796--808, 2014
work page 2014
-
[4]
Granger causality: A review and recent advances
Ali Shojaie and Emily B Fox. Granger causality: A review and recent advances. Annual Review of Statistics and Its Application, 9: 0 289--319, 2022
work page 2022
-
[5]
Wiener--granger causality: a well established methodology
Steven L Bressler and Anil K Seth. Wiener--granger causality: a well established methodology. Neuroimage, 58 0 (2): 0 323--329, 2011
work page 2011
-
[6]
The mvgc multivariate granger causality toolbox: a new approach to granger-causal inference
Lionel Barnett and Anil K Seth. The mvgc multivariate granger causality toolbox: a new approach to granger-causal inference. Journal of neuroscience methods, 223: 0 50--68, 2014
work page 2014
-
[7]
Marco Mele, Cosimo Magazzino, Nicolas Schneider, Antonia Rosa Gurrieri, and H \^e ri s Golpira. Innovation, income, and waste disposal operations in korea: Evidence from a spectral granger causality analysis and artificial neural networks experiments. Economia Politica, 39 0 (2): 0 427--459, 2022
work page 2022
-
[8]
Granger causality analysis for calcium transients in neuronal networks, challenges and improvements
Xiaowen Chen, Faustine Ginoux, Martin Carbo-Tano, Thierry Mora, Aleksandra M Walczak, and Claire Wyart. Granger causality analysis for calcium transients in neuronal networks, challenges and improvements. Elife, 12: 0 e81279, 2023
work page 2023
Show all 28 references
-
[9]
Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests
Xiaohang Ren, Jingyao Li, Feng He, and Brian Lucey. Impact of climate policy uncertainty on traditional energy and green markets: Evidence from time-varying granger tests. Renewable and Sustainable Energy Reviews, 173: 0 113058, 2023
2023
-
[10]
Neural granger causality
Alex Tank, Ian Covert, Nicholas Foti, Ali Shojaie, and Emily B Fox. Neural granger causality. IEEE Transactions on Pattern Analysis and Machine Intelligence, 44 0 (8): 0 4267--4279, 2022
2022
-
[11]
Neural additive vector autoregression models for causal discovery in time series
Bart Bussmann, Jannes Nys, and Steven Latr \'e . Neural additive vector autoregression models for causal discovery in time series. In Discovery Science: 24th International Conference, DS 2021, Halifax, NS, Canada, October 11--13, 2021, Proceedings 24, pages 446--460. Springer, 2021
2021
-
[12]
Jacobian regularizer-based neural granger causality
Wanqi Zhou, Shuanghao Bai, Shujian Yu, Qibin Zhao, and Badong Chen. Jacobian regularizer-based neural granger causality. In Forty-first International Conference on Machine Learning, 2024
2024
-
[13]
Economy statistical recurrent units for inferring nonlinear granger causality
Saurabh Khanna and Vincent YF Tan. Economy statistical recurrent units for inferring nonlinear granger causality. arXiv preprint arXiv:1911.09879, 2019
1911 arXiv
-
[14]
Causal discovery with attention-based convolutional neural networks
Meike Nauta, Doina Bucur, and Christin Seifert. Causal discovery with attention-based convolutional neural networks. Machine Learning and Knowledge Extraction, 1 0 (1): 0 19, 2019
2019
-
[15]
Cuts+: High-dimensional causal discovery from irregular time-series
Yuxiao Cheng, Lianglong Li, Tingxiong Xiao, Zongren Li, Jinli Suo, Kunlun He, and Qionghai Dai. Cuts+: High-dimensional causal discovery from irregular time-series. In Proceedings of the AAAI Conference on Artificial Intelligence, volume 38, pages 11525--11533, 2024
2024
-
[16]
Kan: Kolmogorov-arnold networks
Ziming Liu, Yixuan Wang, Sachin Vaidya, Fabian Ruehle, James Halverson, Marin Solja c i \'c , Thomas Y Hou, and Max Tegmark. Kan: Kolmogorov-arnold networks. arXiv preprint arXiv:2404.19756, 2024
2024 arXiv
-
[17]
Gkan: Graph kolmogorov-arnold networks
Mehrdad Kiamari, Mohammad Kiamari, and Bhaskar Krishnamachari. Gkan: Graph kolmogorov-arnold networks. arXiv preprint arXiv:2406.06470, 2024
2024 arXiv
-
[18]
A comprehensive survey on kolmogorov arnold networks (kan)
Yuntian Hou and Di Zhang. A comprehensive survey on kolmogorov arnold networks (kan). arXiv preprint arXiv:2407.11075, 2024
2024 arXiv
-
[19]
Cuts: Neural causal discovery from irregular time-series data
Yuxiao Cheng, Runzhao Yang, Tingxiong Xiao, Zongren Li, Jinli Suo, Kunlun He, and Qionghai Dai. Cuts: Neural causal discovery from irregular time-series data. arXiv preprint arXiv:2302.07458, 2023
2023 arXiv
-
[20]
Interpretable models for granger causality using self-explaining neural networks
Ri c ards Marcinkevi c s and Julia E Vogt. Interpretable models for granger causality using self-explaining neural networks. arXiv preprint arXiv:2101.07600, 2021
2021 arXiv
-
[21]
A critical assessment of connectivity measures for eeg data: a simulation study
Stefan Haufe, Vadim V Nikulin, Klaus-Robert M \"u ller, and Guido Nolte. A critical assessment of connectivity measures for eeg data: a simulation study. Neuroimage, 64: 0 120--133, 2013
2013
-
[22]
Volume conduction effects in eeg and meg
Sebastianus Petrus van den Broek, F Reinders, M Donderwinkel, and MJ Peters. Volume conduction effects in eeg and meg. Electroencephalography and clinical neurophysiology, 106 0 (6): 0 522--534, 1998
1998
-
[23]
Eeg coherency: I: statistics, reference electrode, volume conduction, laplacians, cortical imaging, and interpretation at multiple scales
Paul L Nunez, Ramesh Srinivasan, Andrew F Westdorp, Ranjith S Wijesinghe, Don M Tucker, Richard B Silberstein, and Peter J Cadusch. Eeg coherency: I: statistics, reference electrode, volume conduction, laplacians, cortical imaging, and interpretation at multiple scales. Electr...
1997
-
[24]
Validity of time reversal for testing granger causality
Irene Winkler, Danny Panknin, Daniel Bartz, Klaus-Robert M \"u ller, and Stefan Haufe. Validity of time reversal for testing granger causality. IEEE Transactions on Signal Processing, 64 0 (11): 0 2746--2760, 2016
2016
-
[25]
Causality in reversed time series: Reversed or conserved? Entropy, 23 0 (8): 0 1067, 2021
Jakub Ko r enek and Jaroslav Hlinka. Causality in reversed time series: Reversed or conserved? Entropy, 23 0 (8): 0 1067, 2021
2021
-
[26]
Approximation theory of the mlp model in neural networks
Allan Pinkus. Approximation theory of the mlp model in neural networks. Acta numerica, 8: 0 143--195, 1999
1999
-
[27]
The kolmogorov--arnold representation theorem revisited
Johannes Schmidt-Hieber. The kolmogorov--arnold representation theorem revisited. Neural networks, 137: 0 119--126, 2021
2021
-
[28]
Granger causality using jacobian in neural networks
Suryadi Suryadi, Lock Yue Chew, and Yew-Soon Ong. Granger causality using jacobian in neural networks. Chaos: An Interdisciplinary Journal of Nonlinear Science, 33 0 (2), 2023
2023
Reviewed August 10, 2026 · model on record in the stance chip above.
Discussion (0). Continue with ORCID to comment.