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Composite Graphical Causal Models for Inference on Heterogeneous-Indexed Data
Proceedings of the Fifth Conference on Causal Learning and Reasoning, PMLR 323:887-910, 2026.
Abstract
Complex real-world systems typically consist of multiple interdependent subsystems, where each subsystem can operate under different sampling references. Consequently, the data collected across these subsystems vary in indexing (e.g., time-, distance-, event-indexed), sampling frequency, or faces index misalignment. To approximately model such kind of systems, surrogate models can be used to serve as a computationally-inexpensive replacement during optimization, sensitivity analysis, uncertainty quantification, or interpretation. Conventional modeling approaches require these datasets to be unified into a single, uniformly-indexed table via preprocessing steps such as aggregation and merging. In this work, we introduce a novel approach, Composite Graphical Causal Models (CGCMs), that preserves the original indexing of each data table during both training and inference. By embedding resampling and aggregation operations directly within a GCM, our method eliminates the need for data homogenization as a preprocessing step. Specifically, a set of GCMs is employed each tailored to a distinct indexing, and connected using aggregation functions to model cross-index dependencies. As validated on synthetic datasets, this design enables a more representative modeling of heterogeneous-indexed processes, improving predictive performance and interpretability.