When Are Neural Interaction Discoveries Real? Identifiability, Recoverability, and a Pre-Fit Diagnostic
Summary
A new study investigates the reliability of interaction discoveries in neural time-series models, questioning whether reported variable modulations are data properties or model artifacts. The authors argue this is an identifiability problem, governed by the geometry of observed input support rather than specific neural architecture. Using a multiplicative-gating extension of neural additive vector autoregression (GNAVAR), they demonstrate that representational capacity does not equate to identifiability, as dependent inputs cause leakage and low-dimensional support allows for distinct interaction decompositions. A population identifiability theorem is proven for normalized minimal GNAVAR decompositions under explicit support conditions. This theory yields a practical pre-fit diagnostic: the effective rank of the joint lag-block covariance predicts interaction recovery feasibility. For unknown candidate sets, a two-seed stability check is proposed. The findings, including the identifiability phenomenon and instability signature, are presented as model-agnostic.
Key takeaway
For AI Scientists evaluating neural time-series models for interaction discovery, you must prioritize assessing input data geometry over model complexity. Before fitting, use the effective rank of your joint lag-block covariance as a diagnostic to predict interaction recoverability. If candidate sets are unclear, perform a two-seed stability check across independent model fits. This approach helps you distinguish genuine data interactions from model artifacts, ensuring the reliability of your discoveries.
Key insights
Neural interaction discoveries are identifiable based on input data geometry, not model architecture, with pre-fit diagnostics available.
Principles
- Identifiability is distinct from representational capacity.
- Input support geometry dictates interaction recoverability.
- Instability across fits signals non-identifiable interactions.
Method
Use effective rank of joint lag-block covariance as a pre-fit diagnostic for interaction recovery feasibility. Employ a two-seed stability check for unknown candidate sets.
In practice
- Check effective rank before fitting time-series models.
- Run two independent fits to test interaction stability.
- Evaluate input data geometry for identifiability.
Topics
- Neural Time-Series Models
- Interaction Discovery
- Model Identifiability
- Support Geometry
- GNAVAR
- Pre-Fit Diagnostics
Best for: AI Scientist, Research Scientist
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Editorial summary, takeaway, and curation by AIssential. Original article published by Machine Learning.