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Supplementary material for Dynamic Causal Bayesian Optimisation

Neural Information Processing Systems

Symbol Description Vt Set of observable variables at time t V0:TUnion of observable variables at time t= 0,...,T Xt Manipulative variables at time t Yt Target variable at time t P(Xt) Power set of Xt Mt Set of MIS sets at time t Xs,ts-th intervention set at time t In this section we give the proof for Theorem 1 in the main text. This means that W includes those variables that are parents of Yt but are nor target at previous time steps nor intervened variables. In the following proof the values of IV0:t 1, XPYs,t, IPY0:t 1 and W are denoted by i, xPY, iPY and w respectively. Finally, fYY and fNYYare the functions in the SCM for Yt (see Assumptions (1) in the main text). Eq. (2) follows from the Eq. Finally, noticing that p(yPTt |I0:t 1) is the distribution targeted when optimizing the objective function at previous time steps one can obtain Eq. (6). The derivations above show how the objective function at time t is given by the expected value of the output of the functional relationship fNYYwhere the expectation is taken with respect to the variables that are not intervened on. This expectation is then shifted to account for the interventions implemented in the system at previous time steps that are affecting the target variable through fYY .


Supplementarymaterialfor DynamicCausalBayesianOptimisation

Neural Information Processing Systems

In this section we describe in detail the experiment conducted in 4.2. This example is based on theworkbyBlasiusetal.(2020). Inthisdemonstration wecontinuealongthatparadigm whenwe investigate a biological systems in which two species interact, one as a predator and the other as prey.