Figure 3. Two scenarios for generating the synthetic data with correlated variables.

While the synthetic data were generated for a network of 15 explanatory variables, only variables X1 and X2 have direct dependence with the target variable T, and therefore constitute the causal neighborhood of T. Variable X3 is included as the confounding variable. (A) The “Time” scenario in which X1, X2 and X3 correspond to three time points with stronger correlation between X1 and X2 and between X2 and X3 than between X1 and X3. (B) The “Hidden” scenario in which X1, X2 and X3 are correlated due to a common cause H in the network. This common cause is used in data generation, but is not available to algorithms.