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Show HN: VarLiNGAM-rs / Causal discovery in Rust, 50x faster than Python

github.com

1 points by edyos 5 months ago · 1 comment

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edyosOP 5 months ago

Author here. VarLiNGAM is the reference algorithm for causal discovery in time series. The Python implementation doesn't scale past ~10 variables. I rewrote it from scratch in pure Rust.

Results: 14-50x faster, 3-6x less memory, <1% precision gap vs ground truth. Drop-in replacement via PyO3.

Happy to answer questions about the implementation choices.

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