Analysis of cause-effect inference by comparing regression errors

Autor: Patrick Blöbaum, Dominik Janzing, Takashi Washio, Shohei Shimizu, Bernhard Schölkopf
Jazyk: angličtina
Rok vydání: 2019
Předmět:
Zdroj: PeerJ Computer Science, Vol 5, p e169 (2019)
Druh dokumentu: article
ISSN: 2376-5992
DOI: 10.7717/peerj-cs.169
Popis: We address the problem of inferring the causal direction between two variables by comparing the least-squares errors of the predictions in both possible directions. Under the assumption of an independence between the function relating cause and effect, the conditional noise distribution, and the distribution of the cause, we show that the errors are smaller in causal direction if both variables are equally scaled and the causal relation is close to deterministic. Based on this, we provide an easily applicable algorithm that only requires a regression in both possible causal directions and a comparison of the errors. The performance of the algorithm is compared with various related causal inference methods in different artificial and real-world data sets.
Databáze: Directory of Open Access Journals