Analysis of cause-effect inference by comparing regression errors

19 Feb 2018Patrick BlöbaumDominik JanzingTakashi WashioShohei ShimizuBernhard Schölkopf

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... (read more)

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