When causality matters for prediction: investigating the practical tradeoffs
Robert E. Tillman and Peter Spirtes; JMLR W&CP 6:137-146,
2010.
Abstract
Recent evaluations have indicated that in practice, general methods for prediction which do not account for changes in the
conditional distribution of a target variable given feature values in some cases outperform causal discovery based methods
for prediction which
can account for such changes. We investigate some possibilities which may explain these findings.
We give theoretical conditions, which are confirmed experimentally, for when particular manipulations of variables should not
affect predictions for a target. We then consider the tradeoff between errors related to causality, i.e. not accounting for
changes in a distribution after variables are manipulated, and errors resulting from sample bias, overfitting, and assuming
specific parametric forms that do not fit the data, which most existing causal discovery based methods are particularly prone to making.
