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Causal Conclusions that Flip Repeatedly
Proceedings of the 26th Conference on Uncertainty in Artificial Intelligence, PMLR R8:285-292, 2010.
Abstract
Over the past two decades, several consis- tent procedures have been designed to infer causal conclusions from observational data. We prove that if the true causal network might be an arbitrary, linear Gaussian net- work or a discrete Bayes network, then every unambiguous causal conclusion produced by a consistent method from non-experimental data is subject to reversal as the sample size increases any finite number of times. That result, called the causal flipping theorem, ex- tends prior results to the effect that causal discovery cannot be reliable on a given sam- ple size. We argue that since repeated flip- ping of causal conclusions is unavoidable in principle for consistent methods, the best possible discovery methods are consistent methods that retract their earlier conclusions no more than necessary. A series of sim- ulations of various methods across a wide range of sample sizes illustrates concretely both the theorem and the principle of com- paring methods in terms of retractions.