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When causality matters for prediction: investigating the practical tradeoffs
Proceedings of Workshop on Causality: Objectives and Assessment at NIPS 2008, PMLR 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.