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Advantage of Using Continuous Causation Coefficient
The advantage of using a continuous causation coefficient is twofold.
- On one hand, the absolute value is interpreted as the confidence of the prediction. When goes to 0, the causal direction is unclear; variables could be considered as either independent, or dependent because of a confounding effect.
- On the other hand, is used to rank pairs of variables, supporting the definition of confidence based scores such as the precision-recall score or the area under the ROC curve score. From a practitioner’s viewpoint, can be used to prioritize experiments in order to assess causal predictions. Additionally, allows practitioners to orient edges in partially oriented causal graphs.
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Updated 2020-07-28
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Data Science