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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 C(X,Y)| C ( X , Y )| is interpreted as the confidence of the prediction. When C(X,Y)| C ( X , Y )| 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, C(X,Y)C ( X , Y ) 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, C(X,Y)C ( X , Y ) can be used to prioritize experiments in order to assess causal predictions. Additionally, C(X,Y)C ( X , Y ) allows practitioners to orient edges in partially oriented causal graphs.

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Updated 2020-07-28

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Data Science