Concept

Method 1: Choose Best Fit

Those kind of methods reason at fixed complexity CB^(θ)C_{\hat{\mathcal{B}}}(\theta) and choose the causal direction according to the best fit. For any candidate model BG^,f^,QN\mathcal{B}_{\hat{\mathcal{G}}, \hat{f}, Q_N}, we note θ^\hat{\theta} the set of parameters that minimizes the score SB^(θ)S_{\hat{\mathcal{B}}}(\theta) and for the purposes of simplified notations, we note SXY(θ^)S_{X\rightarrow Y}(\hat{\theta}) the best fit score corresponding to the model BG^,f^,QN\mathcal{B}_{\hat{\mathcal{G}}, \hat{f}, Q_N} with G^=XY\hat{\mathcal{G}} = X\rightarrow Y.

If SXY(θ^)<SYX(θ^)S_{X\rightarrow Y}(\hat{\theta}) < S_{Y\rightarrow X}(\hat{\theta}), it is decided that X → Y , otherwise it is decided that Y → X .

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Updated 2020-07-21

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Data Science