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Practical Evaluation Based on Independence Score (ANM-HSIC)
In the original paper, the ANM is seen as a discriminative model and the fit score is based on an independence test between noise and cause. More precisely for the two alternatives X → Y and Y → X , the estimated mechanisms and are obtained via Gaussian process regressions. These estimated regression functions are used to estimate the residuals and . The scores and correspond respectively to kernel HSIC independence test between and x (for X → Y ) and between and y (for Y → X ).
If it is decided that X → Y . If it is decided that Y → X .
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Updated 2020-07-24
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Data Science