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Practical Evaluation of ANM via Independence Score (ANM-HSIC)
In the Additive Noise Model (ANM), the fit score is based on an independence test between the estimated noise and the cause. For the two causal alternatives, X rightarrow Y and Y rightarrow X, the estimated mechanisms and are obtained via Gaussian process regressions. These regression functions are used to calculate the residuals and . The scores S_{X rightarrow Y} and S_{Y rightarrow X} correspond to the kernel HSIC independence test between and (for X rightarrow Y), and between and (for Y rightarrow X). If S_{X rightarrow Y} < S_{Y rightarrow X}, the orientation X rightarrow Y is chosen; if S_{X rightarrow Y} > S_{Y rightarrow X}, Y rightarrow X is chosen.
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Data Science