The Randomized Causation Coefficient
This addresses the challenge of causal inference for researchers and practitioners by offering a data-driven approach that reduces reliance on restrictive assumptions, though it appears incremental as it builds on existing kernel methods.
The paper tackled the problem of learning causal relationships from observational data without strong assumptions, proposing a method that frames causality as a kernel mean embedding classification problem and achieved third place in a competition with a fastest code prize.
We are interested in learning causal relationships between pairs of random variables, purely from observational data. To effectively address this task, the state-of-the-art relies on strong assumptions regarding the mechanisms mapping causes to effects, such as invertibility or the existence of additive noise, which only hold in limited situations. On the contrary, this short paper proposes to learn how to perform causal inference directly from data, and without the need of feature engineering. In particular, we pose causality as a kernel mean embedding classification problem, where inputs are samples from arbitrary probability distributions on pairs of random variables, and labels are types of causal relationships. We validate the performance of our method on synthetic and real-world data against the state-of-the-art. Moreover, we submitted our algorithm to the ChaLearn's "Fast Causation Coefficient Challenge" competition, with which we won the fastest code prize and ranked third in the overall leaderboard.