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Saturday, May 26, 2018

Addressing Causation vs Curve Fitting

The below comes from Inference.vc   It addresses some of the comments by Judea Pearl's recent post commented on here.  Beyond the first few paragraphs it is thoughtful but very technical.

ML beyond Curve Fitting: An Intro to Causal Inference and do-Calculus 

You might have come across Judea Pearl's new book, and a related interview which was widely shared in my social bubble. In the interview, Pearl dismisses most of what we do in ML as curve fitting. While I believe that's an overstatement (conveniently ignores RL for example), it's a nice reminder that most productive debates are often triggered by controversial or outright arrogant comments. Calling machine learning alchemy was a great recent example. After reading the article, I decided to look into his famous do-calculus and the topic causal inference once again.

Again, because this happened to me semi-periodically. I first learned do-calculus in a (very unpopular but advanced) undergraduate course Bayesian networks. Since then, I have re-encountered it every 2-3 years in various contexts, but somehow it never really struck a chord. I always just thought "this stuff is difficult and/or impractical" and eventually forgot about it and moved on. I never realized how fundamental this stuff was, until now.

This time around, I think I fully grasped the significance of causal reasoning and I turned into a full-on believer. I know I'm late to the game but I almost think it's basic hygiene for people working with data and conditional probabilities to understand the basics of this toolkit, and I feel embarrassed for completely ignoring this throughout my career.

In this post I'll try to explain the basics, and convince you why you should think about this, too. If you work on deep learning, that's an even better reason to understand this. Pearl's comments may be unhelpful if interpreted as contrasting deep learning with causal inference. Rather, you should interpret it as highlighting causal inference as a huge, relatively underexplored, application of deep learning. Don't get discouraged by causal diagrams looking a lot like Bayesian networks (not a coincidence seeing they were both pioneered by Pearl) they don't compete with, they complement deep learning. .... " 

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