Feature Selection and Causality Inference

Posted in Science on October 20, 2008


Feature Selection and Causality Inference

Lecture slides:

  • Feature Selection and Causality Inference
  • Purpose
  • Road Map
  • Feature Selection
  • Uncovering Dependencies
  • Predictions and Actions
  • Individual Feature Irrelevance pt 1
  • Individual Feature Relevance pt 2
  • Multivariate Cases
  • Is multivariate FS always best?
  • In practice…
  • Definition of “relevance”
  • Is X2 “relevant”?
  • Are X1 and X2“relevant”?
  • Adding a variable…
  • X1 || Y | X2
  • Really?
  • Same independence relations Different causal relations
  • Is X1 “relevant”?
  • Non-causal features may be predictive yet not “relevant”
  • Causal Features
  • Experiments
  • Univariate Filter: AUC
  • Causal Feature Selection
  • Causal features are “robust” under change of distribution
  • Conclusion
  • http://clopinet.com/fextract-book

Author: Isabelle Guyon, Clopinet

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