Feature Selection and Causality Inference
- Feature Selection and Causality Inference
- 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
- Same independence relations Different causal relations
- Is X1 “relevant”?
- Non-causal features may be predictive yet not “relevant”
- Causal Features
- Univariate Filter: AUC
- Causal Feature Selection
- Causal features are “robust” under change of distribution
Author: Isabelle Guyon, Clopinet