资源论文Detecting non-causal artifacts in multivariate linear regression models

Detecting non-causal artifacts in multivariate linear regression models

2020-03-20 | |  55 |   32 |   0

Abstract

We consider linear models where d potential causes X1 , . . . , Xd are correlated with one targ quantity Y and propose a method to infer whether the association is causal or whether it is an artif caused by overfitting or hidden common causes. We employ the idea that in the former case the vector of regression coefficients has ‘generic’ ori entation relative to the covariance matrix 图片.png of X. Using an ICA based model for confounding, we show that both confounding and overfitting yield regression vectors that concentrate mainly in the space of low eigenvalues of 图片.png .

上一篇:Learning Maximum-A-Posteriori Perturbation Models for Structured Prediction in Polynomial Time

下一篇:Local Convergence Properties of SAGA/Prox-SVRG and Acceleration

用户评价
全部评价

热门资源

  • Learning to Predi...

    Much of model-based reinforcement learning invo...

  • Stratified Strate...

    In this paper we introduce Stratified Strategy ...

  • The Variational S...

    Unlike traditional images which do not offer in...

  • A Mathematical Mo...

    Direct democracy, where each voter casts one vo...

  • Rating-Boosted La...

    The performance of a recommendation system reli...