the wholy grail?20 Dec 2014
The discovery of causal relationships from purely observational data is a fundamental problem in science. The most elementary form of such a causal discovery problem is to decide whether X causes Y or, alternatively, Y causes X, given joint observations of two variables X, Y . This was often considered to be impossible. Nevertheless, several approaches for addressing this bivariate causal discovery problem were proposed recently. In this paper, we present the benchmark data set CauseEffectPairs that consists of 88 different “causeeffect pairs” selected from 31 datasets from various domains. We evaluated the performance of several bivariate causal discovery methods on these real-world benchmark data and on artificially simulated data. Our empirical results provide evidence that additive-noise methods are indeed able to distinguish cause from effect using only purely observational data. In addition, we prove consistency of the additive-noise method proposed by Hoyer et al. (2009).