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In reality, causal mechanisms for the phenomena we most care about (economic and social phenomena particularly) are so fantastically complicated that you never really "figure it out". Nevertheless, if you can exploit the hypothesized causation to optimize some function, you've won, regardless of the metaphysics.

Even in the context of physical processes, like the biological processes Gwern mentions, the notion of "establishing causality" is much more of a regulatory artifact than anything else.

You might call this the machine learning approach (optimize some objective function, regardless of mechanism) as opposed to the statistics approach (generate some measured claim about a process itself).



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