When you're in the financial industry, everything is about prediction. So if you could find like time-lagged correlations in finance, those things are as good as money. But because everyone's trying to do it simultaneously, you get these really small correlations and so you're just in this constant cloud of data. It says basically as non-stationary or I think in machine learning they talk about more of like out of sample distribution. And then in 2019, I moved over to Lyft and have been since there ever since doing causal inference and causal forecasting,. Trying to help them manage that really complicated market that I've come to love and hate.
What causes us to keep returning to the topic of causal inference on this show? DAG if we know! Whether or not you're familiar with directed acyclic graphs (or… DAGs) in the context of causal inference, this episode is likely for you! DJ Rich, a data scientist at Lyft, joined us to discuss causality — why it matters, why it's tricky, and what happens when you tackle causally modelling the complexity of a large-scale, two-sided market! For complete show notes, including links to items mentioned in this episode and a transcript of the show, visit the show page.