The Book of Why is a popular introduction to Judea Pearl’s branch of causal inference. But it is also so much more.
Pearl has written many other textbooks introducing his graphical approach. But in this book, Pearl provides an engaging narrative of the history of causal inference, the important distinctions he sees in his branch and its importance for the future of Artificial Intelligence.
Briefly, Pearl views classical statistics as seriously flawed in not having developed a meaningful theory of causality. While able to demonstrate correlation, Pearl asserts that in classical statistics all relationships are two-way: that is 2x=3y+6 can also be written 3y=2x-6. We are left in doubt as to whether x causes y or y causes x.
Fundamentally, Pearl sees this problem as still plaguing all artificial intelligence and statistics. In its place, Pearl argues that the exact causal relationship between all variables should be explicitly symbolized in graphical form and only then can mathematical operations tease out the precise causal effect.
To be transparent, I am trained in the Rubin approach to causal inference and disagree with some of Pearl’s history and characterization of statistics. But that is not the point. The history is well-written, engaging and understandable by the lay reader. Similarly, his account of graphical causal inference theory is followable even for someone like myself who did not learn these techniques in graduate school.