causal parameter
Cross-Validated Causal Inference: a Modern Method to Combine Experimental and Observational Data
Yang, Xuelin, Lin, Licong, Athey, Susan, Jordan, Michael I., Imbens, Guido W.
We develop new methods to integrate experimental and observational data in causal inference. While randomized controlled trials offer strong internal validity, they are often costly and therefore limited in sample size. Observational data, though cheaper and often with larger sample sizes, are prone to biases due to unmeasured confounders. To harness their complementary strengths, we propose a systematic framework that formulates causal estimation as an empirical risk minimization (ERM) problem. A full model containing the causal parameter is obtained by minimizing a weighted combination of experimental and observational losses--capturing the causal parameter's validity and the full model's fit, respectively. The weight is chosen through cross-validation on the causal parameter across experimental folds. Our experiments on real and synthetic data show the efficacy and reliability of our method. We also provide theoretical non-asymptotic error bounds.
A Technical Exploration of Causal Inference with Hybrid LLM Synthetic Data
Kim, Dana, Xu, Yichen, Lin, Tiffany
Large Language Models (LLMs) offer a flexible means to generate synthetic tabular data, yet existing approaches often fail to preserve key causal parameters such as the average treatment effect (ATE). In this technical exploration, we first demonstrate that state-of-the-art synthetic data generators, both GAN- and LLM-based, can achieve high predictive fidelity while substantially misestimating causal effects. To address this gap, we propose a hybrid generation framework that combines model-based covariate synthesis (monitored via distance-to-closest-record filtering) with separately learned propensity and outcome models, thereby ensuring that (W, A, Y) triplets retain their underlying causal structure. We further introduce a synthetic pairing strategy to mitigate positivity violations and a realistic evaluation protocol that leverages unlimited synthetic samples to benchmark traditional estimators (IPTW, AIPW, substitution) under complex covariate distributions. This work lays the groundwork for LLM-powered data pipelines that support robust causal analysis. Our code is available at https://github.com/Xyc-arch/llm-synthetic-for-causal-inference.git.
Causal Strategic Learning with Competitive Selection
Vo, Kiet Q. H., Aadil, Muneeb, Chau, Siu Lun, Muandet, Krikamol
We study the problem of agent selection in causal strategic learning under multiple decision makers and address two key challenges that come with it. Firstly, while much of prior work focuses on studying a fixed pool of agents that remains static regardless of their evaluations, we consider the impact of selection procedure by which agents are not only evaluated, but also selected. When each decision maker unilaterally selects agents by maximising their own utility, we show that the optimal selection rule is a trade-off between selecting the best agents and providing incentives to maximise the agents' improvement. Furthermore, this optimal selection rule relies on incorrect predictions of agents' outcomes. Hence, we study the conditions under which a decision maker's optimal selection rule will not lead to deterioration of agents' outcome nor cause unjust reduction in agents' selection chance. To that end, we provide an analytical form of the optimal selection rule and a mechanism to retrieve the causal parameters from observational data, under certain assumptions on agents' behaviour. Secondly, when there are multiple decision makers, the interference between selection rules introduces another source of biases in estimating the underlying causal parameters. To address this problem, we provide a cooperative protocol which all decision makers must collectively adopt to recover the true causal parameters. Lastly, we complement our theoretical results with simulation studies. Our results highlight not only the importance of causal modeling as a strategy to mitigate the effect of gaming, as suggested by previous work, but also the need of a benevolent regulator to enable it.
DoubleMLDeep: Estimation of Causal Effects with Multimodal Data
Klaassen, Sven, Teichert-Kluge, Jan, Bach, Philipp, Chernozhukov, Victor, Spindler, Martin, Vijaykumar, Suhas
This paper explores the use of unstructured, multimodal data, namely text and images, in causal inference and treatment effect estimation. We propose a neural network architecture that is adapted to the double machine learning (DML) framework, specifically the partially linear model. An additional contribution of our paper is a new method to generate a semi-synthetic dataset which can be used to evaluate the performance of causal effect estimation in the presence of text and images as confounders. The proposed methods and architectures are evaluated on the semi-synthetic dataset and compared to standard approaches, highlighting the potential benefit of using text and images directly in causal studies. Our findings have implications for researchers and practitioners in economics, marketing, finance, medicine and data science in general who are interested in estimating causal quantities using non-traditional data.
Causality-oriented robustness: exploiting general additive interventions
Shen, Xinwei, Bühlmann, Peter, Taeb, Armeen
Since distribution shifts are common in real-world applications, there is a pressing need for developing prediction models that are robust against such shifts. Existing frameworks, such as empirical risk minimization or distributionally robust optimization, either lack generalizability for unseen distributions or rely on postulated distance measures. Alternatively, causality offers a data-driven and structural perspective to robust predictions. However, the assumptions necessary for causal inference can be overly stringent, and the robustness offered by such causal models often lacks flexibility. In this paper, we focus on causality-oriented robustness and propose Distributional Robustness via Invariant Gradients (DRIG), a method that exploits general additive interventions in training data for robust predictions against unseen interventions, and naturally interpolates between in-distribution prediction and causality. In a linear setting, we prove that DRIG yields predictions that are robust among a data-dependent class of distribution shifts. Furthermore, we show that our framework includes anchor regression (Rothenh\"ausler et al.\ 2021) as a special case, and that it yields prediction models that protect against more diverse perturbations. We extend our approach to the semi-supervised domain adaptation setting to further improve prediction performance. Finally, we empirically validate our methods on synthetic simulations and on single-cell data.
Mitigating Adversarial Vulnerability through Causal Parameter Estimation by Adversarial Double Machine Learning
Lee, Byung-Kwan, Kim, Junho, Ro, Yong Man
Adversarial examples derived from deliberately crafted perturbations on visual inputs can easily harm decision process of deep neural networks. To prevent potential threats, various adversarial training-based defense methods have grown rapidly and become a de facto standard approach for robustness. Despite recent competitive achievements, we observe that adversarial vulnerability varies across targets and certain vulnerabilities remain prevalent. Intriguingly, such peculiar phenomenon cannot be relieved even with deeper architectures and advanced defense methods. To address this issue, in this paper, we introduce a causal approach called Adversarial Double Machine Learning (ADML), which allows us to quantify the degree of adversarial vulnerability for network predictions and capture the effect of treatments on outcome of interests. ADML can directly estimate causal parameter of adversarial perturbations per se and mitigate negative effects that can potentially damage robustness, bridging a causal perspective into the adversarial vulnerability. Through extensive experiments on various CNN and Transformer architectures, we corroborate that ADML improves adversarial robustness with large margins and relieve the empirical observation.
The Rescorla-Wagner Algorithm and Maximum Likelihood Estimation of Causal Parameters
This paper analyzes generalization of the classic Rescorla-Wagner (R- W) learning algorithm and studies their relationship to Maximum Like- lihood estimation of causal parameters. We prove that the parameters of two popular causal models, P and P C, can be learnt by the same generalized linear Rescorla-Wagner (GLRW) algorithm provided gener- icity conditions apply. We characterize the fixed points of these GLRW algorithms and calculate the fluctuations about them, assuming that the input is a set of i.i.d. We describe how to determine convergence conditions and calculate conver- gence rates for the GLRW algorithms under these conditions.
Synthetic Combinations: A Causal Inference Framework for Combinatorial Interventions
Agarwal, Abhineet, Agarwal, Anish, Vijaykumar, Suhas
We consider a setting with $N$ heterogeneous units and $p$ interventions. Our goal is to learn unit-specific potential outcomes for any combination of these $p$ interventions, i.e., $N \times 2^p$ causal parameters. Choosing combinations of interventions is a problem that naturally arises in many applications such as factorial design experiments, recommendation engines (e.g., showing a set of movies that maximizes engagement for users), combination therapies in medicine, selecting important features for ML models, etc. Running $N \times 2^p$ experiments to estimate the various parameters is infeasible as $N$ and $p$ grow. Further, with observational data there is likely confounding, i.e., whether or not a unit is seen under a combination is correlated with its potential outcome under that combination. To address these challenges, we propose a novel model that imposes latent structure across both units and combinations. We assume latent similarity across units (i.e., the potential outcomes matrix is rank $r$) and regularity in how combinations interact (i.e., the coefficients in the Fourier expansion of the potential outcomes is $s$ sparse). We establish identification for all causal parameters despite unobserved confounding. We propose an estimation procedure, Synthetic Combinations, and establish finite-sample consistency under precise conditions on the observation pattern. Our results imply Synthetic Combinations consistently estimates unit-specific potential outcomes given $\text{poly}(r) \times (N + s^2p)$ observations. In comparison, previous methods that do not exploit structure across both units and combinations have sample complexity scaling as $\min(N \times s^2p, \ \ r \times (N + 2^p))$. We use Synthetic Combinations to propose a data-efficient experimental design mechanism for combinatorial causal inference. We corroborate our theoretical findings with numerical simulations.
A Neural Mean Embedding Approach for Back-door and Front-door Adjustment
We consider the estimation of average and counterfactual treatment effects, under two settings: back-door adjustment and front-door adjustment. The goal in both cases is to recover the treatment effect without having an access to a hidden confounder. This objective is attained by first estimating the conditional mean of the desired outcome variable given relevant covariates (the "first stage" regression), and then taking the (conditional) expectation of this function as a "second stage" procedure. We propose to compute these conditional expectations directly using a regression function to the learned input features of the first stage, thus avoiding the need for sampling or density estimation. All functions and features (and in particular, the output features in the second stage) are neural networks learned adaptively from data, with the sole requirement that the final layer of the first stage should be linear. The proposed method is shown to converge to the true causal parameter, and outperforms the recent state-of-the-art methods on challenging causal benchmarks, including settings involving high-dimensional image data.