Share your thoughts, 1 month free Claude Pro on usSee more
WorkDL logo mark

Interventional Processes for Causal Uncertainty Quantification

About

Reliable uncertainty quantification for causal effects is crucial in high-stakes applications, but remains challenging when the target is an entire function rather than a scalar estimand. In this work, we introduce a GP-based approach for uncertainty quantification of interventional functions. The central idea is to build on recent work representing interventional functions as an inner-product of observational functions in a reproducing kernel Hilbert space (RKHS), by constructing appropriate GP priors for such functions and inferring posteriors from observational data. Our approach yields closed-form posterior moments and tractable training and inference, while avoiding pathologies of previous GP prior constructions for RKHS functions. We further derive a practical procedure for posterior coverage calibration. Across synthetic benchmarks, causal Bayesian optimization tasks, and a large-scale real dataset, our method improves uncertainty quantification while remaining competitive in causal effect estimation.

Hugh Dance, Peter Orbanz, Arthur Gretton• 2024

Related benchmarks

TaskDatasetResultRank
CATE estimationSynthetic Benchmark range do(D) ∈ [-2.5, 2.5] (in-sample)
RMSE0.36
5
ATE EstimationToy Example
RMSE0.22
4
Showing 2 of 2 rows

Other info

Follow for update