arXiv:2605.12924cs.LG2026-05被引 1

用上下文学习方法高效计算因果效应的边界,避免传统方法的繁琐和低效。

IV-ICL: Bounding Causal Effects with Instrumental Variables via In-Context Learning

论文配图:IV-ICL: Bounding Causal Effects with Instrumental Variables via In-Context Learning
图 1 · 摘自论文原文
  • 通过上下文学习直接学习因果效应后验分布,再以分位数求边界
  • 在多种数据下能覆盖完整识别集,且推理速度比基线快20-500倍
  • 适合需要快速、可靠因果推断的研究者,尤其适用于不可观测混杂场景

当不可观测混杂导致点识别不可能时,工具变量(IV)设置是部分识别因果效应的标准方法。现有方法存在方法论瓶颈:需闭式边界估计量(如二元IV中的Balke-Pearl方程),且设计准确估计器需针对每个估计量手动调整。尽管直接贝叶斯推断因果效应可规避这些问题,但通常计算成本高,且易受先验影响或后验分散不足。为此,我们提出IV-ICL,一种摊销贝叶斯上下文学习方法,直接学习因果效应的边缘后验分布,并将其分位数作为边界。与优化排他性KL散度的标准变分推断不同,摊销贝叶斯推断最小化期望包含性KL,具有质量覆盖目标。我们发现,优化包含性KL可在多种数据生成过程中恢复整个识别集,而相同贝叶斯框架下的排他性KL(如变分推断)会坍缩至单一模式,无法覆盖识别集。我们在合成与半合成IV基准上评估了IV-ICL,结果表明其生成的区间比高效的半参数、贝叶斯和插值基线更可靠有效,且推理时间降低20-500倍。此外,我们提出一种将随机对照试验转化为保留真实因果效应的IV基准的方法,使部分识别方法的评估更贴近现实。

原文摘要 · Abstract (English)

The instrumental-variables (IV) setting is standard for partial identification of causal effects when unobserved confounding makes point identification impossible. Existing approaches face methodological bottlenecks: closed-form bound estimands are required -- e.g., Balke-Pearl equations in binary IV -- and even when available, designing accurate estimators requires manual effort tailored to each estimand. While direct Bayesian inference of the causal effects, instead of the bounds, circumvents these challenges, it is often computationally intensive and suffers from high prior sensitivity or under-dispersed posteriors. As a remedy, we introduce IV-ICL, an amortized Bayesian in-context learning method that learns the marginal posterior distribution of the causal effects directly and derives bounds as its quantiles. Unlike standard variational inference that optimizes exclusive KL divergence, amortized Bayesian inference minimizes the expected inclusive KL, a mass-covering objective. We empirically observe that optimizing inclusive KL can recover the entire identified set across diverse data-generating processes, while exclusive-KL (e.g. with variational inference) of the same Bayesian formulation collapses onto a single mode and fails to cover the identified set. We evaluate IV-ICL on synthetic and semi-synthetic IV benchmarks and show it produces intervals that are more reliably valid and more informative compared to efficient semi-parametric, Bayesian, and plug-in baselines, at 20-500x lower inference time. Beyond methodology, we propose a procedure to convert randomized controlled trials into IV benchmarks with provably preserved ground-truth causal effects that enables a more realistic evaluation of partial-identification methods.

因果推断工具变量上下文学习贝叶斯方法

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