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A Neural Framework for Generalized Causal Sensitivity Analysis

ICLR 2024 · Probabilistic and scientific modeling › Treatment effects · approach: Proximal and deep causal effect estimation · 1 citations (OpenAlex)

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Problem

Causal sensitivity analysis under unobserved confounding is only addressed for specific combinations of sensitivity model, treatment type, and causal query; no unified method covers all of them, notably multiple outcomes and f-sensitivity/Rosenbaum with continuous treatments.

Approach

Define generalized treatment sensitivity models (GTSMs) that constrain the shift between P(U|x) and P(U|x,a), and learn that shift with two separately trained conditional normalizing flows: stage 1 fits the observational outcome distribution, stage 2 learns a shifted latent distribution optimized under the sensitivity constraint via augmented Lagrangian.

Key results

Measured effects reported in the paper

What was changedWhereMeasuredEffect
Use MSM rather than KL sensitivityNeuralCSA on MIMIC-III semi-synthetic CATE · MIMIC-III semi-synthetic test CATEcoverage: $0.54 \pm 0.07$ -> $0.91 \pm 0.03$Helped
Use MSM rather than KL sensitivityNeuralCSA on MIMIC-III semi-synthetic CATE · MIMIC-III semi-synthetic test CATEinterval length: $0.31 \pm 0.01$ -> $0.77 \pm 0.03$Hurt
Use any of the evaluated sensitivity models at its selected oracle parameterNeuralCSA · MIMIC-III semi-synthetic test CATEcoverageHelped
Increase the MSM sensitivity parameter from $\Gamma = 2$ to $\Gamma = 4$NeuralCSA multiple-outcome case study · MIMIC-III real-world danger-area joint probabilityprobability mass in danger areaHelped
Use MSM when the simulated data-generating process follows MSMNeuralCSA bounds on Dataset 1 · Synthetic Dataset 1 CATEbound tightnessHelped

Surprising findings

Limitations

Experimental setup

Datasets: MIMIC-III synthetic dataset 1 (adapted from prior work) synthetic dataset 2 (adapted from prior work)

Benchmarks: synthetic datasets 1 and 2 MIMIC-III semi-synthetic MIMIC-III multi-outcome case study

Metrics: bound coverage interval length closed-form bound agreement

Baselines: closed-form MSM bounds (CF)

Builds on: marginal sensitivity model augmented Lagrangian method autoregressive neural spline flows

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