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A Neural Framework for Generalized Causal Sensitivity Analysis
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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
- On synthetic data under the MSM, NeuralCSA bounds almost coincide with optimal closed-form bounds for Gamma in {2, 4, 10}, averaged over 5 runs.
- On semi-synthetic MIMIC-III data, all sensitivity models achieve at least 50% coverage; e.g., MSM with Gamma*=5.48 gives coverage 0.91 ± 0.03 and KL with Gamma*=0.25 gives 0.54 ± 0.07.
- A multi-outcome case study on MIMIC-III bounds P(Y1(1)>=115, Y2(1)>=90 | x) under an MSM, with the danger-area probability increasing from Gamma=2 to Gamma=4.
Measured effects reported in the paper
| What was changed | Where | Measured | Effect |
|---|---|---|---|
| Use MSM rather than KL sensitivity | NeuralCSA on MIMIC-III semi-synthetic CATE · MIMIC-III semi-synthetic test CATE | coverage: $0.54 \pm 0.07$ -> $0.91 \pm 0.03$ | Helped |
| Use MSM rather than KL sensitivity | NeuralCSA on MIMIC-III semi-synthetic CATE · MIMIC-III semi-synthetic test CATE | interval length: $0.31 \pm 0.01$ -> $0.77 \pm 0.03$ | Hurt |
| Use any of the evaluated sensitivity models at its selected oracle parameter | NeuralCSA · MIMIC-III semi-synthetic test CATE | coverage | Helped |
| Increase the MSM sensitivity parameter from $\Gamma = 2$ to $\Gamma = 4$ | NeuralCSA multiple-outcome case study · MIMIC-III real-world danger-area joint probability | probability mass in danger area | Helped |
| Use MSM when the simulated data-generating process follows MSM | NeuralCSA bounds on Dataset 1 · Synthetic Dataset 1 CATE | bound tightness | Helped |
Surprising findings
- The MSM is conservative on semi-synthetic data, achieving much higher coverage and interval length than needed, because its constraint does not adapt well to the data-generating process.
Limitations
- Stage 2 optimization does not guarantee sensitivity constraints by design, so the augmented Lagrangian and epoch selection are needed.
- Results depend on the choice of sensitivity model, which can yield different bound tightness; the MSM can be overly conservative.
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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