Black Box Causal Inference: Effect Estimation via Meta Prediction
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arXiv
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| Format: | Preprint |
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2025
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| author | Bynum, Lucius E. J. Puli, Aahlad Manas Herrero-Quevedo, Diego Nguyen, Nhi Fernandez-Granda, Carlos Cho, Kyunghyun Ranganath, Rajesh |
| author_facet | Bynum, Lucius E. J. Puli, Aahlad Manas Herrero-Quevedo, Diego Nguyen, Nhi Fernandez-Granda, Carlos Cho, Kyunghyun Ranganath, Rajesh |
| contents | Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem of interest. But developing estimators can take significant effort for even a single causal inference setting. For example, algorithms for regression-based estimators, propensity score methods, and doubly robust methods were designed across several decades to handle causal estimation with observed confounders. Similarly, several estimators have been developed to exploit instrumental variables (IVs), including two-stage least-squares (TSLS), control functions, and the method-of-moments. In this work, we instead frame causal inference as a dataset-level prediction problem, offloading algorithm design to the learning process. The approach we introduce, called black box causal inference (BBCI), builds estimators in a black-box manner by learning to predict causal effects from sampled dataset-effect pairs. We demonstrate accurate estimation of average treatment effects (ATEs) and conditional average treatment effects (CATEs) with BBCI across several causal inference problems with known identification, including problems with less developed estimators. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2503_05985 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Black Box Causal Inference: Effect Estimation via Meta Prediction Bynum, Lucius E. J. Puli, Aahlad Manas Herrero-Quevedo, Diego Nguyen, Nhi Fernandez-Granda, Carlos Cho, Kyunghyun Ranganath, Rajesh Machine Learning Artificial Intelligence Computation Methodology Causal inference and the estimation of causal effects plays a central role in decision-making across many areas, including healthcare and economics. Estimating causal effects typically requires an estimator that is tailored to each problem of interest. But developing estimators can take significant effort for even a single causal inference setting. For example, algorithms for regression-based estimators, propensity score methods, and doubly robust methods were designed across several decades to handle causal estimation with observed confounders. Similarly, several estimators have been developed to exploit instrumental variables (IVs), including two-stage least-squares (TSLS), control functions, and the method-of-moments. In this work, we instead frame causal inference as a dataset-level prediction problem, offloading algorithm design to the learning process. The approach we introduce, called black box causal inference (BBCI), builds estimators in a black-box manner by learning to predict causal effects from sampled dataset-effect pairs. We demonstrate accurate estimation of average treatment effects (ATEs) and conditional average treatment effects (CATEs) with BBCI across several causal inference problems with known identification, including problems with less developed estimators. |
| title | Black Box Causal Inference: Effect Estimation via Meta Prediction |
| topic | Machine Learning Artificial Intelligence Computation Methodology |
| url | https://arxiv.org/abs/2503.05985 |