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arXiv 提交日期: 2026-05-13
📄 Abstract - IV-ICL: Bounding Causal Effects with Instrumental Variables via In-Context Learning

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.

顶级标签: machine learning causal inference
详细标签: instrumental variables in-context learning bayesian inference partial identification causal bounds 或 搜索:

IV-ICL:通过上下文学习利用工具变量界定因果效应 / IV-ICL: Bounding Causal Effects with Instrumental Variables via In-Context Learning


1️⃣ 一句话总结

本文提出一种名为IV-ICL的新方法,通过让模型从大量示例中学习(上下文学习),直接推断因果效应的可能取值范围,避免了传统方法需要手动推导复杂公式或依赖计算密集型贝叶斯推断的局限,从而在保证结果准确可靠的同时,将计算速度提升数十到数百倍。

源自 arXiv: 2605.12924