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Interventional Processes for Causal Uncertainty Quantification

Machine Learning 2025-10-16 v2 Machine Learning Methodology

Abstract

Reliable uncertainty quantification for causal effects is crucial in various applications, but remains difficult in nonparametric models, particularly for continuous treatments. We introduce IMPspec, a Gaussian process (GP) framework for modeling uncertainty over interventional causal functions under continuous treatments, which can be represented using reproducing Kernel Hilbert Spaces (RKHSs). By using principled function class expansions and a spectral representation of RKHS features, IMPspec yields tractable training and inference, a spectral algorithm to calibrate posterior credible intervals, and avoids the underfitting and variance collapse pathologies of earlier GP-on-RKHS methods. Across synthetic benchmarks and an application in healthcare, IMPspec delivers state-of-the-art performance in causal uncertainty quantification and downstream causal Bayesian optimization tasks.

Keywords

Cite

@article{arxiv.2410.14483,
  title  = {Interventional Processes for Causal Uncertainty Quantification},
  author = {Hugh Dance and Peter Orbanz and Arthur Gretton},
  journal= {arXiv preprint arXiv:2410.14483},
  year   = {2025}
}
R2 v1 2026-06-28T19:27:20.537Z