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Scalable Sensitivity and Uncertainty Analyses for Causal-Effect Estimates of Continuous-Valued Interventions
Andrew Jesson · Alyson Douglas · Peter Manshausen · Nicolai Meinshausen · Philip Stier · Yarin Gal · Uri Shalit

Thu Dec 01 09:30 AM -- 11:00 AM (PST) @ Hall J #510

Estimating the effects of continuous-valued interventions from observational data is a critically important task for climate science, healthcare, and economics. Recent work focuses on designing neural network architectures and regularization functions to allow for scalable estimation of average and individual-level dose-response curves from high-dimensional, large-sample data. Such methodologies assume ignorability (observation of all confounding variables) and positivity (observation of all treatment levels for every covariate value describing a set of units), assumptions problematic in the continuous treatment regime. Scalable sensitivity and uncertainty analyses to understand the ignorance induced in causal estimates when these assumptions are relaxed are less studied. Here, we develop a continuous treatment-effect marginal sensitivity model (CMSM) and derive bounds that agree with the observed data and a researcher-defined level of hidden confounding. We introduce a scalable algorithm and uncertainty-aware deep models to derive and estimate these bounds for high-dimensional, large-sample observational data. We work in concert with climate scientists interested in the climatological impacts of human emissions on cloud properties using satellite observations from the past 15 years. This problem is known to be complicated by many unobserved confounders.

Author Information

Andrew Jesson (University of Oxford)
Alyson Douglas (University of Oxford)
Peter Manshausen (University of Oxford)
Nicolai Meinshausen (ETH Zurich)
Philip Stier (University of Oxford)
Yarin Gal (University of OXford)
Uri Shalit (Technion)

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