Ensembled Prediction Intervals for Causal Outcomes Under Hidden Confounding
隐藏混杂下因果结果的集成预测区间
Causal inference of exact individual treatment outcomes in the presence of hidden confounders is rarely possible. Recent work has extended prediction intervals with finite-sample guarantees to partially identifiable causal outcomes, by means of a sensitivity model for hidden confounding. In deep learning, predictors can exploit their inductive biases for better generalization out of sample. We argue that the structure inherent to a deep ensemble should inform a tighter…