# Identifying Causal-Effect Inference Failure with Uncertainty-Aware Models

arXiv: https://arxiv.org/abs/2007.00163 · HTML: https://mlsanity.com/paper/2007.00163/

## Key facts

- Cited by 57 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 1 Jul 2020.

## Built on by (most cited first, 30 of 57)

- [On Feature Collapse and Deep Kernel Learning for Single Forward Pass Uncertainty](https://mlsanity.com/paper/2102.11409/) (2021)
- [Causal machine learning for predicting treatment outcomes](https://mlsanity.com/paper/2410.08770/) (2024)
- [Continuous-Time Modeling of Counterfactual Outcomes Using Neural Controlled Differential Equations](https://mlsanity.com/paper/2206.08311/) (2022)
- [Quantifying Ignorance in Individual-Level Causal-Effect Estimates under Hidden Confounding](https://mlsanity.com/paper/2103.04850/) (2021)
- [CausalPFN: Amortized Causal Effect Estimation via In-Context Learning](https://mlsanity.com/paper/2506.07918/) (2025)
- [Conditional Distributional Treatment Effect with Kernel Conditional Mean Embeddings and U-Statistic Regression](https://mlsanity.com/paper/2102.08208/) (2021)
- [Causal Effect Inference for Structured Treatments](https://mlsanity.com/paper/2106.01939/) (2021)
- [Selective Regression Under Fairness Criteria](https://mlsanity.com/paper/2110.15403/) (2021)
- [Measuring axiomatic soundness of counterfactual image models](https://mlsanity.com/paper/2303.01274/) (2023)
- [A Critical Look at the Consistency of Causal Estimation With Deep Latent Variable Models](https://mlsanity.com/paper/2102.06648/) (2021)
- [Causal-BALD: Deep Bayesian Active Learning of Outcomes to Infer Treatment-Effects from Observational Data](https://mlsanity.com/paper/2111.02275/) (2021)
- [Bayesian Neural Controlled Differential Equations for Treatment Effect Estimation](https://mlsanity.com/paper/2310.17463/) (2023)
- [Predicting the impact of treatments over time with uncertainty aware neural differential equations](https://mlsanity.com/paper/2202.11987/) (2022)
- [Uncovering Main Causalities for Long-tailed Information Extraction](https://mlsanity.com/paper/2109.05213/) (2021)
- [Normalizing Flows for Interventional Density Estimation](https://mlsanity.com/paper/2209.06203/) (2022)
- [Scalable Sensitivity and Uncertainty Analysis for Causal-Effect Estimates of Continuous-Valued Interventions](https://mlsanity.com/paper/2204.10022/) (2022)
- [Bounds on Representation-Induced Confounding Bias for Treatment Effect Estimation](https://mlsanity.com/paper/2311.11321/) (2023)
- [Conformal Prediction for Causal Effects of Continuous Treatments](https://mlsanity.com/paper/2407.03094/) (2024)
- [Measuring and Improving Model-Moderator Collaboration using Uncertainty Estimation](https://mlsanity.com/paper/2107.04212/) (2021)
- [Uncertainty Estimation and Out-of-Distribution Detection for Counterfactual Explanations: Pitfalls and Solutions](https://mlsanity.com/paper/2107.09734/) (2021)
- [Reliable Off-Policy Learning for Dosage Combinations](https://mlsanity.com/paper/2305.19742/) (2023)
- [Conformal Counterfactual Inference under Hidden Confounding](https://mlsanity.com/paper/2405.12387/) (2024)
- [Quantifying Aleatoric Uncertainty of the Treatment Effect: A Novel Orthogonal Learner](https://mlsanity.com/paper/2411.03387/) (2024)
- [Estimating Potential Outcome Distributions with Collaborating Causal Networks](https://mlsanity.com/paper/2110.01664/) (2021)
- [β-Intact-VAE: Identifying and Estimating Causal Effects under Limited Overlap](https://mlsanity.com/paper/2110.05225/) (2021)
- [Personalized Prediction of Future Lesion Activity and Treatment Effect in Multiple Sclerosis from Baseline MRI](https://mlsanity.com/paper/2204.01702/) (2022)
- [Partial Identification of Dose Responses with Hidden Confounders](https://mlsanity.com/paper/2204.11206/) (2022)
- [Delphic Offline Reinforcement Learning under Nonidentifiable Hidden Confounding](https://mlsanity.com/paper/2306.01157/) (2023)
- [Ensembled Prediction Intervals for Causal Outcomes Under Hidden Confounding](https://mlsanity.com/paper/2306.09520/) (2023)
- [Advancing Deep Active Learning & Data Subset Selection: Unifying Principles with Information-Theory Intuitions](https://mlsanity.com/paper/2401.04305/) (2024)

## Abstract (arXiv)

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating uncertainty to decision-makers is crucial. We introduce a practical approach for integrating uncertainty estimation into a class of state-of-the-art neural network methods used for individual-level causal estimates. We show that our methods enable us to deal gracefully with situations of "no-overlap", common in high-dimensional data, where standard applications of causal effect approaches fail. Further, our methods allow us to handle covariate shift, where test distribution differs to train distribution, common when systems are deployed in practice. We show that when such a covariate shift occurs, correctly modeling uncertainty can keep us from giving overconfident and potentially harmful recommendations. We demonstrate our methodology with a range of state-of-the-art models. Under both covariate shift and lack of overlap, our uncertainty-equipped methods can alert decisions makers when predictions are not to be trusted while outperforming their uncertainty-oblivious counterparts.
