# Generalization Bounds for Causal Regression: Insights, Guarantees and Sensitivity Analysis

arXiv: https://arxiv.org/abs/2405.09516 · HTML: https://mlsanity.com/paper/2405.09516/

## Key facts

- Cited by 3 papers in the map (data through 14 Oct 2026).
- Builds on 14 of its 30 references that are in the map.
- First posted on arXiv 15 May 2024.

## Builds on (most cited first, 14 of 14)

- [Estimation and Inference of Heterogeneous Treatment Effects using Random Forests](https://mlsanity.com/paper/1510.04342/) (2015)
- [Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learning](https://mlsanity.com/paper/1706.03461/) (2017)
- [Quasi-Oracle Estimation of Heterogeneous Treatment Effects](https://mlsanity.com/paper/1712.04912/) (2017)
- [Learning Representations for Counterfactual Inference](https://mlsanity.com/paper/1605.03661/) (2016)
- [Generalized Random Forests](https://mlsanity.com/paper/1610.01271/) (2016)
- [Recursive Partitioning for Heterogeneous Causal Effects](https://mlsanity.com/paper/1504.01132/) (2015)
- [Nonparametric Estimation of Heterogeneous Treatment Effects: From Theory to Learning Algorithms](https://mlsanity.com/paper/2101.10943/) (2021)
- [Automated versus do-it-yourself methods for causal inference: Lessons learned from a data analysis competition](https://mlsanity.com/paper/1707.02641/) (2017)
- [Generalization Bounds and Representation Learning for Estimation of Potential Outcomes and Causal Effects](https://mlsanity.com/paper/2001.07426/) (2020)
- [Generating and Imputing Tabular Data via Diffusion and Flow-based Gradient-Boosted Trees](https://mlsanity.com/paper/2309.09968/) (2023)
- [Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects](https://mlsanity.com/paper/1706.09523/) (2017)
- [A New PAC-Bayesian Perspective on Domain Adaptation](https://mlsanity.com/paper/1506.04573/) (2015)
- [B-Learner: Quasi-Oracle Bounds on Heterogeneous Causal Effects Under Hidden Confounding](https://mlsanity.com/paper/2304.10577/) (2023)
- [PAC-Bayes and Domain Adaptation](https://mlsanity.com/paper/1707.05712/) (2017)

## Built on by (most cited first, 3 of 3)

- [Orthogonal Representation Learning for Estimating Causal Quantities](https://mlsanity.com/paper/2502.04274/) (2025)
- [Causal Representation Learning with Optimal Compression under Complex Treatments](https://mlsanity.com/paper/2603.11907/) (2026)
- [Data-Poisoning Audits for Causal Effect Estimation](https://mlsanity.com/paper/2607.19692/) (2026)

## Abstract (arXiv)

Many algorithms have been recently proposed for causal machine learning. Yet, there is little to no theory on their quality, especially considering finite samples. In this work, we propose a theory based on generalization bounds that provides such guarantees. By introducing a novel change-of-measure inequality, we are able to tightly bound the model loss in terms of the deviation of the treatment propensities over the population, which we show can be empirically limited. Our theory is fully rigorous and holds even in the face of hidden confounding and violations of positivity. We demonstrate our bounds on semi-synthetic and real data, showcasing their remarkable tightness and practical utility.