Partial Causal Structure Learning for Valid Selective Conformal Inference under Interventions
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Abstract (arXiv)
Selective conformal prediction can yield substantially tighter uncertainty sets when we can identify calibration examples that are exchangeable with the test example. In interventional settings, such as perturbation experiments in genomics, exchangeability often holds only within subsets of interventions that leave a target variable "unaffected" (e.g., non-descendants of an intervened node in a causal graph). We study the practical regime where this invariance structure is unknown and must be estimated from data. Our main result quantifies how coverage degrades when the estimated safe calibration set accidentally includes interventions that affect the target, and gives a conservative correction when an upper bound on this error is available. Rather than learning a full causal graph, we learn only the intervention-target relationships needed to choose calibration interventions. We give algorithms for this partial learning task and evaluate them on synthetic structural equation models and Replogle K562 CRISPR-interference data, where the experiments illustrate synthetic gains from selective calibration and finite-sample tradeoffs on real perturbation screens.
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References · 15
- 2019Conformalized Quantile Regressioncited by 620
- 2015Causal inference using invariant prediction: identification and confidence intervalscited by 533
- 2019Conformal Prediction Under Covariate Shiftcited by 511
- 2022Conformal prediction beyond exchangeabilitycited by 348
- 2020Differentiable Causal Discovery from Interventional Datacited by 218
- 2020Conformal Inference of Counterfactuals and Individual Treatment Effectscited by 150
- 2023Conformal Prediction With Conditional Guaranteescited by 146
- 2017Invariant Causal Prediction for Nonlinear Modelscited by 140
- 2022Large-Scale Differentiable Causal Discovery of Factor Graphscited by 47
- 2020Active Structure Learning of Causal DAGs via Directed Clique Treecited by 38
- 2013Jointly interventional and observational data: estimation of interventional Markov equivalence classes of directed acyclic graphscited by 25
- 2023Conformal Meta-learners for Predictive Inference of Individual Treatment Effectscited by 23
3 more
- 2023NODAGS-Flow: Nonlinear Cyclic Causal Structure Learningcited by 20
- 2022Label Noise Robustness of Conformal Predictioncited by 19
- 2024Split Conformal Prediction under Data Contaminationcited by 12
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