NeurIPS 2025 论文列表

Causal effect estimation is critical to a range of scientific disciplines. Existing methods for this task either require interventional data, knowledge about the ground-truth causal graph, or rely on assumptions such as unconfoundedness, restricting their applicability in real-world settings. In the domain of tabular machine learning, Prior-data fitted networks (PFNs) have achieved state-of-the-art predictive performance, having been pre-trained on synthetic causal data to solve tabular prediction problems via in-context learning. To assess whether this can be transferred to the problem of causal effect estimation, we pre-train PFNs on synthetic data drawn from a wide variety of causal structures, including interventions, to predict interventional outcomes given observational data. Through extensive experiments in synthetic and semi-synthetic settings, we show that our approach allows for the accurate estimation of causal effects without knowledge of the underlying causal graph.

Diversified recommendation has attracted increasing attention from both researchers and practitioners, which can effectively address the homogeneity of recommended items. Existing approaches predominantly aim to infer the diversity of user preferences from observed user feedback. Nonetheless, due to inherent data biases, the observed data may not fully reflect user interests, where underexplored preferences can be overwhelmed or remain unmanifested. Failing to capture these preferences can lead to suboptimal diversity in recommendations. To fill this gap, this work aims to study diversified recommendation from a data-bias perspective. Inspired by the outstanding performance of large language models (LLMs) in zero-shot inference leveraging world knowledge, we propose a novel approach that utilizes LLMs' expertise to uncover underexplored user preferences from observed behavior, ultimately providing diverse and relevant recommendations. To achieve this, we first introduce Tree of Preferences (ToP), an innovative structure constructed to model user preferences from coarse to fine. ToP enables LLMs to systematically reason over the user's rationale behind their behavior, thereby uncovering their underexplored preferences. To guide diversified recommendations using uncovered preferences, we adopt a data-centric approach, identifying candidate items that match user preferences and generating synthetic interactions that reflect underexplored preferences. These interactions are integrated to train a general recommender for diversification. Moreover, we scale up overall efficiency by dynamically selecting influential users during optimization. Extensive evaluations of both diversity and relevance show that our approach outperforms existing methods in most cases and achieves near-optimal performance in others, with reasonable inference latency.

Out-of-distribution generalization under distributional shifts remains a critical challenge for graph neural networks. Existing methods generally adopt the Invariant Risk Minimization (IRM) framework, requiring costly environment annotations or heuristically generated synthetic splits. To circumvent these limitations, in this work, we aim to develop an IRM-free method for capturing causal subgraphs. We first identify that causal subgraphs exhibit substantially smaller distributional variations than non-causal components across diverse environments, which we formalize as the Invariant Distribution Criterion and theoretically prove in this paper. Building on this criterion, we systematically uncover the quantitative relationship between distributional shift and representation norm for identifying the causal subgraph, and investigate its underlying mechanisms in depth. Finally, we propose an IRM-free method by introducing a norm-guided invariant distribution objective for causal subgraph discovery and prediction. Extensive experiments on two widely used benchmarks demonstrate that our method consistently outperforms state-of-the-art methods in graph generalization. Code is available at https://github.com/anders1123/IDG.

Causal effect estimation seeks to determine the impact of an intervention from observational data. However, the existing causal inference literature primarily addresses treatment effects on frequently occurring events. But what if we are interested in estimating the effects of a policy intervention whose benefits, while potentially important, can only be observed and measured in rare yet impactful events, such as extreme climate events? The standard causal inference methodology is not designed for this type of inference since the events of interest may be scarce in the observed data and some degree of extrapolation is necessary. Extreme Value Theory (EVT) provides methodologies for analyzing statistical phenomena in such extreme regimes. We introduce a novel framework for assessing treatment effects in extreme data to capture the causal effect at the occurrence of rare events of interest. In particular, we employ the theory of multivariate regular variation to model extremities. We develop a consistent estimator for extreme treatment effects and present a rigorous non-asymptotic analysis of its performance. We illustrate the performance of our estimator using both synthetic and semi-synthetic data.

Structure-agnostic causal inference studies the statistical limits of treatment effect estimation, when given access to black-box ML models that estimate nuisance components of the data generating process, such as estimates of the outcome regression and the treatment propensity. Here, we find that the answer depends in a surprising way on the distribution of the treatment noise. Focusing on the partially linear outcome model of \citet{robinson1988root}, we first show that the widely adopted double machine learning (DML) estimator is minimax rate-optimal for Gaussian treatment noise, resolving an open problem of \citet{mackey2018orthogonal}. Meanwhile, for independent non-Gaussian treatment noise, we show that DML is always suboptimal by constructing new practical procedures with higher-order robustness to nuisance errors. These *ACE* procedures use structure-agnostic cumulant estimators to achieve $r$-th order insensitivity to nuisance errors whenever the $(r+1)$-st treatment cumulant is non-zero. We complement these core results with novel minimax guarantees for binary treatments in the partially linear outcome model. Finally, using synthetic demand estimation experiments, we demonstrate the practical benefits of our higher-order robust estimators.

In scientific domains---from biology to the social sciences---many questions boil down to \textit{What effect will we observe if we intervene on a particular variable?} If the causal relationships (e.g.~a causal graph) are known, its possible to estimate the intervention distributions. In the absence of this domain knowledge, the causal structure must be discovered from the available observational data. However, observational data are often compatible with multiple causal graphs, making methods that commit to a single structure prone to overconfidence. A principled way to manage this structural uncertainty is via Bayesian inference, which averages over a posterior distribution on possible causal structures and functional mechanisms. Unfortunately, the number of causal structures grows super-exponentially with the number of nodes in the graph, making computations intractable. We propose to circumvent these challenges by using meta-learning to create an end-to-end model: the Model-Averaged Causal Estimation Transformer Neural Process (MACE-TNP). The model is trained to predict the Bayesian model-averaged interventional posterior distribution, and its end-to-end nature bypasses the need for expensive calculations. Empirically, we demonstrate that MACE-TNP outperforms strong Bayesian baselines. Our work established meta-learning as a flexible and scalable paradigm for approximating complex Bayesian causal inference, that can be scaled to increasingly challenging settings in the future.

Causal representation learning (CRL) is the process of disentangling the *latent* low-dimensional causally-related generating factors underlying high-dimensional observable data. Extensive recent studies have characterized CRL identifiability and *perfect* recovery of the latent variables and their attendant causal graph. This paper introduces the notion of *reward-oriented* CRL, the purpose of which is to move away from perfectly learning the latent representation and instead learning it to the extent needed for optimizing a desired downstream task (reward). In reward-oriented CRL, perfectly learning the latent representation can be excessive; instead, it must be learned at the *coarsest* level sufficient for optimizing the desired task. Reward-oriented CRL is formalized as the optimization of a desired function of the observable data over the space of all possible interventions and focuses on linear causal and transformation models. To sequentially identify the optimal subset of interventions, an adaptive exploration algorithm is designed that learns the latent causal graph and the variables needed to identify the best intervention. It is shown that for an $n$-dimensional latent space and a $d$-dimensional observation space, over a horizon $T$ the algorithm's regret scales as $\tilde O(d^{\frac{1}{3}}n^{\frac{1}{3}}u^{\frac{2}{3}}T^{\frac{2}{3}} + u\sqrt{T})$, where $u$ measures total uncertainty in the graph estimates. Furthermore, an almost-matching lower bound is shown to scale as $\Omega(d^{\frac{1}{3}}n^{\frac{1}{3}}p^{\frac{2}{3}}T^{\frac{2}{3}} + p\sqrt{T})$, in which $u$ is replaced by $p$ that counts the number of causal paths in the graph.

In many scientific experiments, the data annotating cost constraints the pace for testing novel hypotheses. Yet, modern machine learning pipelines offer a promising solution—provided their predictions yield correct conclusions. We focus on Prediction-Powered Causal Inferences (PPCI), i.e., estimating the treatment effect in an unlabeled target experiment, relying on training data with the same outcome annotated but potentially different treatment or effect modifiers. We first show that conditional calibration guarantees valid PPCI at population level. Then, we introduce a sufficient representation constraint transferring validity across experiments, which we propose to enforce in practice in Deconfounded Empirical Risk Minimization, our new model-agnostic training objective. We validate our method on synthetic and real-world scientific data, solving impossible problem instances for Empirical Risk Minimization even with standard invariance constraints. In particular, for the first time, we achieve valid causal inference on a scientific experiment with complex recording and no human annotations, fine-tuning a foundational model on our similar annotated experiment.

In-context learning (ICL), a nonparametric learning method based on the knowledge of demonstration sets, has become a de facto standard for large language models (LLMs). The primary goal of ICL is to select valuable demonstration sets to enhance the performance of LLMs. Traditional ICL methods choose demonstration sets that share similar features with a given query. However, we have found that the performance of these traditional ICL approaches is limited on out-of-distribution (OOD) datasets, where the demonstration set and the query originate from different distributions. To ensure robust performance in OOD datasets, it is essential to learn causal representations that remain invariant between the source and target datasets. Inspired by causal representation learning, we propose causal-aware in-context learning (CCL). CCL captures the causal representations of a given dataset and selects demonstration sets that share similar causal features with the query. To achieve this, CCL employs a novel VAE-based causal representation learning technique. We demonstrate that CCL improves the OOD generalization performance of LLMs both theoretically and empirically. Code is available at: \url{https://github.com/MLAI-Yonsei/causal-context-learning}

We study the estimation of distributional treatment effects in randomized experiments with imperfect compliance. When participants do not adhere to their assigned treatments, we leverage treatment assignment as an instrumental variable to identify the local distributional treatment effect—the difference in outcome distributions between treatment and control groups for the subpopulation of compliers. We propose a regression-adjusted estimator based on a distribution regression framework with Neyman-orthogonal moment conditions, enabling robustness and flexibility with high-dimensional covariates. Our approach accommodates continuous, discrete, and mixed discrete-continuous outcomes, and applies under a broad class of covariate-adaptive randomization schemes, including stratified block designs and simple random sampling. We derive the estimator’s asymptotic distribution and show that it achieves the semiparametric efficiency bound. Simulation results demonstrate favorable finite-sample performance, and we demonstrate the method’s practical relevance in an application to the Oregon Health Insurance Experiment.

We study the problem of sequential decision-making in environments governed by evolving causal mechanisms. Prior work on structural causal bandits--formulations that integrate causal graphs into multi-armed bandit problems to guide intervention selection--has shown that leveraging the causal structure can reduce unnecessary interventions by identifying possibly-optimal minimal intervention sets (POMISs). However, such formulations fall short in dynamic settings where reward distributions may vary over time, as their static, hence myopic, nature focuses on immediate rewards and overlooks the long-term effects of interventions. In this work, we propose a non-stationary structural causal bandit framework that leverages temporal structural causal models to capture evolving dynamics over time. We characterize how interventions propagate over time by developing graphical tools and assumptions, which form the basis for identifying non-myopic intervention strategies. Within this framework, we devise POMIS$^+$, which captures the existence of variables that contribute to maximizing both immediate and long-term rewards. Our framework provides a principled way to reason about temporally-aware interventions by explicitly modeling information propagation across time. Empirical results validate the effectiveness of our approach, demonstrating improved performance over myopic baselines.

With the growing size of data and models in Large Recommendation Models, the time required for debugging has become increasingly prohibitive, underscoring the urgent need for effective guidance in parameter configuration. The Scaling Law (SL) offers analogous guidance in the Sequential Language domain, having achieved significant success by predicting model loss when scaling model size. However, the existing guidance from SL for Sequential Recommendation (SR) remains qualitative, which is because quantitative analysis of SL on SR encounters challenges with quality measurement on redundant sequences along with loss-performance discrepancy. In response, we introduce the Performance Law (P-Law) for SR models, which predicts model performance across various settings, intending to provide a quantitative framework for guiding the parameter optimization of future models. Initially, Performance Law utilizes Real Entropy to measure data quality, aiming to remove the low-quality influence of low-entropy redundant sequences. Subsequently, Performance Law investigates a fitting decay term, which facilitated the prediction of the major loss-performance discrepancy phenomena of overfitting, ultimately achieving quantitative performance prediction. Extensive experiment on various datasets demonstrates the effectiveness of Performance Law by displaying exceptional quantitative prediction ability against the original and modified qualitative SL. Additional application experiments on optimal parameter prediction and model expansion potential prediction also demonstrated the broad applicability of the Performance Law. Our code is available at https://github.com/USTC-StarTeam/P-Law.

Single-source Domain Generalized Object Detection (SDGOD), as a cutting-edge research topic in computer vision, aims to enhance model generalization capability in unseen target domains through single-source domain training. Current mainstream approaches attempt to mitigate domain discrepancies via data augmentation techniques. However, due to domain shift and limited domain‑specific knowledge, models tend to fall into the pitfall of spurious correlations. This manifests as the model's over-reliance on simplistic classification features (e.g., color) rather than essential domain-invariant representations like object contours. To address this critical challenge, we propose the Cauvis (Causal Visual Prompts) method. First, we introduce a Cross-Attention Prompts module that mitigates bias from spurious features by integrating visual prompts with cross-attention. To address the inadequate domain knowledge coverage and spurious feature entanglement in visual prompts for single-domain generalization, we propose a dual-branch adapter that disentangles causal-spurious features while achieving domain adaptation via high-frequency feature extraction. Cauvis achieves state-of-the-art performance with 15.9–31.4\% gains over existing domain generalization methods on SDGOD datasets, while exhibiting significant robustness advantages in complex interference environments.

The technique of data augmentation (DA) is often used in machine learning for regularization purposes to better generalize under i.i.d. settings. In this work, we present a unifying framework with topics in causal inference to make a case for the use of DA beyond just the i.i.d. setting, but for generalization across interventions as well. Specifically, we argue that when the outcome generating mechanism is invariant to our choice of DA, then such augmentations can effectively be thought of as interventions on the treatment generating mechanism itself. This can potentially help to reduce bias in causal effect estimation arising from hidden confounders. In the presence of such unobserved confounding we typically make use of instrumental variables (IVs)—sources of treatment randomization that are conditionally independent of the outcome. However, IVs may not be as readily available as DA for many applications, which is the main motivation behind this work. By appropriately regularizing IV based estimators, we introduce the concept of *IV-like (IVL)* regression for mitigating confounding bias and improving predictive performance across interventions even when certain IV properties are relaxed. Finally, we cast parameterized DA as an IVL regression problem and show that when used in composition can simulate a worst-case application of such DA, further improving performance on causal estimation and generalization tasks beyond what simple DA may offer. This is shown both theoretically for the population case and via simulation experiments for the finite sample case using a simple linear example. We also present real data experiments to support our case.

Physics-Informed Neural Networks (PINNs) have emerged as a powerful frame- work for solving partial differential equations (PDEs). However, standard MLP- based PINNs often fail to converge when dealing with complex initial value problems, leading to solutions that violate causality and suffer from a spectral bias towards low-frequency components. To address these issues, we introduce NeuSA (Neuro-Spectral Architectures), a novel class of PINNs inspired by classi- cal spectral methods, designed to solve linear and nonlinear PDEs with variable coefficients. NeuSA learns a projection of the underlying PDE onto a spectral basis, leading to a finite-dimensional representation of the dynamics which is then integrated with an adapted Neural ODE (NODE). This allows us to overcome spectral bias, by leveraging the high-frequency components enabled by the spectral representation; to enforce causality, by inheriting the causal structure of NODEs, and to start training near the target solution, by means of an initialization scheme based on classical methods. We validate NeuSA on canonical benchmarks for lin- ear and nonlinear wave equations, demonstrating strong performance as compared to other architectures, with faster convergence, improved temporal consistency and superior predictive accuracy. Code and pretrained models are available in https://github.com/arthur-bizzi/neusa.

A key task in Artificial Intelligence is learning effective policies for controlling agents in unknown environments to optimize performance measures. Off-policy learning methods, like Q-learning, allow learners to make optimal decisions based on past experiences. This paper studies off-policy learning from biased data in complex and high-dimensional domains where \emph{unobserved confounding} cannot be ruled out a priori. Building on the well-celebrated Deep Q-Network (DQN), we propose a novel deep reinforcement learning algorithm robust to confounding biases in observed data. Specifically, our algorithm attempts to find a safe policy for the worst-case environment compatible with the observations. We apply our method to twelve confounded Atari games, and find that it consistently dominates the standard DQN in all games where the observed input to the behavioral and target policies mismatch and unobserved confounders exist.

We consider the problem of estimating a causal effect in a multi-domain setting. The causal effect of interest is confounded by an unobserved confounder and can change between the different domains. We assume that we have access to a proxy of the hidden confounder and that all variables are discrete or categorical. We propose methodology to estimate the causal effect in the target domain, where we assume to observe only the proxy variable. Under these conditions, we prove identifiability (even when treatment and response variables are continuous). We introduce two estimation techniques, prove consistency, and derive confidence intervals. The theoretical results are supported by simulation studies and a real-world example studying the causal effect of website rankings on consumer choices.

Linear structural causal models (SCMs) are used to analyze the relationships between random variables. Directed edges represent direct causal effects and bidirected edges represent hidden confounders. Generically identifying the causal parameters from observed correlations between the random variables is an open problem in causality. Gupta and Bl\"aser solve the case of SCMs in which the directed edges form a tree by giving a randomized polynomial time algorithm with running time $O(n^6)$. We present an improved algorithm with running time $O(n^3 \log^2 n)$ and demonstrate its feasibility by providing an implementation that outperforms existing state-of-the-art implementations.

Data integration approaches are increasingly used to enhance the efficiency and generalizability of studies. However, a key limitation of these methods is the assumption that outcome measures are identical across datasets -- an assumption that often does not hold in practice. Consider the following opioid use disorder (OUD) studies: the XBOT trial and the POAT study, both evaluating the effect of medications for OUD on withdrawal symptom severity (not the primary outcome of either trial). While XBOT measures withdrawal severity using the subjective opiate withdrawal scale, POAT uses the clinical opiate withdrawal scale. We analyze this realistic yet challenging setting where outcome measures differ across studies and where neither study records both types of outcomes. Our paper studies whether and when integrating studies with disparate outcome measures leads to efficiency gains. We introduce three sets of assumptions -- with varying degrees of strength -- linking both outcome measures. Our theoretical and empirical results highlight a cautionary tale: integration can improve asymptotic efficiency only under the strongest assumption linking the outcomes. However, misspecification of this assumption leads to bias. In contrast, a milder assumption may yield finite-sample efficiency gains, yet these benefits diminish as sample size increases. We illustrate these trade-offs via a case study integrating the XBOT and POAT datasets to estimate the comparative effect of two medications for opioid use disorder on withdrawal symptoms. By systematically varying the assumptions linking the SOW and COW scales, we show potential efficiency gains and the risks of bias. Our findings emphasize the need for careful assumption selection when fusing datasets with differing outcome measures, offering guidance for researchers navigating this common challenge in modern data integration.