Searcharxiv⌕ Search

arXiv · 2609.39523

CIDER-FM: Foundation Models for Causal Inference from Diverse Experimental Regimes

Abstract

Causal foundation models (CFMs) amortise causal inference over priors of synthetic structural causal models (SCMs), predicting the effect of an experiment on a specific variable. However, observational data alone may leave multiple causal models compatible with available evidence, while experimental data with interventions on exactly the variable of interest might be unavailable. This work studies CFMs as a method to combine finite observational and surrogate-interventional datasets in order to predict a target conditional interventional distribution (CID) more accurately than with observational data alone. We first formalise the conceptual benefits of surrogate experiments. Building on this analysis, we introduce \textsc{Foundation Models for Causal Inference from Diverse Experimental Regimes} (\emph{CIDER-FM}), a causal foundation model that uses an intervention-aware representation and hierarchical three-axis attention to exchange information across variables, samples, and experimental regimes. We evaluate CIDER-FM against a wide range of baselines across diverse synthetic graph and mechanism families, as well as on both simulated and real-world data from Causal Chambers. Our results demonstrate strong CID prediction performance and show that incorporating experimental context can improve predictions over observational data alone.

Explore related subjects

Keep this discovery

Explore connections, maps & timelines

BibTeXRIS

Yuche Gao, Arik Reuter, Siyuan Guo, Anish Dhir, Bernhard Schölkopf, Adrian Weller. 2026-09-30. CIDER-FM: Foundation Models for Causal Inference from Diverse Experimental Regimes. https://arxiv.org/abs/2609.39523

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

Robust Budget Pacing with a Single Sample

Major Internet advertising platforms offer budget pacing tools as a standard service for advertisers to manage their ad campaigns. Given the inherent non-stationarity in an advertiser's value and also competing advertisers' values over time, a commonly used approach is to learn a target expenditure plan that specifies a target spend as a function of time, and then run a controller that tracks this plan. This raises the question: how many historical samples are required to learn a good expenditure plan? We study this question by considering an advertiser repeatedly participating in $T$ second-price auctions, where the tuple of her value and the highest competing bid is drawn from an unknown time-varying distribution. The advertiser seeks to maximize her total utility subject to her budget constraint. Prior work has shown the sufficiency of $T\log T$ samples per distribution to achieve the optimal $O(\sqrt{T})$-regret. We dramatically improve this state-of-the-art and show that just one sample per distribution is enough to achieve the near-optimal $\tilde O(\sqrt{T})$-regret, while still being robust to noise in the sampling distributions.

cs.LG↗

Federated Class-Incremental Learning with Hierarchical Generative Prototypes

Federated Learning (FL) aims at unburdening the training of deep models by distributing computation across multiple devices (clients) while safeguarding data privacy. On top of that, Federated Continual Learning (FCL) also accounts for data distribution evolving over time, mirroring the dynamic nature of real-world environments. While previous studies have identified Catastrophic Forgetting and Client Drift as major factors of performance degradation in FCL, we shed light on the importance of Incremental Bias and Federated Bias, which cause models to prioritize classes that are recently introduced or locally predominant, respectively. Our proposal constrains both biases to the last layer by efficiently fine-tuning a pre-trained backbone using learnable prompts, resulting in clients that produce less biased representations and more biased classifiers. Therefore, instead of solely relying on parameter aggregation, we leverage generative prototypes to effectively balance the predictions of the global model. Our proposed methodology significantly improves the current state of the art across six datasets, each including three different scenarios.

cs.LG↗

Spatio-Temporal Partial Sensing Forecast for Long-term Traffic

Traffic forecasting uses recent measurements by sensors installed at chosen locations to forecast the future road traffic. Existing work either assumes all locations are equipped with sensors or focuses on short-term forecast. This paper studies partial sensing forecast of long-term traffic, assuming sensors are available only at some locations. The problem is challenging due to the unknown data distribution at unsensed locations, the intricate spatio-temporal correlation in long-term forecasting, as well as noise to traffic patterns. We propose a Spatio-temporal Long-term Partial sensing Forecast model (SLPF) for traffic prediction, with several novel contributions, including a rank-based embedding technique to reduce the impact of noise in data, a spatial transfer matrix to overcome the spatial distribution shift from sensed locations to unsensed locations, and a multi-step training process that utilizes all available data to successively refine the model parameters for better accuracy. Extensive experiments on several real-world traffic datasets demonstrate its superior performance. Our source code is at https://github.com/zbliu98/SLPF

cs.LG↗