arXiv subjects

Vasilis Syrgkanis

Publications and source records attributed to Vasilis Syrgkanis.

At least 19 recordsLinked to original sources

arXiv2026

Long Story Short: Omitted Variable Bias in Causal Machine Learning

We develop a general theory of omitted variable bias for a wide range of common causal parameters, including (but not limited to) averages of potential outcomes, average treatment effects, average causal derivatives, and policy effects from covariate shifts. Our theory applies to nonparametric models, while naturally allowing for (semi-)parametric restrictions (such as partial linearity) when such assumptions are made. We show how simple plausibility judgments on the maximum explanatory power of omitted variables are sufficient to bound the magnitude of the bias, thus facilitating sensitivity analysis in otherwise complex, nonlinear models. Finally, we provide flexible and efficient statistical inference methods for the bounds, which can leverage modern machine learning algorithms for estimation. These results allow empirical researchers to perform sensitivity analyses in a flexible class of machine-learned causal models using very simple, and interpretable, tools. We demonstrate the utility of our approach with two empirical examples.

econ.EM↗

arXiv2026

CausalSmith: A Formally Grounded, Self-Improving Agentic Framework for Automated Research in Causal Inference

Automating theoretical research requires generating candidate results and evaluating them reliably. Models keep getting better at the first, while the second remains hard. A common approach asks one large language model (LLM) to review what another produced, yet such reviewers are empirically unreliable: they may accept fabricated papers and catch the fabrication at close to chance rates~\citep{badscientist2025}. We present \textsc{CausalSmith}, a framework for automated theoretical research in causal inference built on the Lean proof assistant, where a proof is checked by a program rather than read by a referee. \textsc{CausalSmith} rests on \textsc{Causalean}, a foundational Lean library for causal inference holding 8,179 machine-checked definitions and theorems, developed with language-model assistance under human design and review. Around it, we build a self-improving agentic pipeline that selects research topics, proposes results, formalizes statements, constructs proofs, and presents the resulting artifacts for human inspection. Moreover, the pipeline pairs Lean verification with a statement audit that compares each formal theorem against the informal claim behind it. We evaluate the system using artifacts produced by completed autonomous research runs. The source code, formal library, and run records are available at https://github.com/Jiyuan-Tan/CausalSmith.

stat.ML↗

arXiv2026

Corrupt Plans, Clean Traces: Evading Chain-of-Thought Monitoring with Plan Injection

Chain-of-thought (CoT) monitoring is a safety strategy where the reasoning of a large language model "actor" is inspected by a "monitor" (often another language model) for signs of unsafe planning, deception, or misalignment. We find that planting harmful but benign-sounding reasoning in the actor's context can steer it to perform adversarial actions while evading monitors, an attack we term "plan injection". We initially discover this attack in the multiple-choice question-answering monitorability setting proposed by Lanham et al. (2023), using the investigator-agent elicitation framework of Li et al. (2025). We generalize the attack and show that the discovered behavior scales to harder tasks (achieving 25-33% monitor evasion rates across different monitorability benchmarks) and larger models such as DeepSeek-R1. Across the settings we study, actor models not only follow injected plans but also paraphrase them as their own reasoning, without explicit attribution to the injections. Finally, we find cases where extra monitor resources cause harm - giving the monitor access to the injected plan drops detection by as much as 50% in the Bio-Math task and in a case study on monitor reasoning budget, we find transcripts where additional thinking tokens are spent rationalizing the injected plan rather than flagging it.

cs.AI↗

arXiv2026

Synthetic Blips: Generalizing Synthetic Controls for Dynamic Treatment Effects

We propose a generalization of the synthetic control methods to the setting with dynamic treatment effects, in which each unit receives multiple treatments sequentially, according to an adaptive policy that depends on a latent, endogenously time-varying confounding state. Under a low-rank latent factor model assumption, which admits linear time-varying and time-invariant dynamic triangular systems as special cases, we develop an identification strategy for any unit-specific mean outcome under any sequence of interventions. Our method, which we term synthetic blips, is a backward induction process in which the blip effect of a treatment at each period for a target unit is recursively expressed as a linear combination of the blip effects of other units that received the designated treatment, avoiding the combinatorial donor requirements of naive synthetic control extensions. We provide easy-to-implement estimation algorithms that yield consistent estimators. Using unique Korean firm-level panel data, we estimate individualized dynamic treatment effects and optimal allocation rules in the context of financial support for exporting firms.

econ.EM↗

arXiv2026

Automatic Debiased Machine Learning for Dynamic Treatment Effects and General Nested Functionals

Many canonical models in causal inference and structural econometrics have recursive identification formulas. In causal inference, recursion arises when identification requires both pre- and post-treatment covariates. For example, short-term surrogate outcomes are measured after the treatment, and serve as necessary covariates when identifying long-term effects. Post-treatment covariates are also required for identification of dynamic difference-in-differences designs, time-varying treatment regimes, and mediation analysis. In structural econometrics, recursion arises through evolving state variables, for example in dynamic sample selection models and dynamic discrete choice models. In this paper, we propose an automatic and recursive method for inference, applicable to such formulas, allowing for flexible estimation by neural networks and random forests. As a technical contribution, we introduce recursive Riesz representers.

econ.EM↗

arXiv2026

Order-Explicit Linearization of High-Dimensional $U$-Statistics

We give an order-explicit large deviation bound for the difference between a high-dimensional $U$-statistic and its Hájek projection. In particular, we show that any $U$-statistic of order $b$ on $n$ observations, with a $d$-dimensional kernel whose coordinates have $ψ_1$-Orlicz norm at most $ϕ$, has a maximum deviation from its Hájek projection of order $O_p(ϕb n^{-1}\log^2(dn))$. The proof relies on the development of novel order-explicit moment inequalities for higher-order Hoeffding components. We show that this rate is unimprovable, up to the polynomial factor on the logarithmic term. As corollaries, we obtain new Bernstein-type concentration and Gaussian approximation results for high-dimensional $U$-statistics. We apply these results to establish the consistency of a set of resampling-based simultaneous confidence intervals built around a class of nonparametric regression estimators constructed with subsampled kernels. This class encompasses several forms of random forest regression, including Generalized Random Forests.

econ.EM↗

arXiv2026

Prescriptive Scaling Reveals the Evolution of Language Model Capabilities

Machine learning model performance improvements tend to arise from competition and application. For deployment, we consider prescriptive scaling laws: given a pre-training compute budget, what downstream accuracy is attainable with contemporary post-training practice, and how stable is that mapping as the field evolves? Using large-scale observational evaluations with 5k existing and 2k newly evaluated model checkpoints spanning 2022-2026 across six benchmarks, we estimate capability boundaries, high conditional quantiles of benchmark scores as a function of log pre-training FLOPs, via smoothed quantile regression with a monotone, saturating sigmoid parameterization. We validate temporal reliability by fitting on earlier model generations and evaluating on later releases: across four of six tasks, the out-of-distribution coverage error remains below 2%, while math reasoning exhibits a consistently advancing boundary over time. For instance, at a budget of 10^24 FLOPs, the estimated attainable accuracies are 0.83 on IFEval and 0.54 on MATH Lvl 5. We then extend our approach to analyze task-dependent saturation and to probe contamination-related shifts on math reasoning tasks. Finally, we introduce a balanced I-optimal sampling algorithm that recovers near-full-data frontiers using roughly 20% of the parameter-count-weighted evaluation budget, as low as 5% on some tasks, while maintaining comparable calibration. Together, our work releases Proteus-2k, the latest model performance evaluation dataset, and introduces a practical methodology for translating compute budgets into reliable performance expectations and for monitoring when capability boundaries shift across time.

cs.LG↗

arXiv2026

CausalReasoningBenchmark: A Real-World Benchmark for Disentangled Evaluation of Causal Identification and Estimation

Many benchmarks for automated causal inference evaluate a system's performance based on a single numerical output, such as an Average Treatment Effect (ATE). This approach conflates two distinct steps in causal analysis: identification - formulating a valid research design under stated assumptions - and estimation - implementing that design numerically on finite data. We introduce CausalReasoningBenchmark, a benchmark of 173 queries across 132 real-world datasets, curated from 79 peer-reviewed research papers and three widely-used causal-inference textbooks. For each query a system must produce (i) a structured identification specification that names the strategy, the treatment, outcome, and control variables, and all design-specific elements, and (ii) a point estimate with a standard error. By scoring these two components separately, our benchmark enables granular diagnosis: it distinguishes failures in causal reasoning from errors in numerical execution. Baseline results with a state of the art LLM show that, while the model correctly identifies the high-level strategy in 79% of cases, full identification-specification correctness drops to only 34%, revealing that the bottleneck lies in the nuanced details of research design rather than in computation. CausalReasoningBenchmark is publicly available on Hugging Face and is designed to foster the development of more robust automated causal-inference systems.

cs.AI↗

arXiv2026

The Partial Testimony of Logs: Evaluation of Language Model Generation under Confounded Model Choice

Offline evaluation of language models from usage logs is biased when model choice is confounded: the same user-side factors that influence which model is used can also influence how its output is judged, so raw comparisons of logged scores mix self-selected populations rather than estimating a common quantity of interest. A small randomized experiment can break this bias by overriding model choice, but in practice such experiments are scarce and costly. We study a three-source design that combines a large confounded observational log (OBS) for scale, a small randomized experiment (EXP) for unconfounded scoring, and an offline simulator (SIM) that replays candidate models on cached contexts. Our main result is an identification theorem showing that the randomized experiment and the simulator are together enough to recover causal model values; the observational log enters only afterward, to reduce estimation error rather than to make the causal comparison valid. Six estimator families are evaluated in a controlled semi-synthetic validation and in two real-task cached benchmarks for summarization and coding. No family dominates every regime; relative performance depends on the amount of unbiased EXP supervision and on how closely the target reward aligns with OBS-derived structure.

cs.LG↗

arXiv2026

Partial Identification of Policy-Relevant Treatment Effects with Instrumental Variables via Optimal Transport

Policy-Relevant Treatment Effects (PRTEs) are generally not point-identified under standard Instrumental Variable (IV) assumptions when the instrument generates limited support in treatment propensity. We show that PRTE partial identification in the generalized Roy model can instead be formulated as a Constrained Conditional Optimal Transport (CCOT) problem over the joint conditional law of the potential outcome and the latent resistance. The resulting multidimensional CCOT problem reduces analytically to separable one-dimensional OT problems with product costs, yielding sharp closed-form bounds and avoiding direct solution of the original high-dimensional CCOT problem. We also develop estimation and inference procedures for these bounds: for discrete instruments, we use a Double Machine Learning (DML) approach based on Neyman-orthogonal scores that accommodates high-dimensional covariates while achieving the parametric $\sqrt{n}$ rate and asymptotic normality; for continuous instruments, we explicitly characterize the corresponding nonparametric convergence rates. The framework accommodates covariates, discrete and continuous instruments, and extensions to general treatment settings. In simulations and a bed-net subsidy application, the resulting bounds are substantially tighter than the moment-relaxation method.

stat.ME↗

arXiv2026

Inference on Optimal Policy Values and Other Irregular Functionals via Softmax Smoothing

Constructing confidence intervals for the value of an (unknown) optimal treatment policy is a fundamental problem in causal inference. Insight into the optimal policy value can guide the development of reward-maximizing, individualized treatment regimes. However, because the functional that defines the optimal value is non-differentiable, standard semi-parametric approaches for performing inference fail to be directly applicable. Many existing works circumvent non-differentiability by making the unrealistic assumption of zero probability of treatment non-response, i.e. that every unit responds (either positively or negatively) to an assigned treatment. Further, works that don't circumvent this restriction rely on refitting nuisance models a number of times proportional to the sample size. In this paper, we construct and analyze a simple, softmax smoothing-based estimator for the value of an optimal treatment policy. Our estimator applies in both static and dynamic treatment regimes, only requires fitting a constant number of nuisance models, and is statistically efficient when there is zero probability of non-response to treatment. Also, while our estimator does not require making semi-parametric restrictions, it can exploit them when they exist. We further show how our softmax smoothing approach can be used to estimate general parameters that are specified as a maximum of scores involving nuisance components, and look at conditional Balke and Pearl bounds and $L^1$ calibration error as salient examples.

econ.EM↗

arXiv2026

Adaptive Estimation and Inference in Conditional Moment Models via the Discrepancy Principle

We study adaptive estimation and inference in ill-posed linear inverse problems defined by conditional moment restrictions. Existing regularized estimators such as Regularized DeepIV (RDIV) require prior knowledge of the smoothness of the nuisance function, typically encoded by a beta source condition to tune their regularization parameters. In practice, this smoothness is unknown, and misspecified hyperparameters can lead to suboptimal convergence or instability. We introduce a discrepancy-principle-based framework for adaptive hyperparameter selection that automatically balances bias and variance without relying on the unknown smoothness parameter. Our framework applies to both RDIV (Li et al. [2024]) and the Tikhonov Regularized Adversarial Estimator (TRAE) (Bennett et al. [2023a]) and achieves the same rates in both weak and strong metrics. Building on this, we construct a fully adaptive doubly robust estimator for linear functionals that attains the optimal rate of the better-conditioned primal or dual problem, providing a practical, theoretically grounded approach for adaptive inference in ill-posed econometric models.

stat.ML↗

arXiv2026

Incentive-Aware Synthetic Control: Accurate Counterfactual Estimation via Incentivized Exploration

Synthetic control methods (SCMs) are a canonical approach used to estimate treatment effects from panel data in the internet economy. We shed light on a frequently overlooked but ubiquitous assumption made in SCMs of "overlap": a treated unit can be written as some combination -- typically, convex or linear -- of the units that remain under control. We show that if units select their own interventions, and there is sufficiently large heterogeneity between units that prefer different interventions, overlap will not hold. We address this issue by proposing a recommender system which incentivizes units with different preferences to take interventions they would not normally consider. Specifically, leveraging tools from information design and online learning, we propose an SCM that incentivizes exploration in panel data settings by providing incentive-compatible intervention recommendations to units. We establish this estimator obtains valid counterfactual estimates without the need for an a priori overlap assumption. We extend our results to the setting of synthetic interventions, where the goal is to produce counterfactual outcomes under all interventions, not just control. Finally, we provide two hypothesis tests for determining whether unit overlap holds for a given panel dataset.

econ.EM↗

arXiv2026

Statistical Inference and Learning for Shapley Additive Explanations (SHAP)

The SHAP (short for Shapley additive explanation) framework has become an essential tool for attributing importance to variables in predictive tasks. In model-agnostic settings, SHAP uses the concept of Shapley values from cooperative game theory to fairly allocate credit to the features in a vector $X$ based on their contribution to an outcome $Y$. While the explanations offered by SHAP are local by nature, learners often need global measures of feature importance in order to improve model explainability and perform feature selection. The most common approach for converting these local explanations into global ones is to compute either the mean absolute SHAP or mean squared SHAP. However, despite their ubiquity, there do not exist approaches for performing statistical inference on these quantities. In this paper, we take a semi-parametric approach for calibrating confidence in estimates of the $p$th powers of Shapley additive explanations. We show that, by treating the SHAP curve as a nuisance function that must be estimated from data, one can reliably construct asymptotically normal estimates of the $p$th powers of SHAP. When $p \geq 2$, we show a de-biased estimator that combines U-statistics with Neyman orthogonal scores for functionals of nested regressions is asymptotically normal. When $1 \leq p < 2$ (and the hence target parameter is not twice differentiable), we construct de-biased U-statistics for a smoothed alternative. In particular, we show how to carefully tune the temperature parameter of the smoothing function in order to obtain inference for the true, unsmoothed $p$th power. We complement these results by presenting a Neyman orthogonal loss that can be used to learn the SHAP curve via empirical risk minimization and discussing excess risk guarantees for commonly used function classes.

stat.ML↗

arXiv2026

Policy Learning with Abstention

Policy learning algorithms are widely used in areas such as personalized medicine and advertising to develop individualized treatment regimes. However, most methods force a decision even when predictions are uncertain, which is risky in high-stakes settings. We study policy learning with abstention, where a policy may defer to a safe default or an expert. When a policy abstains, it receives a small additive reward on top of the value of a random guess. We propose a two-stage learner that first identifies a set of near-optimal policies and then constructs an abstention rule from their disagreements. We establish fast O(1/n)-type regret guarantees when propensities are known, and extend these guarantees to the unknown-propensity case via a doubly robust (DR) objective. We further show that abstention is a versatile tool with direct applications to other core problems in policy learning: it yields improved guarantees under margin conditions without the common realizability assumption, connects to distributionally robust policy learning by hedging against small data shifts, and supports safe policy improvement by ensuring improvement over a baseline policy with high probability.

cs.LG↗

arXiv2026

Sharp Structure-Agnostic Lower Bounds for General Linear Functional Estimation

We establish a general statistical optimality theory for estimation problems where the target parameter is a linear functional of an unknown nuisance component that must be estimated from data. This formulation covers many causal and predictive parameters and has applications to numerous disciplines. We adopt the structure-agnostic framework introduced by \citet{balakrishnan2023fundamental}, which poses no structural properties on the nuisance functions other than access to black-box estimators that achieve some statistical estimation rate. This framework is particularly appealing when one is only willing to consider estimation strategies that use non-parametric regression and classification oracles as black-box sub-processes. Within this framework, we first prove the statistical optimality of the celebrated and widely used doubly robust estimators for the Average Treatment Effect (ATE), the most central parameter in causal inference. We then characterize the minimax optimal rate under the general formulation. Notably, we differentiate between two regimes in which double robustness can and cannot be achieved and in which first-order debiasing yields different error rates. Our result implies that first-order debiasing is simultaneously optimal in both regimes. We instantiate our theory by deriving optimal error rates that recover existing results and extend to various settings of interest, including the case when the nuisance is defined by generalized regressions and when covariate shift exists for training and test distribution.

stat.ML↗

arXiv2025

It's Hard to Be Normal: The Impact of Noise on Structure-agnostic Estimation

Structure-agnostic causal inference studies how well one can estimate a treatment effect given black-box machine learning estimates of nuisance functions (like the impact of confounders on treatment and outcomes). Here, we find that the answer depends in a surprising way on the distribution of the treatment noise. Focusing on the partially linear 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 \emph{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 model. Finally, using synthetic demand estimation experiments, we demonstrate the practical benefits of our higher-order robust estimators.

stat.ML↗

arXiv2025

Preference Learning with Response Time: Robust Losses and Guarantees

This paper investigates the integration of response time data into human preference learning frameworks for more effective reward model elicitation. While binary preference data has become fundamental in fine-tuning foundation models, generative AI systems, and other large-scale models, the valuable temporal information inherent in user decision-making remains largely unexploited. We propose novel methodologies to incorporate response time information alongside binary choice data, leveraging the Evidence Accumulation Drift Diffusion (EZ) model, under which response time is informative of the preference strength. We develop Neyman-orthogonal loss functions that achieve oracle convergence rates for reward model learning, matching the theoretical optimal rates that would be attained if the expected response times for each query were known a priori. Our theoretical analysis demonstrates that for linear reward functions, conventional preference learning suffers from error rates that scale exponentially with reward magnitude. In contrast, our response time-augmented approach reduces this to polynomial scaling, representing a significant improvement in sample efficiency. We extend these guarantees to non-parametric reward function spaces, establishing convergence properties for more complex, realistic reward models. Our extensive experiments validate our theoretical findings in the context of preference learning over images.

cs.LG↗