causalpfn 0.1.4

Amortized Causal Effect Estimation via In-Context Learning

CausalPFN: Amortized Causal Effect Estimation via In-Context Learning

An easy-to-use library for causal effect estimation using transformer-based in-context learning

🛠️ Installation • 🚀 Quick Start • 📊 Examples • 🔬 Reproducibility

---

🌟 Overview

CausalPFN leverages the power of transformer architectures for amortized causal effect estimation, enabling fast and accurate inference across diverse causal scenarios without the need for retraining. Our approach combines the flexibility of in-context learning with the rigor of causal inference.

✨ Key Features

• 🚀 Fast Inference: Amortized learning enables rapid causal effect estimation without retraining
• 🧮 Uncertainty Quantification: Built-in calibration and confidence estimation
• ⚡ GPU Accelerated: Optimized for modern hardware with CUDA support
• 📈 Benchmarked: Competitive performance against state-of-the-art causal inference methods
• 📊 Uplift-Modelling: Supports treatment effect estimation for personalized decision-making in real-world applications

Installation

Via PyPI

pip install causalpfn

Requirements

• Python 3.10+
• PyTorch 2.3+
• NumPy
• scikit-learn
• tqdm
• faiss-cpu
• huggingface_hub

Quick Start

Here's a complete example demonstrating CausalPFN for causal effect estimation:

import numpy as np
import torch
import time
from causalpfn import CATEEstimator, ATEEstimator

device = torch.device("cuda:0" if torch.cuda.is_available() else "cpu")

# 1. Generate synthetic data
np.random.seed(42)
n, d = 20000, 5
X = np.random.normal(1, 1, size=(n, d)).astype(np.float32)

# Define true causal effects
def true_cate(x):
    return np.sin(x[:, 0]) + 0.5 * x[:, 1]

def true_ate():
    return np.mean(true_cate(X))

# Generate treatment and outcomes
tau = true_cate(X).astype(np.float32)
T = np.random.binomial(1, p=0.5, size=n).astype(np.float32)
Y0 = X[:, 0] - X[:, 1] + np.random.normal(0, 0.1, size=n).astype(np.float32)
Y1 = Y0 + tau
Y = Y0 * (1 - T) + Y1 * T

# 2. Train/test split
train_idx = np.random.choice(n, size=int(0.7 * n), replace=False)
test_idx = np.setdiff1d(np.arange(n), train_idx)
X_train, X_test = X[train_idx], X[test_idx]
T_train, Y_train = T[train_idx], Y[train_idx]
tau_test = tau[test_idx]

# 3. CATE Estimation
start_time = time.time()
causalpfn_cate = CATEEstimator(
    device=device,
    verbose=True,
)
causalpfn_cate.fit(X_train, T_train, Y_train)
cate_hat = causalpfn_cate.estimate_cate(X_test)
cate_time = time.time() - start_time

# 4. ATE Estimation
causalpfn_ate = ATEEstimator(
    device=device,
    verbose=True,
)
causalpfn_ate.fit(X, T, Y)
ate_hat = causalpfn_ate.estimate_ate()

# 5. Evaluation
pehe = np.sqrt(np.mean((cate_hat - tau_test) ** 2))
ate_rel_error = np.abs((ate_hat - true_ate()) / true_ate())

print(f"Results:")
print(f"ATE Relative Error: {ate_rel_error:.4f}")
print(f"PEHE: {pehe:.4f}")
print(f"CATE estimation time per 1000 samples: {cate_time / (len(X) / 1000):.4f}s")

Examples

Explore our notebook collection below. Before running the notebooks, make sure to install the additional dependencies via pip install .[dev].

Notebook	Description	Features
Causal Effect Estimation	Compare CausalPFN with baseline methods	CATE/ATE estimation, benchmarking
Hillstrom Marketing	Uplift modeling case study	Real-world marketing application
Calibration Analysis	Uncertainty quantification demo	Confidence intervals, calibration

Performance Benchmark

Time vs. Performance. Comparison across 130 causal inference tasks from IHDP, ACIC, and Lalonde. CausalPFN achieves the best average rank (by precision in estimation of heterogeneous effect) while being much faster than other baselines.

Reproducibility

To fully reproduce the paper results, see the REPRODUCE file.

Citation

If you use CausalPFN in your research, please cite our paper:

@misc{causalpfn2025,
      title={CausalPFN: Amortized Causal Effect Estimation via In-Context Learning},
      author={Vahid Balazadeh and Hamidreza Kamkari and Valentin Thomas and Benson Li and Junwei Ma and Jesse C. Cresswell and Rahul G. Krishnan},
      year={2025},
      primaryClass={cs.LG},
}

Contributing

We welcome contributions! Please feel free to submit a Pull Request.

1. Fork the repository
2. Create a feature branch (git checkout -b feature/amazing-feature)
3. Commit your changes (git commit -m 'Add amazing feature')
4. Push to the branch (git push origin feature/amazing-feature)
5. Open a Pull Request

License

This project is licensed under the Apache-2.0 License - see the LICENSE file for details.

---

⭐ Star us on GitHub • 🐛 Report Bug • 💡 Request Feature

Made with ❤️ for better causal inference