Learning Deployable Causal Action Geometry under Temporal Non-Stationarity

arXiv:2610.16644v1 Announce Type: new Abstract: Learning a response law for continuous decisions from observational time series is central to many real-world decision systems, yet temporal non-stationarity poses a fundamental challenge: as outcomes drift over time, naively pooled models can conflate action effects with shifting baselines and even reverse action rankings. Even when the one-step response is identifiable, unrestricted cross-time generalization remains fundamentally ill-posed. We therefore seek the part of the response that remains stable for decisions even when outcome levels do not. We propose deployable causal action geometry: the action-response shape that remains after anchoring away action-independent level shifts on a selected link scale and profiling out positive amplitude variation. Building on this target, we develop a two-stage orthogonal estimator that first obtains cross-fitted pilot estimates of anchored responses and then performs honest profiled selection over link, representation, and shape classes. The resulting estimator admits oracle guarantees for the restricted target and, under approximate persistence, produces decision rules that remain near optimal in future periods. Experiments on synthetic data and Dominick's support the proposed target and its transfer behavior. In a randomized Taobao A/B test, the deployed system improves GMV and purchase counts by \(1.16\%\) and \(1.70\%\).

Abstract:Learning a response law for continuous decisions from observational time series is central to many real-world decision systems, yet temporal non-stationarity poses a fundamental challenge: as outcomes drift over time, naively pooled models can conflate action effects with shifting baselines and even reverse action rankings. Even when the one-step response is identifiable, unrestricted cross-time generalization remains fundamentally ill-posed. We therefore seek the part of the response that remains stable for decisions even when outcome levels do not. We propose deployable causal action geometry: the action-response shape that remains after anchoring away action-independent level shifts on a selected link scale and profiling out positive amplitude variation. Building on this target, we develop a two-stage orthogonal estimator that first obtains cross-fitted pilot estimates of anchored responses and then performs honest profiled selection over link, representation, and shape classes. The resulting estimator admits oracle guarantees for the restricted target and, under approximate persistence, produces decision rules that remain near optimal in future periods. Experiments on synthetic data and Dominick's support the proposed target and its transfer behavior. In a randomized Taobao A/B test, the deployed system improves GMV and purchase counts by \(1.16\%\) and \(1.70\%\).

Machine Learning (cs.LG)

arXiv:2610.16644 [cs.LG]

(or arXiv:2610.16644v1 [cs.LG] for this version)

https://doi.org/10.48550/arXiv.2610.16644 Focus to learn more arXiv-issued DOI via DataCite (pending registration)

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Learning Deployable Causal Action Geometry under Temporal Non-Stationarity

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