Estimation-Prediction Tradeoff in Causal Probabilistic Temporal Graphs

Continuous-time dynamic graph models predict future links by compressing past interactions into neural states. Although effective for forecasting, this computation obscures which entities are shared across events and how temporal patterns contribute to a prediction. We treat this gap as a property of the predictive architecture rather than a problem to be addressed after prediction. Link-Fact Temporal Rule Inducer (LiFTER) is a neuro-symbolic predictor that preserves observed interactions as grounded temporal facts and applies executable tempo- ral rules to pre-query facts. Each score is a signed sum of rule exe- cutions whose historical facts, entity bindings, and temporal order are explicitly satisfied. The evidence and rules responsible for a prediction can therefore be inspected, independently recomputed, and intervened upon. Across four CTDG benchmarks, LiFTER achieves competitive historical-negative forecasting and the highest macro explanation ac- curacy and deletion fidelity. The same architecture also serves as a microscope that separates the contributions of recurrence, history po- sition, and transition across datasets and traces them to individual facts. Independent execution reconstructs all logits for 19,664 test predictions with a maximum error of 0.0000131. LiFTER turns future-link forecasting into a verifiable grounded computation.

Prediction error is widely used to evaluate nuisance-function estimators in causal inference, but its relationship with causal estimator performance may differ across performance measures. We studied this question in a partially linear model using Monte Carlo simulations. We compared ordinary least squares (OLS), generalized additive models (GAMs), XGBoost, and Double Machine Learning with XGBoost (DML-XGBoost), evaluating nuisance-function prediction error, bias, RMSE, and 95% confidence interval coverage. We also examined a simple joint-error measure based on the absolute cross-product of estimation errors from the exposure and outcome nuisance functions. Across the simulated settings, XGBoost had the lowest RMSE among the non-oracle methods, while DML-XGBoost generally provided better confidence interval coverage. Prediction error did not consistently track causal bias across methods and settings, and the method with the best point-estimation performance did not necessarily have the best confidence interval coverage. The joint-error measure was only weakly associated with causal bias and did not provide a useful standalone measure of causal performance. These results suggest that prediction error is useful for assessing nuisance-function estimation, but it should not be treated as a direct measure of the quality of the resulting causal estimator.

We introduce TabPFN-CFM, a causal foundation model that can handle multiple causal problems. TabPFN-CFM predicts both causal structure and outcomes from observational data, supports queries on all three levels of Pearl's Causal Hierarchy and uses known graph structure when available to improve predictions. TabPFN-CFM is trained on synthetic datasets, and generalises to real datasets, demonstrating improved performance over both structural and outcome prediction baselines.