Organizations: Institute of Remote Sensing and Geographic Information System, School of Earth and Space Sciences, Peking University, Beijing, China · Beijing Key Laboratory of Spatio-temporal Perception and Urban Resilience · Taobao & Tmall Group of Alibaba, Beijing, China · The Chinese University of Hong Kong, Shenzhen, China · Independent Researcher
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%.
Figures & tables
Figure 1: Target mismatch under drift. Pooled data under non-stationary environments compares confounded temporal mixtures, leading to action ranking reversal despite good historical fit.
Figure 2: From drifting responses to deployable action geometry.
Figure 3: Synthetic evidence. Top: link recovery in the exact regimes. Bottom: future-period SIMSE and regret.
Regime
Conf.
Ours
Fixed-correct
Pooled
R1
1.0
0.169±0.011 / 0.065±0.005
0.164±0.004 / 0.065±0.005
0.265±0.005 / 0.388±0.080
1.5
0.154±0.011 / 0.094±0.007
0.149±0.004 / 0.094±0.007
0.259±0.006 / 0.422±0.083
2.0
0.151±0.016 / 0.102±0.006
0.140±0.003 / 0.101±0.006
0.252±0.005 / 0.330±0.035
R2
1.0
0.008±0.001 / 0.011±0.004
0.009±0.001 / 0.010±0.004
0.139±0.008 / 0.189±0.018
1.5
0.008±0.003 / 0.083±0.029
0.007±0.001 / 0.083±0.029
0.169±0.007 / 0.220±0.009
2.0
0.009±0.004 / 0.131±0.033
0.006±0.000 / 0.136±0.036
0.172±0.006 / 0.220±0.014
Table 1: Future-period deployment. Each cell reports SIMSE / regret. Fixed-correct denotes the regime-matched fixed link: raw in R1 and log in R2 .
Method
RMAE ↓
MAPE ↓
Stability ↓
DR Policy Value Index ↑
Logged / behavior
–
–
–
100.00
NPM
0.176
18.27
–
121.72
VCNet
0.385
48.85
0.452
116.09
Causal Transformer
0.174
17.35
0.566
107.18
Pooled predictive
0.337
44.69
0.503
89.43
Time-aware pooled
0.496
57.91
0.433
72.96
Table 2: Offline evaluation.
Figure 4: Real-world diagnostics and deployment. (a) temporal drift. (b) future profile favors the log link while revealing heterogeneity. (c) Online A/B testing shows positive lift.
Appendix figures & tables13 assets
Supplementary material from the paper’s appendix.
Appendix
Term
Standard interpretation
Role in our framework
Link function ℓk
Monotone response scale
Defines the scale on which action-independent temporal variation can be removed. The main candidates are the identity and log links.
Anchored response Δk,t(h,a)
Reference-action contrast
ℓk{mt(h,a)}−ℓk{mt(h,a0)} . Anchoring removes an action-independent offset while preserving action rankings.
Positive amplitude st(h)
Nuisance scale factor
Captures period- and history-specific changes in the magnitude of the anchored response. It is profiled out when comparing candidate geometries.
Action geometry ρ(u(h),a)
Normalized conditional action-response shape
The decision-relevant shape remaining after anchoring and positive-scale profiling; it determines the action ranking through argmaxaρ(u(h),a) .
Deployable causal action geometry
Decision-sufficient response equivalence class
An anchored action-response shape considered modulo linked-scale offsets and positive rescaling, restricted to the chosen link, representation, and shape classes.
Profiled geometry loss
Nuisance-amplitude-profiled discrepancy
Measures how well one shared action geometry explains period-specific anchored responses after optimally rescaling their amplitudes.
Appendix
Table 3: Terminology and standard interpretations.
Δ^0,Ti,i(m)(u)=m^(u,Hi,a(m))−m^(u,Hi,a0),
Appendix
Algorithm 1 Selection and optional honest refit for deployable action geometry
Experiment
Regimes
Purpose
Reported evidence
Link recovery
R1,R2
recover identity/log links
Figure 3 (a,b), Tab. 5
Future deployment
R1,R2
improve future decisions
Figure 3 (c,d), Tab. 1
Orthogonal ablation
R1,R2
nuisance robustness
Tab. 6
Approximate drift
R3
persistence violation
Fig. 6
No stable geometry
R4
structural failure
Fig. 6
Overlap stress
R1,R2
support degradation
Fig. 7
Appendix
Table 4: Synthetic experiment roadmap.
Regime
LinkAcc
ReprAcc
Ours SIMSE
Fixed-correct SIMSE
Fixed-wrong SIMSE
R1
0.786±0.178
0.352±0.200
0.181±0.019
0.160±0.006
0.259±0.003
R2
0.833±0.148
0.195±0.162
0.011±0.002
0.012±0.002
0.0140±0.004
Appendix
Table 5: Exact-regime recovery summary. Fixed-correct denotes raw in R1 and log in R2 ; Fixed-wrong uses the other link.
Figure 5: Full exact-regime sweep. Heatmaps over sample size and confounding strength for R1 and R2 . Panels show link selection accuracy and future regret.
Regime / Misspec.
Method
SIMSE ↓
Regret ↓
Action MAE ↓
R1
none
Ours
0.1732±0.0173
0.0669±0.0088
0.1205±0.0072
Plug-in
0.1697±0.0163
0.2438±0.0492
0.2446±0.0249
outcome
Ours
0.1737±0.0173
0.0683±0.0095
0.1231±0.0075
Plug-in
0.1689±0.0174
0.1583±0.0196
0.1920±0.0148
treatment
Ours
0.1779±0.0165
0.0710±0.0050
0.1250±0.0046
Appendix
Table 6: Post-selection estimator ablation under nuisance misspecification.
Selection → refit
R1 regret ↓
R2 regret ↓
O→O
0.0754
0.1220
P→O
0.0754
0.1220
O→P
0.1292
0.1444
P→P
0.1292
0.1445
PP−OO
0.0538 [0.0505, 0.0569]
0.0225 [0.0092, 0.0422]
Appendix
Table 7: End-to-end orthogonalization ablation. Mean dense-grid regret under outcome-model misspecification over 30 paired runs using the full representation library.
Figure 6: Boundary diagnostics. Left: approximate persistence violation in R3 as ϵdrift increases. Right: no-stable-geometry stress in R4 as shape drift increases.
ϵdrift
Relξ∞
Oracle-geometry regret
0.00
0.000
0.0000
0.05
0.027
0.0004
0.10
0.055
0.0018
0.20
0.114
0.0095
0.30
0.179
0.0242
Appendix
Table 8: Controlled persistence-violation sweep in R3 . Relative persistence violation and the regret of the oracle-geometry policy as action-dependent drift increases.
Figure 7: Overlap stress.
Figure 8: Grid and anchor sensitivity. Top: sensitivity to the Stage-II action grid. Bottom: sensitivity to the anchor a0 with the data-generating process and raw-response oracle fixed.
Method
NRegret
Difference
Paired 95% CI
Given-link reference
0.1384
−0.00008
[ −0.00025 , 0.00008]
Ours
0.1385
—
—
Plug-in selector
0.1412
0.00269
[0.00160, 0.00378]
Fixed identity
0.1416
0.00309
[0.00205, 0.00413]
Fixed log
0.1422
0.00368
[0.00291, 0.00445]
Appendix
Table 9: Link selection under transport shift. Lower NRegret is better. Paired differences are method minus Ours; a positive interval excluding zero favors Ours.
Method
A
M
V
Ours
0.123(0.007)
0.063(0.003)
0.075(0.003)
Pooled
0.259(0.008)
0.072(0.005)
0.089(0.004)
Time-aware pooled
0.248(0.008)
0.067(0.004)
0.091(0.005)
VCNet
0.761(0.015)
0.730(0.012)
0.697(0.009)
Causal Transformer
0.772(0.013)
0.731(0.012)
0.726(0.009)
Appendix
Table 10: Semi-synthetic evaluation on Dominick’s. Each entry reports mean true future NRegret (reported uncertainty in parentheses); lower is better. A and M denote exact additive and log-linked persistence. V averages over four levels of action-dependent shape drift.
Large-scale targeting and recommendation systems are typically built around predictive scores fed into heuristic or local allocation. When the business goal is incremental impact, as in marketing campaigns, incentives, and notifications, this paradigm systematically misallocates resources toward users who would have acted anyway. We present a decision-centric framework that instead optimizes causal effects under global constraints, aligning three components under a single objective: a causal neural network with a Transformer backbone for individual treatment-effect estimation, a Bayesian neural-bandit layer for uncertainty-aware exploration, and a dual-based large-scale linear-programming layer for constrained allocation. The framework also supports sequential context and multi-outcome, attribute-conditioned scoring through a Transformer encoder and outcome embeddings. We evaluate it with offline simulations on a public bandit dataset, targeted architectural ablations, and an online A/B test on LinkedIn Feed marketing traffic. We also distill production lessons on causal training-data construction and cost and delivery control, which were critical to successful deployment. The end-to-end treatment policy delivered a statistically significant +7.20% lift in the primary long-term-value metric, demonstrating the feasibility of production-scale causal optimization under business constraints.
Time-series models increasingly condition on known future inputs. In controlled systems, some of these inputs are actions that can be changed, compared, and optimized before execution. A model must therefore do more than predict the realized future: it must predict how outcomes change under different actions from the same observed history and support reliable comparison of candidate plans. We introduce ActTime, an action-conditioned world model for time series. Over the observed history, ActTime updates variable-specific latent states through an action-conditioned transition and corrects them using observations. It then rolls the same transition forward under candidate actions to generate future trajectories. Training uses only factual trajectories, without paired alternative-action outcomes or planning supervision. We construct a simulator-grounded evaluation suite across building energy, traffic, greenhouse climate, and inventory management, covering factual prediction, intervention-effect prediction, offline decision making, and closed-loop planning. ActTime ranks first in 12 of 16 domain-task settings. Across eight methods, the mean pairwise model-ranking reversal rate is 17.8% between factual prediction and intervention fidelity, and rises to 28.4% between intervention fidelity and decision ranking. These results show that factual accuracy, intervention fidelity, and decision quality are related but not interchangeable.
Causal inference from observational data can provide strong evidence for finding the best action in a decision-making scenario without having to perform expensive randomized trials. The causal effect of an action is often not pointwise identifiable even with infinite data due to unobserved confounding factors. Furthermore, having only finitely many samples adds another layer of uncertainty to causal effect estimation. Several existing methods can be used to obtain upper and lower bounds to the causal effect, ranging from symbolic methods to the more recent neural network-based approaches, which implicitly incorporate both sources of uncertainty. However, these methods do not inform whether collecting more samples may or may not help identify the best action from observational data, leaving experts in the dark about their data collection strategies. We address this problem with a novel framework that can distinguish the range of causal effect values that might be eliminated by collecting more samples from the range of values that, with high probability, cannot be eliminated with more observational samples. We show that this partitioning can be obtained by solving max-min and min-max optimization problems. We leverage neural causal models to approximately recover this decomposition in practice. We demonstrate via experiments on synthetic and real-world datasets that our algorithm can determine when collecting more samples will not help determine the best action. Our framework can help practitioners decide when to resort to non-observational studies or seek to measure some of the unmeasured confounders for optimal decision-making.
Md Musfiqur Rahman, Ziwei Jiang, Hilaf Hasson +1
Electrical and Computer Engineering, Purdue University · Computer Science, Johns Hopkins University · Cohesity