Conformal Prediction for Causal Effects of Continuous Treatments
This work addresses the open problem of quantifying uncertainty in causal effect estimation under continuous treatments, overcoming key limitations of existing conformal prediction methods—which are restricted to binary treatments and require known propensity scores. We propose the first model-agnostic, finite-sample valid conformal prediction framework for continuous interventions. Our approach explicitly accounts for the additional uncertainty induced by propensity score estimation, provides theoretically guaranteed prediction intervals, and includes an efficient algorithm for interval construction. Experiments on synthetic and real-world datasets demonstrate that our method strictly achieves the nominal statistical coverage level and significantly outperforms baseline approaches. To our knowledge, this is the first rigorously validated tool for constructing reliable confidence intervals for potential outcomes under continuous interventions—enabling trustworthy decision-making in safety-critical domains such as personalized medicine.