An End-to-End Pipeline for Causal ML with Continuous Treatments: An Application to Financial Decision Making

Javier Moral Hernández, Clara Higuera-Cabañes, Álvaro Ibraín

This paper presents an end-to-end causal machine learning (ML) pipeline designed for real-world applications with continuous treatments. The proposed framework consists of six sequential steps: dimensionality reduction, causal identification, positivity assumption violation handling, estimation, refutation and evaluation, and policy optimization. We introduce practical contributions not currently available in existing causal ML toolkits, specifically: (1) a method for detecting and quantifying positivity violations in continuous treatment settings (2) a novel, scalable two-stage dimensionality reduction framework tailored for causal inference with high-dimensional data; (3) the adaptation of sensitivity analysis and estimation methods originally designed for binary treatments to the continuous treatment space and (4) an end-to-end integration of these components into a modular, reproducible workflow. These innovations address real-world challenges in causal inference that are often not covered in theoretical frameworks but frequently encountered in industrial applications. The methodology is validated with a synthetic dataset inspired in a real-world financial debt collection use…