Related papers: Double Machine Learning based Program Evaluation u…

Double (debiased) machine learning (DML) has seen widespread use in recent years for learning causal/structural parameters, in part due to its flexibility and adaptability to high-dimensional nuisance functions as well as its ability to…

Observational cohort studies are increasingly being used for comparative effectiveness research to assess the safety of therapeutics. Recently, various doubly robust methods have been proposed for average treatment effect estimation by…

Optimizing credit limits, interest rates, and loan terms is crucial for managing borrower risk and lifetime value (LTV) in personal loan platform. However, counterfactual estimation of these continuous, multi-dimensional treatments faces…

Deep metric learning (DML) is a popular approach for images retrieval, solving verification (same or not) problems and addressing open set classification. Arguably, the most common DML approach is with triplet loss, despite significant…

Estimating causal treatment effects in observational settings is frequently compromised by selection bias arising from unobserved confounders. While traditional econometric methods struggle when these confounders are orthogonal to…

Bias is a common problem inherent in recommender systems, which is entangled with users' preferences and poses a great challenge to unbiased learning. For debiasing tasks, the doubly robust (DR) method and its variants show superior…

We study inference on a low-dimensional functional $\beta$ in the presence of infinite-dimensional nuisance parameters. Classical inferential methods are typically based on Wald intervals, whose large-sample validity rests on asymptotic…

The linear coefficient in a partially linear model with confounding variables can be estimated using double machine learning (DML). However, this DML estimator has a two-stage least squares (TSLS) interpretation and may produce overly wide…

This paper considers the evaluation of discretely distributed treatments when outcomes are only observed for a subpopulation due to sample selection or outcome attrition. For identification, we combine a selection-on-observables assumption…

This paper proposes a simple, novel, and fully-Bayesian approach for causal inference in partially linear models with high-dimensional control variables. Off-the-shelf machine learning methods can introduce biases in the causal parameter…

We propose a double/debiased machine learning framework to estimate average derivative effects in nonparametric panel models with two-way fixed effects. It extends instrumental variable methods to panel settings, handles continuous…

We consider estimating a low-dimensional parameter in an estimating equation involving high-dimensional nuisances that depend on the parameter. A central example is the efficient estimating equation for the (local) quantile treatment effect…

In this paper, we develop a unified machine learning (ML) approach to predict high-quality solutions for single-machine scheduling problems with a non-decreasing min-sum objective function with or without release times. Our ML approach is…

The Predictive Normalized Maximum Likelihood (pNML) scheme has been recently suggested for universal learning in the individual setting, where both the training and test samples are individual data. The goal of universal learning is to…

We introduce a new instrumental variable (IV) estimator for heterogeneous treatment effects in the presence of endogeneity. Our estimator is based on double/debiased machine learning (DML) and uses efficient machine learning instruments…

Uncovering causal mediation effects is of significant value to practitioners seeking to isolate the direct treatment effect from the potential mediated effect. We propose a double machine learning (DML) algorithm for mediation analysis that…

Many practical decision-making problems in economics and healthcare seek to estimate the average treatment effect (ATE) from observational data. The Double/Debiased Machine Learning (DML) is one of the prevalent methods to estimate ATE in…

This paper studies the properties of debiased machine learning (DML) estimators under a novel asymptotic framework, offering insights for improving the performance of these estimators in applications. DML is an estimation method suited to…

Machine unlearning, an emerging research topic focusing on compliance with data privacy regulations, enables trained models to remove the information learned from specific data. While many existing methods indirectly address this issue by…

Researchers and practitioners often wish to measure treatment effects in settings where units interact via markets and recommendation systems. In these settings, units are affected by certain shared states, like prices, algorithmic…