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Related papers: Robust Causal Learning for the Estimation of Avera…

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Modern machine learning (ML) methods typically fail to adequately capture causal information. Consequently, such models do not handle data distributional shifts, are vulnerable to adversarial examples, and often learn spurious correlations.…

Quantum Physics · Physics 2026-01-27 Rishi Goel , Casey R. Myers , Sally Shrapnel

This article proposes doubly robust estimators for the average treatment effect on the treated (ATT) in difference-in-differences (DID) research designs. In contrast to alternative DID estimators, the proposed estimators are consistent if…

Econometrics · Economics 2020-05-07 Pedro H. C. Sant'Anna , Jun B. Zhao

Recent developments in generative artificial intelligence (AI) rely on machine learning techniques such as deep learning and generative modeling to achieve state-of-the-art performance across wide-ranging domains. These methods' surprising…

Machine Learning · Statistics 2026-01-27 Gemma E. Moran , Bryon Aragam

Objective: The growing availability of large-scale observational clinical datasets and challenges in conducting randomized controlled trials have spurred enthusiasm in using causal machine learning (ML) for causal inference in observational…

Machine Learning (ML) has become an integral aspect of many real-world applications. As a result, the need for responsible machine learning has emerged, focusing on aligning ML models to ethical and social values, while enhancing their…

Machine Learning · Computer Science 2024-02-06 Raha Moraffah , Paras Sheth , Saketh Vishnubhatla , Huan Liu

Causal Impact (CI) of customer actions are broadly used across the industry to inform both short- and long-term investment decisions of various types. In this paper, we apply the double machine learning (DML) methodology to estimate the CI…

Machine Learning · Computer Science 2024-09-05 Sushant More , Priya Kotwal , Sujith Chappidi , Dinesh Mandalapu , Chris Khawand

Off-policy evaluation and learning (OPE/L) use offline observational data to make better decisions, which is crucial in applications where online experimentation is limited. However, depending entirely on logged data, OPE/L is sensitive to…

Machine Learning · Computer Science 2022-07-19 Nathan Kallus , Xiaojie Mao , Kaiwen Wang , Zhengyuan Zhou

We address the setting of Proxy Causal Learning (PCL), which has the goal of estimating causal effects from observed data in the presence of hidden confounding. Proxy methods accomplish this task using two proxy variables related to the…

Machine Learning · Computer Science 2026-03-27 Bariscan Bozkurt , Ben Deaner , Dimitri Meunier , Liyuan Xu , Arthur Gretton

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

Statistics Theory · Mathematics 2018-01-31 Zhiqiang Tan

The two most commonly used criteria for assessing causal model discovery with artificial data are edit-distance and Kullback-Leibler divergence, measured from the true model to the learned model. Both of these metrics maximally reward the…

Machine Learning · Computer Science 2021-11-12 Rodney T. O'Donnell , Kevin B. Korb , Lloyd Allison

This article introduces a new estimator of average treatment effects under unobserved confounding in modern data-rich environments featuring large numbers of units and outcomes. The proposed estimator is doubly robust, combining outcome…

Econometrics · Economics 2024-10-30 Alberto Abadie , Anish Agarwal , Raaz Dwivedi , Abhin Shah

Reconstructing accurate causal models of dynamic systems from time-series of sensor data is a key problem in many real-world scenarios. In this paper, we present an overview based on our experience about practical challenges that the causal…

Robotics · Computer Science 2023-01-11 Luca Castri , Sariah Mghames , Nicola Bellotto

This paper focuses on the expected difference in borrower's repayment when there is a change in the lender's credit decisions. Classical estimators overlook the confounding effects and hence the estimation error can be magnificent. As such,…

Risk Management · Quantitative Finance 2020-12-21 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Nanbo Peng , Dongdong Wang , Zhixiang Huang

Estimating individualized treatment effects from observational data presents a persistent challenge due to unmeasured confounding and structural bias. Causal Machine Learning (causal ML) methods, such as causal trees and doubly robust…

Machine Learning · Computer Science 2025-08-12 Po-Han Lee , Yu-Cheng Lin , Chan-Tung Ku , Chan Hsu , Pei-Cing Huang , Ping-Hsun Wu , Yihuang Kang

Causal models provide rich descriptions of complex systems as sets of mechanisms by which each variable is influenced by its direct causes. They support reasoning about manipulating parts of the system and thus hold promise for addressing…

Machine Learning · Computer Science 2024-06-21 Julius von Kügelgen

Contrastive Learning (CL) performances as a rising approach to address the challenge of sparse and noisy recommendation data. Although having achieved promising results, most existing CL methods only perform either hand-crafted data or…

Information Retrieval · Computer Science 2023-11-22 Xiuyuan Qin , Huanhuan Yuan , Pengpeng Zhao , Junhua Fang , Fuzhen Zhuang , Guanfeng Liu , Victor Sheng

Randomized experiments (a.k.a. A/B tests) are a powerful tool for estimating treatment effects, to inform decisions making in business, healthcare and other applications. In many problems, the treatment has a lasting effect that evolves…

Machine Learning · Computer Science 2022-10-17 Ziyang Tang , Yiheng Duan , Stephanie Zhang , Lihong Li

In a changing climate, sustainable agriculture is essential for food security and environmental health. However, it is challenging to understand the complex interactions among its biophysical, social, and economic components. Predictive…

Recent advances in causal inference have seen the development of methods which make use of the predictive power of machine learning algorithms. In this paper, we develop novel double machine learning (DML) procedures for panel data in which…

Econometrics · Economics 2025-01-03 Paul S. Clarke , Annalivia Polselli

A major challenge of reinforcement learning (RL) in real-world applications is the variation between environments, tasks or clients. Meta-RL (MRL) addresses this issue by learning a meta-policy that adapts to new tasks. Standard MRL methods…

Machine Learning · Computer Science 2023-10-03 Ido Greenberg , Shie Mannor , Gal Chechik , Eli Meirom