Related papers: Automatic Debiased Machine Learning for Covariate …
This paper proposes a debiased estimator for causal effects in high-dimensional generalized linear models with binary outcomes and general link functions. The estimator augments a regularized regression plug-in with weights computed from a…
In machine learning, a bias occurs whenever training sets are not representative for the test data, which results in unreliable models. The most common biases in data are arguably class imbalance and covariate shift. In this work, we aim to…
While machine learning (ML) methods have received a lot of attention in recent years, these methods are primarily for prediction. Empirical researchers conducting policy evaluations are, on the other hand, pre-occupied with causal problems,…
Randomized experiments are the gold standard for estimating the average treatment effect (ATE). While covariate adjustment can reduce the asymptotic variances of the unbiased Horvitz-Thompson estimators for the ATE, it suffers from…
Randomized experiments are the gold standard for investigating causal relationships, with comparisons of potential outcomes under different treatment groups used to estimate treatment effects. However, outcomes with heavy-tailed…
We provide adaptive inference methods, based on $\ell_1$ regularization, for regular (semi-parametric) and non-regular (nonparametric) linear functionals of the conditional expectation function. Examples of regular functionals include…
Under covariate shift, training (source) data and testing (target) data differ in input space distribution, but share the same conditional label distribution. This poses a challenging machine learning task. Robust Bias-Aware (RBA)…
A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…
Difference-in-differences is based on a parallel trends assumption, which states that changes over time in average potential outcomes are independent of treatment assignment, possibly conditional on covariates. With time-varying treatments,…
In randomized clinical trials, adjustments for baseline covariates at both design and analysis stages are highly encouraged by regulatory agencies. A recent trend is to use a model-assisted approach for covariate adjustment to gain…
Ordering the expected outcomes across a collection of clusters after performing a covariate adjustment commonly arises in many applied settings, such as healthcare provider evaluation. Regression parameters in such covariate adjustment…
Estimating individual-level treatment effect from observational data is a fundamental problem in causal inference and has attracted increasing attention in the fields of education, healthcare, and public policy.In this work, we concentrate…
Dataset bias is a critical challenge in machine learning since it often leads to a negative impact on a model due to the unintended decision rules captured by spurious correlations. Although existing works often handle this issue based on…
Measuring treatment effects in observational studies is challenging because of confounding bias. Confounding occurs when a variable affects both the treatment and the outcome. Traditional methods such as propensity score matching estimate…
Single-parameter summaries of variable effects in regression settings are desirable for ease of interpretation. However (partially) linear models for example, which would deliver these, may fit poorly to the data. On the other hand, an…
The estimation of causal treatment effects from observational data is a fundamental problem in causal inference. To avoid bias, the effect estimator must control for all confounders. Hence practitioners often collect data for as many…
The beneficial effects of treatments vary across individuals in most studies. Treatment heterogeneity motivates practitioners to search for the optimal policy based on personal characteristics. A long-standing common practice in policy…
This study introduces a debiasing method for regression estimators, including high-dimensional and nonparametric regression estimators. For example, nonparametric regression methods allow for the estimation of regression functions in a…
Imitation learning practitioners have often noted that conditioning policies on previous actions leads to a dramatic divergence between "held out" error and performance of the learner in situ. Interactive approaches can provably address…
Double machine learning is a statistical method for leveraging complex black-box models to construct approximately unbiased treatment effect estimates given observational data with high-dimensional covariates, under the assumption of a…