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OC-DeepIV is a neural network model designed for estimating causal effects. It characterizes heterogeneity by adding interaction features and reduces redundancy through orthogonal constraints. The model includes two feature extractors, one…

Econometrics · Economics 2025-06-04 Shunxin Yao

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…

Methodology · Statistics 2022-01-03 Corinne Emmenegger , Peter Bühlmann

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…

Methodology · Statistics 2024-09-12 Abhinandan Dalal , Patrick Blöbaum , Shiva Kasiviswanathan , Aaditya Ramdas

Recent advances in the literature have demonstrated that standard supervised learning algorithms are ill-suited for problems with endogenous explanatory variables. To correct for the endogeneity bias, many variants of nonparameteric…

Econometrics · Economics 2021-01-18 Edvard Bakhitov , Amandeep Singh

We provide a convergence analysis of deep feature instrumental variable (DFIV) regression (Xu et al., 2021), a nonparametric approach to IV regression using data-adaptive features learned by deep neural networks in two stages. We prove that…

Machine Learning · Statistics 2025-01-10 Juno Kim , Dimitri Meunier , Arthur Gretton , Taiji Suzuki , Zhu Li

Deep Metric Learning (DML) is a group of techniques that aim to measure the similarity between objects through the neural network. Although the number of DML methods has rapidly increased in recent years, most previous studies cannot…

Machine Learning · Computer Science 2022-12-02 Chenkang Zhang , Lei Luo , Bin Gu

A major limitation of machine learning (ML) prediction models is that they recover associational, rather than causal, predictive relationships between variables. In high-stakes automation applications of ML this is problematic, as the model…

Machine Learning · Computer Science 2025-11-04 Jianqiao Mao , Max A. Little

Instrumental variable methods are fundamental to causal inference when treatment assignment is confounded by unobserved variables. In this article, we develop a general nonparametric causal framework for identification and learning with…

Methodology · Statistics 2026-02-10 Shuyuan Chen , Peng Zhang , Yifan Cui

We develop algorithms for imitation learning from policy data that was corrupted by temporally correlated noise in expert actions. When noise affects multiple timesteps of recorded data, it can manifest as spurious correlations between…

Machine Learning · Computer Science 2022-02-04 Gokul Swamy , Sanjiban Choudhury , J. Andrew Bagnell , Zhiwei Steven Wu

Unlike parametric regression, machine learning (ML) methods do not generally require precise knowledge of the true data generating mechanisms. As such, numerous authors have advocated for ML methods to estimate causal effects.…

Methodology · Statistics 2020-05-15 Ashley I Naimi , Alan E Mishler , Edward H Kennedy

Instrumental variables (IVs) are widely used to estimate causal effects in the presence of unobserved confounding between exposure and outcome. An IV must affect the outcome exclusively through the exposure and be unconfounded with the…

One way to quantify exposure to air pollution and its constituents in epidemiologic studies is to use an individual's nearest monitor. This strategy results in potential inaccuracy in the actual personal exposure, introducing bias in…

Instrumental variable (IV) regression is a strategy for learning causal relationships in observational data. If measurements of input X and output Y are confounded, the causal relationship can nonetheless be identified if an instrumental…

Machine Learning · Computer Science 2020-07-17 Rahul Singh , Maneesh Sahani , Arthur Gretton

Deep Metric Learning (DML) approaches learn to represent inputs to a lower-dimensional latent space such that the distance between representations in this space corresponds with a predefined notion of similarity. This paper investigates how…

Computer Vision and Pattern Recognition · Computer Science 2020-09-09 Niall O' Mahony , Sean Campbell , Anderson Carvalho , Lenka Krpalkova , Gustavo Velasco-Hernandez , Daniel Riordan , Joseph Walsh

Instrumental variables (IV) regression is widely used to estimate causal treatment effects in settings where receipt of treatment is not fully random, but there exists an instrument that generates exogenous variation in treatment exposure.…

Econometrics · Economics 2021-08-10 Stephen Coussens , Jann Spiess

Instrumental variables (IVs) are crucial for addressing unobservable confounders, yet their stringent exogeneity assumptions pose significant challenges in networked data. Existing methods typically rely on modelling neighbour information…

Artificial Intelligence · Computer Science 2026-02-10 Zhirong Huang , Debo Cheng , Guixian Zhang , Yi Wang , Jiuyong Li , Shichao Zhang

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…

Econometrics · Economics 2024-11-05 Amilcar Velez

Deep reinforcement learning (DRL) requires the collection of interventional data, which is sometimes expensive and even unethical in the real world, such as in the autonomous driving and the medical field. Offline reinforcement learning…

Machine Learning · Computer Science 2023-06-12 Wenxuan Zhu , Chao Yu , Qiang Zhang

Standard imitation learning can fail when the expert demonstrators have different sensory inputs than the imitating agent. This is because partial observability gives rise to hidden confounders in the causal graph. In previous work, to work…

Machine Learning · Computer Science 2024-08-27 Risto Vuorio , Pim de Haan , Johann Brehmer , Hanno Ackermann , Daniel Dijkman , Taco Cohen

Recently, there has been a surge in methodological development for the difference-in-differences (DiD) approach to evaluate causal effects. Standard methods in the literature rely on the parallel trends assumption to identify the average…

Methodology · Statistics 2023-10-17 Pan Zhao , Yifan Cui