Related papers: Double Machine Learning for Conditional Moment Res…
Online Internet platforms require sophisticated marketing strategies to optimize user retention and platform revenue -- a classical resource allocation problem. Traditional solutions adopt a two-stage pipeline: machine learning (ML) for…
Dynamic discrete choice models often discretize the state vector and restrict its dimension in order to achieve valid inference. I propose a novel two-stage estimator for the set-identified structural parameter that incorporates a…
Estimating causal effect using machine learning (ML) algorithms can help to relax functional form assumptions if used within appropriate frameworks. However, most of these frameworks assume settings with cross-sectional data, whereas…
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.…
Collaborative Metric Learning (CML) has recently emerged as a popular method in recommendation systems (RS), closing the gap between metric learning and collaborative filtering. Following the convention of RS, existing practices exploit…
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…
The partitioning of data for estimation and calibration critically impacts the performance of propensity score based estimators like inverse probability weighting (IPW) and double/debiased machine learning (DML) frameworks. We extend recent…
Adaptive causal representation learning from observational data is presented, integrated with an efficient sample splitting technique within the semiparametric estimating equation framework. The support points sample splitting (SPSS), a…
Model-based reinforcement learning is attractive for sequential decision-making because it explicitly estimates reward and transition models and then supports planning through simulated rollouts. In offline settings with hidden confounding,…
Given 2D point correspondences between an image pair, inferring the camera motion is a fundamental issue in the computer vision community. The existing works generally set out from the epipolar constraint and estimate the essential matrix,…
The double machine learning (DML) method combines the predictive power of machine learning with statistical estimation to conduct inference about the structural parameter of interest. This paper presents the R package `xtdml`, which…
Meta-learning offers a principled framework leveraging \emph{task-invariant} priors from related tasks, with which \emph{task-specific} models can be fine-tuned on downstream tasks, even with limited data records. Gradient-based…
This paper proposes a Lasso-type estimator for a high-dimensional sparse parameter identified by a single index conditional moment restriction (CMR). In addition to this parameter, the moment function can also depend on a nuisance function,…
When dealing with real-world optimization problems, decision-makers usually face high levels of uncertainty associated with partial information, unknown parameters, or complex relationships between these and the problem decision variables.…
In this work, we study distance metric learning (DML) for high dimensional data. A typical approach for DML with high dimensional data is to perform the dimensionality reduction first before learning the distance metric. The main…
Deep learning techniques are increasingly applied to scientific problems, where the precision of networks is crucial. Despite being deemed as universal function approximators, neural networks, in practice, struggle to reduce the prediction…
Video corpus moment retrieval~(VCMR) is the task of retrieving a relevant video moment from a large corpus of untrimmed videos via a natural language query. State-of-the-art work for VCMR is based on two-stage method. In this paper, we…
Causal machine learning (CML) has experienced increasing popularity in healthcare. Beyond the inherent capabilities of adding domain knowledge into learning systems, CML provides a complete toolset for investigating how a system would react…
This paper introduces a novel deep metric learning-based semi-supervised regression (DML-S2R) method for parameter estimation problems. The proposed DML-S2R method aims to mitigate the problems of insufficient amount of labeled samples…
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…