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Confounding bias is a key challenge in causal effect estimation from observational data. Double Machine Learning (DML) addresses this issue by estimating treatment and outcome nuisance functions, constructing treatment and outcome…

Machine Learning · Computer Science 2026-05-26 Guodu Xiang , Kui Yu , Yujie Wang , Richang Hong , Fuyuan Cao , Jiye Liang

Machine learning methods, particularly the double machine learning (DML) estimator (Chernozhukov et al., 2018), are increasingly popular for the estimation of the average treatment effect (ATE). However, datasets often exhibit unbalanced…

Econometrics · Economics 2024-06-12 Daniele Ballinari

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…

Machine Learning · Statistics 2022-08-18 Nathan Kallus , Xiaojie Mao , Masatoshi Uehara

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…

Econometrics · Economics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Xing Yan , Qi Wu , Shumin Ma , Zhiri Yuan , Dongdong Wang , Zhixiang Huang

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

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…

Econometrics · Economics 2024-09-04 Jonathan Fuhr , Dominik Papies

Chernozhukov, Chetverikov, Demirer, Duflo, Hansen, and Newey (2016) provide a generic double/de-biased machine learning (DML) approach for obtaining valid inferential statements about focal parameters, using Neyman-orthogonal scores and…

Unsupervised deep metric learning (UDML) focuses on learning a semantic representation space using only unlabeled data. This challenging problem requires accurately estimating the similarity between data points, which is used to supervise a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-25 Shubhang Bhatnagar , Narendra Ahuja

We propose a doubly robust inference method for causal effects of continuous treatment variables, under unconfoundedness and with nonparametric or high-dimensional nuisance functions. Our double debiased machine learning (DML) estimators…

Econometrics · Economics 2023-10-02 Kyle Colangelo , Ying-Ying Lee

Debiased machine learning (DML) offers an attractive way to estimate treatment effects in observational settings, where identification of causal parameters requires a conditional independence or unconfoundedness assumption, since it allows…

Econometrics · Economics 2022-06-16 Victor Quintas-Martinez

We investigate unsupervised anomaly detection for high-dimensional data and introduce a deep metric learning (DML) based framework. In particular, we learn a distance metric through a deep neural network. Through this metric, we project the…

Machine Learning · Computer Science 2020-05-13 Selim F. Yilmaz , Suleyman S. Kozat

Deep metric learning is an important area due to its applicability to many domains such as image retrieval and person re-identification. The main drawback of such models is the necessity for labeled data. In this work, we propose to…

Computer Vision and Pattern Recognition · Computer Science 2019-11-19 Xuefei Cao , Bor-Chun Chen , Ser-Nam Lim

This paper provides an introduction to Double/Debiased Machine Learning (DML). DML is a general approach to performing inference about a target parameter in the presence of nuisance functions: objects that are needed to identify the target…

Causal learning is the key to obtaining stable predictions and answering \textit{what if} problems in decision-makings. In causal learning, it is central to seek methods to estimate the average treatment effect (ATE) from observational…

Machine Learning · Statistics 2022-12-07 Yiyan Huang , Cheuk Hang Leung , Qi Wu , Xing Yan

Medical image segmentation has achieved remarkable advancements using deep neural networks (DNNs). However, DNNs often need big amounts of data and annotations for training, both of which can be difficult and costly to obtain. In this work,…

Computer Vision and Pattern Recognition · Computer Science 2021-10-19 Hengji Cui , Dong Wei , Kai Ma , Shi Gu , Yefeng Zheng

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

This paper reviews, applies and extends recently proposed methods based on Double Machine Learning (DML) with a focus on program evaluation under unconfoundedness. DML based methods leverage flexible prediction models to adjust for…

Econometrics · Economics 2022-06-06 Michael C. Knaus

Distance metric learning is successful in discovering intrinsic relations in data. However, most algorithms are computationally demanding when the problem size becomes large. In this paper, we propose a discriminative metric learning…

Machine Learning · Computer Science 2019-05-15 Jun Li , Xun Lin , Xiaoguang Rui , Yong Rui , Dacheng Tao

Debiased machine learning estimators for smooth functionals in nonparametric models can exhibit substantial variability and instability, often leading practitioners to instead rely on parametric or semiparametric working models. Such…

Methodology · Statistics 2026-03-20 Lars van der Laan , Marco Carone , Alex Luedtke , Mark van der Laan

Manifold learning (ML) aims to seek low-dimensional embedding from high-dimensional data. The problem is challenging on real-world datasets, especially with under-sampling data, and we find that previous methods perform poorly in this case.…

Machine Learning · Computer Science 2022-07-27 Zelin Zang , Siyuan Li , Di Wu , Ge Wang , Lei Shang , Baigui Sun , Hao Li , Stan Z. Li
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