相关论文: Double and Single Descent in Causal Inference with…
The synthetic control method is a an econometric tool to evaluate causal effects when only one unit is treated. While initially aimed at evaluating the effect of large-scale macroeconomic changes with very few available control units, it…
In this work, we consider causal inference in various high-dimensional treatment settings, including for single multi-valued treatments and vector treatments with binary or continuous components, when the number of treatments can be…
To infer the treatment effect for a single treated unit using panel data, synthetic control methods construct a linear combination of control units' outcomes that mimics the treated unit's pre-treatment outcome trajectory. This linear…
Combining empirical risk minimization with capacity control is a classical strategy in machine learning when trying to control the generalization gap and avoid overfitting, as the model class capacity gets larger. Yet, in modern deep…
This paper examines methods of causal inference based on groupwise matching when we observe multiple large groups of individuals over several periods. We formulate causal inference validity through a generalized matching condition,…
As the development of measuring instruments and computers has accelerated the collection of massive amounts of data, functional data analysis (FDA) has experienced a surge of attention. The FDA methodology treats longitudinal data as a set…
Double descent is a surprising phenomenon in machine learning, in which as the number of model parameters grows relative to the number of data, test error drops as models grow ever larger into the highly overparameterized (data…
This paper extends the literature on the theoretical properties of synthetic controls to the case of non-linear generative models, showing that the synthetic control estimator is generally biased in such settings. I derive a lower bound for…
Synthetic control (SC) methods have been widely applied to estimate the causal effect of large-scale interventions, e.g., the state-wide effect of a change in policy. The idea of synthetic controls is to approximate one unit's…
We show that a variety of modern deep learning tasks exhibit a "double-descent" phenomenon where, as we increase model size, performance first gets worse and then gets better. Moreover, we show that double descent occurs not just as a…
Proper hyperparameter tuning is essential for achieving optimal performance of modern machine learning (ML) methods in predictive tasks. While there is an extensive literature on tuning ML learners for prediction, there is only little…
Conventional statistical wisdom established a well-understood relationship between model complexity and prediction error, typically presented as a U-shaped curve reflecting a transition between under- and overfitting regimes. However,…
`Double descent' delineates the generalization behaviour of models depending on the regime they belong to: under- or over-parameterized. The current theoretical understanding behind the occurrence of this phenomenon is primarily based on…
Data scarcity drives the need for more sample-efficient large language models. In this work, we use the double descent phenomenon to holistically compare the sample efficiency of discrete diffusion and autoregressive models. We show that…
We introduce a framework for estimating causal effects of binary and continuous treatments in high dimensions. We show how posterior distributions of treatment and outcome models can be used together with doubly robust estimators. We…
We investigate the optimal design of experimental studies that have pre-treatment outcome data available. The average treatment effect is estimated as the difference between the weighted average outcomes of the treated and control units. A…
Causal inference has received great attention across different fields from economics, statistics, education, medicine, to machine learning. Within this area, inferring causal effects at individual level in observational studies has become…
Recently, the benefit of heavily overparameterized models has been observed in machine learning tasks: models with enough capacity to easily cross the \emph{interpolation threshold} improve in generalization error compared to the classical…
This paper studies inference on treatment effects in panel data settings with unobserved confounding. We model outcome variables through a factor model with random factors and loadings. Such factors and loadings may act as unobserved…
Synthetic control (SC) methods are commonly used to estimate the treatment effect on a single treated unit in panel data settings. An SC is a weighted average of control units built to match the treated unit, with weights typically…