相关论文: RHALE: Robust and Heterogeneity-aware Accumulated …

Accumulated Local Effect (ALE) is a method for accurately estimating feature effects, overcoming fundamental failure modes of previously-existed methods, such as Partial Dependence Plots. However, ALE's approximation, i.e. the method for…

Accumulated Local Effects (ALE) is a model-agnostic approach for global explanations of the results of black-box machine learning (ML) algorithms. There are at least three challenges with conducting statistical inference based on ALE:…

Fairness is steadily becoming a crucial requirement of Machine Learning (ML) systems. A particularly important notion is subgroup fairness, i.e., fairness in subgroups of individuals that are defined by more than one attributes. Identifying…

The average treatment effect (ATE) is popularly used to assess the treatment effect. However, the ATE implicitly assumes a homogenous treatment effect even amongst individuals with different characteristics. In this paper, we mainly focus…

In many machine learning contexts, tasks are often treated as interconnected components with the goal of leveraging knowledge transfer between them, which is the central aim of Multi-Task Learning (MTL). Consequently, this multi-task…

The Highly-Adaptive-Lasso(HAL)-TMLE is an efficient estimator of a pathwise differentiable parameter in a statistical model that at minimal (and possibly only) assumes that the sectional variation norm of the true nuisance parameters are…

Randomized controlled experiment has long been accepted as the golden standard for establishing causal link and estimating causal effect in various scientific fields. Average treatment effect is often used to summarize the effect…

Spatial regression is widely used for modeling the relationship between a dependent variable and explanatory covariates. Oftentimes, the linear relationships vary across space, when some covariates have location-specific effects on the…

Modeling distributions of covariates, or density estimation, is a core challenge in unsupervised learning. However, the majority of work only considers the joint distribution, which has limited utility in practical situations. A more…

The modifiable areal unit problem and the ecological fallacy are known problems that occur when modeling multiscale spatial processes. We investigate how these forms of spatial aggregation error can guide a regionalization over a spatial…

Conditional Average Treatment Effect (CATE) estimation, at the heart of counterfactual reasoning, is a crucial challenge for causal modeling both theoretically and applicatively, in domains such as healthcare, sociology, or advertising.…

A central goal of causal inference is to detect and estimate the treatment effects of a given treatment or intervention on an outcome variable of interest, where a member known as the heterogeneous treatment effect (HTE) is of growing…

We study targeted maximum likelihood estimation (TMLE) of the average treatment effect in a semiparametric regression model whose mean function is indexed by a finite-dimensional parameter, while the additive error distribution is left…

In health and social sciences, it is critically important to identify subgroups of the study population where there is notable heterogeneity of treatment effects (HTE) with respect to the population average. Decision trees have been…

Global feature effects such as partial dependence (PD) and accumulated local effects (ALE) plots are widely used to interpret black-box models. However, they are only estimates of true underlying effects, and their reliability depends on…

Average partial effects (APEs) are often not point identified in panel models with unrestricted unobserved individual heterogeneity, such as a binary response panel model with fixed effects and logistic errors as a special case. This lack…

This paper addresses the long-standing challenge of estimating the leverage effect from high-frequency data contaminated by dependent, non-Gaussian microstructure noise. We depart from the conventional reliance on pre-averaging or…

This paper studies a class of linear panel models with random coefficients. We do not restrict the joint distribution of the time-invariant unobserved heterogeneity and the covariates. We investigate identification of the average partial…

This paper introduces R-OLS, an estimator for the average partial effect (APE) of a continuous treatment variable on an outcome variable in the presence of non-linear and non-additively separable confounding of unknown form. Identification…

We study the application of the grouped fixed effects approach to binary choice models for panel data in presence of severe complete separation. Through data loss, complete separation may lead to biased estimates of Average Partial Effects…