惯性聚合 高效追踪和阅读你感兴趣的博客、新闻、科技资讯
阅读原文 在惯性聚合中打开

推荐订阅源

Google DeepMind News
Google DeepMind News
B
Blog RSS Feed
The GitHub Blog
The GitHub Blog
Recent Announcements
Recent Announcements
A
About on SuperTechFans
G
Google Developers Blog
aimingoo的专栏
aimingoo的专栏
U
Unit 42
WordPress大学
WordPress大学
Y
Y Combinator Blog
罗磊的独立博客
J
Java Code Geeks
Microsoft Azure Blog
Microsoft Azure Blog
腾讯CDC
博客园 - 叶小钗
Stack Overflow Blog
Stack Overflow Blog
Engineering at Meta
Engineering at Meta
Microsoft Security Blog
Microsoft Security Blog
GbyAI
GbyAI
V
V2EX
雷峰网
雷峰网
H
Hackread – Cybersecurity News, Data Breaches, AI and More
S
SegmentFault 最新的问题
酷 壳 – CoolShell
酷 壳 – CoolShell

stat.ML updates on arXiv.org

Adaptive multi-fidelity optimization with fast learning rates Enhancing AI and Dynamical Subseasonal Forecasts with Probabilistic Bias Correction Sample Complexity Bounds for Stochastic Shortest Path with a Generative Model The Harder Path: Last Iterate Convergence for Uncoupled Learning in Zero-Sum Games with Bandit Feedback Stylistic-STORM (ST-STORM) : Perceiving the Semantic Nature of Appearance Collective Kernel EFT for Pre-activation ResNets PRIM-cipal components analysis One-Shot Generative Flows: Existence and Obstructions Structural interpretability in SVMs with truncated orthogonal polynomial kernels Amortized Optimal Transport from Sliced Potentials MinShap: A Modified Shapley Value Approach for Feature Selection Unsupervised feature selection using Bayesian Tucker decomposition Multi-User mmWave Beam and Rate Adaptation via Combinatorial Satisficing Bandits Best of both worlds: Stochastic & adversarial best-arm identification Scalable Model-Based Clustering with Sequential Monte Carlo Expert-Guided Class-Conditional Goodness-of-Fit Scores for Interpretable Classification with Informative Missingness: An Application to Seismic Monitoring Lightweight Geometric Adaptation for Training Physics-Informed Neural Networks Gating Enables Curvature: A Geometric Expressivity Gap in Attention Zeroth-Order Optimization at the Edge of Stability Differentially Private Conformal Prediction CLion: Efficient Cautious Lion Optimizer with Enhanced Generalization Generative Augmented Inference Improving Machine Learning Performance with Synthetic Augmentation PAC-MCTS: Bias-Aware Pruning for Robust LLM-Guided Search and Planning Path-Sampled Integrated Gradients Heat and Matérn Kernels on Matchings Doubly Outlier-Robust Online Infinite Hidden Markov Model Momentum Further Constrains Sharpness at the Edge of Stochastic Stability Multistage Conditional Compositional Optimization BOAT: Navigating the Sea of In Silico Predictors for Antibody Design via Multi-Objective Bayesian Optimization
Propensity score models are better when post-calibrated
Rom Gutman, Ehud Karavani, Yishai Shimoni · 2022-11-03 · via stat.ML updates on arXiv.org

Theoretical guarantees for causal inference using propensity scores are partly based on the scores behaving like conditional probabilities. However, scores between zero and one, especially when outputted by flexible statistical estimators, do not necessarily behave like probabilities. We perform a simulation study to assess the error in estimating the average treatment effect before and after applying a simple and well-established post-processing method to calibrate the propensity scores. We find that post-calibration reduces the error in effect estimation for expressive uncalibrated statistical estimators, and that this improvement is not mediated by better balancing. The larger the initial lack of calibration, the larger the improvement in effect estimation, with the effect on already-calibrated estimators being very small. Given the improvement in effect estimation and that post-calibration is computationally cheap, we recommend it will be adopted when modelling propensity scores with expressive models.