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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
Improving the Finite Sample Estimation of Average Treatme...
Daniele Ballinari, Nora Bearth · 2024-09-08 · via stat.ML updates on arXiv.org

In the last decade, machine learning techniques have gained popularity for estimating causal effects. One machine learning approach that can be used for estimating an average treatment effect is Double/debiased machine learning (DML) (Chernozhukov et al., 2018). This approach uses a double-robust score function that relies on the prediction of nuisance functions, such as the propensity score, which is the probability of treatment assignment conditional on covariates. Estimators relying on double-robust score functions are highly sensitive to errors in propensity score predictions. Machine learners increase the severity of this problem as they tend to over- or underestimate these probabilities. Several calibration approaches have been proposed to improve probabilistic forecasts of machine learners. This paper investigates the use of probability calibration approaches within the DML framework. Simulation results demonstrate that calibrating propensity scores may significantly reduces the root mean squared error of DML estimates of the average treatment effect in finite samples. We showcase it in an empirical example and provide conditions under which calibration does not alter the asymptotic properties of the DML estimator.