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Dvojité strojové učení×Dvojitě robustní odhad (AIPW)×Heterogenní léčebné účinky (CATE / Meta-Learners)×Random Forest×
OborKauzální inferenceKauzální inferenceKauzální inferenceStrojové učení
RodinaMachine learningRegression modelRegression modelMachine learning
Rok vzniku2018200520182001
TvůrceVictor Chernozhukov et al.Robins & Rotnitzky; Bang & RobinsWager & Athey (causal forest); Künzel et al. (meta-learners)Breiman, L.
TypSemiparametric causal estimationSemiparametric causal estimatorCausal machine-learning frameworkEnsemble (bagging of decision trees)
Původní zdrojChernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W., & Robins, J. (2018). Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21(1), C1–C68. DOI ↗Robins, J. M. & Rotnitzky, A. (1995). Semiparametric Efficiency in Multivariate Regression Models with Missing Data. Journal of the American Statistical Association, 90(429), 122-129. DOI ↗Wager, S. & Athey, S. (2018). Estimation and Inference of Heterogeneous Treatment Effects using Random Forests. Journal of the American Statistical Association. DOI ↗Breiman, L. (2001). Random Forests. Machine Learning, 45, 5–32. DOI ↗
Další názvyDebiased Machine Learning, Neyman Orthogonal Score Estimation, Partialing-Out Lasso, Çift Makine ÖğrenmesiAIPW, augmented inverse probability weighting, doubly robust estimator, Çift Gürbüz Kestirici (Augmented IPW / AIPW)conditional average treatment effect, CATE, meta-learners, causal forestRastgele Orman (Random Forest), rastgele orman, random decision forest, bagged tree ensemble
Příbuzné3554
ShrnutíDouble/Debiased Machine Learning (DML), introduced by Chernozhukov et al. (2018), is a semiparametric framework for estimating causal or structural parameters in the presence of high-dimensional controls. It uses flexible machine learning methods to model nuisance functions—the conditional expectations of the outcome and the treatment given covariates—and then constructs a debiased estimator of the target parameter that achieves root-n consistency and valid inference despite the regularization bias inherent in high-dimensional settings.Doubly Robust Estimation, also called Augmented Inverse Probability Weighting (AIPW), is a semiparametric method for estimating causal treatment effects that combines an outcome regression model with a propensity (treatment) model. Developed in the work of Robins & Rotnitzky (1995) and Bang & Robins (2005), it stays consistent as long as at least one of the two models is correctly specified.Heterogeneous Treatment Effects is a machine-learning framework that estimates how a treatment effect varies across individuals — the conditional average treatment effect (CATE). It bundles meta-learner strategies such as the T-Learner, S-Learner, X-Learner and R-Learner alongside the causal forest of Wager and Athey (2018) and Künzel et al. (2019).Random Forest is an ensemble learning method, introduced by Leo Breiman in 2001, that grows many decision trees on bootstrap samples of the data and combines their votes to produce strong classification and regression. By pooling many slightly different trees, it produces more accurate and more stable predictions than any single tree.
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ScholarGatePorovnat metody: Double Machine Learning · Doubly Robust Estimation · Heterogeneous Treatment Effects · Random Forest. Získáno 2026-06-18 z https://scholargate.app/cs/compare