השוואת שיטות

	משתנים חסויים משופרים בלמידת מכונה (ML-IV)	רגרסיית לאסו
תחום	הסקה סיבתית	למידת מכונה
משפחה	Regression model	Machine learning
שנת המקור	2012-2018	1996
הוגה השיטה	Belloni, Chernozhukov & Hansen; Chernozhukov et al.	Tibshirani, R.
סוג	Causal inference / semi-parametric estimation	Regularized linear regression (L1 penalty)
מקור מכונן	Chernozhukov, 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.	Tibshirani, R. (1996). Regression Shrinkage and Selection via the Lasso. Journal of the Royal Statistical Society: Series B, 58(1), 267–288.
כינויים	ML-IV, MLIV, Double/Debiased ML with IV, DML-IV	LASSO Regresyonu, lasso, L1-regularized regression, L1 regularization
קשורות	4	4
תקציר	Machine learning-augmented instrumental variables combines the causal identification power of classical IV with modern high-dimensional machine learning — using methods such as LASSO, random forests, or neural networks to select valid instruments and model nuisance functions, thereby improving first-stage fit and enabling valid inference even when the number of potential instruments or controls is large relative to the sample size.	Lasso regression, introduced by Robert Tibshirani in 1996, is a linear regression method that adds an L1 penalty to the loss so that it shrinks coefficients and performs variable selection at the same time, producing a sparse model. By driving some coefficients exactly to zero it keeps only the predictors that matter.