Double Machine Learning(DML algo slides)

最近在写一些个人总结,其中部分章节有关算法的总结,拿出来分享。

这次是Double Machine Learning相关的总结slides,参考文献如下:

  1. Díaz, Iván. "Machine learning in the estimation of causal effects: targeted minimum loss-based estimation and double/debiased machine learning." Biostatistics 21.2 (2020): 353-358.
  2. Chernozhukov, Victor, Whitney K. Newey, and James Robins. Double/de-biased machine learning using regularized Riesz representers. No. CWP15/18. cemmap working paper, 2018.
  3. Belloni, Alexandre, et al. "Program evaluation and causal inference with high‐dimensional data." Econometrica 85.1 (2017): 233-298.
  4. Belloni, Alexandre, et al. "Uniformly valid post-regularization confidence regions for many functional parameters in z-estimation framework." Annals of statistics 46.6B (2018): 3643.
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