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Heterogeneous effects / DML · community showcase

Unofficial community showcase of EconML (Microsoft Research, ALICE team). Not affiliated with the authors; all credit to them. Docs: econml.azurewebsites.net

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Heterogeneous

Heterogeneous effects with causal-forest double ML (EconML)

Double machine learning with a forest final stage: partial out nuisance with flexible learners, then read the conditional effect τ(x) — with valid confidence intervals.

@econml 12 1k views