Research
On-device research index

arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

Trend · papers per month

3917831,1741,565 · Jun 202019922001200920172026
48 results for Debiased machine learning

Develops a direct debiased machine learning framework using Bregman divergence.

problem Reduces bias in machine learning estimates of causal effects or structural models.
method Neyman targeted estimation and generalized Riesz regression using Bregman divergence.
result Improves estimation of parameters of interest in causal models.

A theorem for debiasing machine learning with finite sample guarantees.

problem Calculating confidence intervals for machine learning functionals.
method Debiased machine learning based on bias correction and sample splitting.
result Nonasymptotic debiased machine learning theorem with finite sample guarantees.

ScoreMatchingRiesz improves debiased machine learning and policy effects estimation.

problem Improving debiased machine learning and policy effects estimation.
method Score matching and Riesz representer estimation.
result Estimates policy path for continuous treatments, improving interpretability.

ADML combines debiased learning with data-driven model selection for efficient inference.

problem Debiased machine learning estimators can be unstable and biased in nonparametric models.
method Data-driven model selection techniques combined with debiased machine learning.
result ADML estimators yield superefficient inference for pathwise differentiable parameters.

The paper debiases machine learning predictions to correct bias in regression coefficients.

problem Bias in regression coefficients from machine learning predictions.
method Proposes an adversarial machine learning algorithm to de-bias predictions.
result Adversarial predictions recover true coefficients, while naive predictions are biased.

A debiasing method improves nonparametric regression's statistical properties.

problem Lack of theoretical guarantees for modern nonparametric regression methods.
method Model-free debiasing method incorporating a correction term.
result Debiased estimator satisfies pointwise and uniform risk convergence, asymptotic normality.

Unified framework for debiased machine learning using Riesz representer and Bregman divergence.

problem Estimating causal and structural parameters in machine learning.
method Generalized Riesz regression for fitting Riesz representer via Bregman divergence minimization.
result Automatic covariate balancing and Neyman orthogonality properties for debiased estimation.

The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.

problem Debiased machine learning requires a proper approach to balance covariates.
method The paper advocates for using Riesz regression with basis functions of X for balancing.
result Covariate balancing is only valid when the score-relevant regression error is a function of covariates alone.

Unified framework for automatic debiased machine learning for various statistical parameters.

problem Inference on smooth functionals of nonparametric M-estimands.
method Unified framework using gradient, Hessian, and linear approximation; solves two risk minimization problems.
result Efficient autoDML estimators with double robustness and robustness to misspecification.

Paper develops efficient DML estimators for multiway clustered data without cross-fitting.

problem Efficient inference in models with multiway clustered dependence.
method Neyman-orthogonal moment conditions combined with localisation-based empirical process approach.
result Valid inference achieved without cross-fitting, showing debiased GMM estimators are asymptotically linear and normal.

New method stabilizes machine learning predictions across random seeds.

problem Machine learning predictions vary across random seeds, causing instability.
method Introduces adaptive cross-bagging to eliminate seed dependence.
result Adaptive cross-bagging achieves targeted stability in debiased machine learning.

Automatic debiasing for causal and policy effects using Neural Nets and Random Forests.

problem Estimating causal and policy effects from high-dimensional or non-parametric regression functions.
method Automatic learning of Riesz representation using Neural Nets and Random Forests.
result Automatic debiasing method performs well compared to state-of-the-art algorithms.

Two approaches to directly estimating Riesz representer are shown to be numerically equivalent under certain conditions.

problem Estimating Riesz representer in semiparametric statistics.
method Two distinct optimization problems solved by automatic debiased machine learning and sieve methods for conditional moment models.
result Numerical equivalence of estimators under specific regularization schemes, but not for others.

New models can't beat existing ones, so debiasing methods only slightly reduce needed labels.

problem Limiting scalability in model evaluation due to self-preferencing biases.
method Study of debiasing methods using a few high-quality labels to reduce model judgments.
result Debiasing methods can't decrease required ground truth labels by more than half when the judge is no more accurate than the model.

COMMOD debiases models with minimal and interpretable changes.

problem Inconsistent and costly model updates in fair machine learning.
method Introduced COMMOD, a novel algorithm for algorithmic fairness that minimizes changes and makes them interpretable.
result COMMOD achieves comparable performance to state-of-the-art debiasing methods while making minimal and interpretable changes.

The paper automates policy learning for nonlinear welfare criteria using machine learning and debiasing techniques.

problem Learning optimal policies from observational data with nonlinear welfare criteria.
method Modeling a nonlinear welfare criterion with a utility function, estimating propensity scores with machine learning, and using sieve approximations and cross-validation for model selection.
result The proposed policy learning method satisfies oracle inequalities, providing theoretical guarantees on performance.

New strategy debiases synthetic data generated by DGMs for improved statistical inference.

problem Bias and imprecision in synthetic data generated by DGMs impede statistical convergence and inference.
method Debiasing strategy based on debiased and targeted machine learning.
result Enhanced convergence rates and accurate estimators with easily approximated variances.

New method for estimating treatment effects without complex propensity models.

problem Estimating treatment effects in dynamic treatment regimes.
method Recursive Riesz representer estimation for de-biasing corrections.
result Directly estimates de-biasing corrections without auxiliary models.

The paper debiases mini-batch approximations in deep learning for more accurate optimization and uncertainty quantification.

problem Bias in mini-batch approximations distorts the shape of quadratic approximations used in deep learning.
method Developed and evaluated debiasing strategies for mini-batch approximations.
result Debiasing strategies improve the accuracy of second-order optimization and uncertainty quantification in deep learning.

Proposes efficient estimators for weighted cumulative treatment effects in observational studies.

problem Inconsistent and inefficient estimators due to model misspecification and lack of overlap.
method Double/debiased machine learning for weighted cumulative causal effects.
result Proposed estimators are consistent, asymptotically linear, and reach semiparametric efficiency bounds.

Study improves statistical inference for CATEs using Lasso and DML.

problem Estimating and inferring CATEs in high-dimensional settings.
method Doubly robust estimator, Lasso regularization, debiased Lasso, DML.
result TDL (triple/debiased Lasso) achieves n\sqrt{n}-consistency and confidence intervals.

New method for valid prediction intervals in counterfactual outcomes with runtime confounding.

problem Valid prediction intervals for counterfactual outcomes under runtime confounding.
method Debiased machine learning framework grounded in semiparametric efficiency theory.
result Prediction intervals achieve desired coverage rates with faster convergence compared to standard methods.

Paper develops a distributed debiased estimator for sparse statistical inference.

problem High computational costs in debiased estimator construction for high-dimensional models.
method Develops a multi-round distributed debiased estimator using both labeled and unlabelled data.
result Unlabeled data improves statistical rate of each iteration in distributed setup.

We consider the problem of distributed multi-task learning, where each machine learns a separate, but related, task. Specifically, each machine learns a linear predictor in high-dimensional space,where all tasks share the same small support. We present a communication-efficient estimator based on the debiased lasso and…

2015-10-02abs ↗pdf ↗

Estimates impulse response functions using machine learning in time series data.

problem Estimating causal effects of discrete treatments over time with flexible models.
method Double/debiased machine learning for nonparametric time series data.
result Consistent and asymptotically normal estimator for impulse response functions.

As machine learning algorithms are increasingly deployed for high-impact automated decision making, ethical and increasingly also legal standards demand that they treat all individuals fairly, without discrimination based on their age, gender, race or other sensitive traits. In recent years much progress has been made …

2020-02-26abs ↗pdf ↗

Develops methods to identify and estimate causal effects with instrumental variables.

problem Causal inference with confounded treatment assignment and unobserved variables.
method General nonparametric causal framework, debiased machine learning, semiparametric theory.
result Consistent and asymptotically normal estimators for average treatment effect.

Unified theory and debiasing framework for random oblique projections in high dimensions.

problem Systematic statistical bias in random oblique projections induced by sampling.
method Unified non-asymptotic theory and debiasing framework.
result Sharp bias--variance characterizations and improved approximation accuracy.

The paper uses causal machine learning to optimize rework decisions in manufacturing.

problem Optimizing rework policies in manufacturing systems to balance yield improvement and rework costs.
method Proposes a causal model using double/debiased machine learning (DML) techniques to estimate conditional treatment effects and derive rework policies.
result Achieved a yield improvement of 2-3% during the color-conversion process of white LEDs.

The paper investigates how calibrating propensity scores improves DML estimates of average treatment effects.

problem Improving the accuracy of DML estimates in finite samples.
method Propensity score calibration within the Double/debiased machine learning framework.
result Calibrating propensity scores reduces the root mean squared error of DML estimates of average treatment effects in finite samples.

The paper uses machine learning to optimize rework policies in semiconductor manufacturing.

problem Optimizing rework steps to increase yield without increasing costs.
method Applied double/debiased machine learning (DML) to estimate treatment effects.
result Derived optimal rework policies and estimated their value empirically.

Estimates causal effects using machine learning for binary treatment and mediator.

problem Estimating direct and indirect quantile treatment effects under selection-on-observables.
method Double/debiased machine learning estimators based on efficient score functions.
result Uniform consistency and asymptotic normality of effect estimators.

The study corrects measurement error in evaluating health effects of multiple pollutants.

problem Bias in estimating health effects of air pollution constituents due to mismeasurement.
method Used a linear regression calibration model and extended DML approach to correct for measurement error.
result Identified two PM2.5 constituents (Br and Mn) that show a negative causal effect on cognitive function after correction.

Python package automates causal parameter estimation using Riesz regression.

problem Efficient estimation of causal and structural parameters.
method Automatic DML and generalized Riesz regression framework.
result Automatic construction of balancing link functions for generalized Riesz regression.

Estimates the effect of time-varying treatments using machine learning.

problem Estimating the impact of time-varying treatments over multiple periods.
method Difference-in-Differences framework with double/debiased machine learning.
result Higher vaccination rates reduce COVID-19 mortality after several weeks.