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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.

169,291 papers · 148 categories

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3977951,1921,589 · Jun 202019922001200920182026
48 results for orthogonal double machine learning

The paper uses double machine learning to estimate dynamic treatment effects robustly.

problem Estimating causal effects of dynamic treatments with time-varying covariates.
method Double machine learning with Neyman-orthogonal score functions for robustness.
result Asymptotic normality and n\sqrt{n}-consistency of the estimators under specific conditions.

Improves machine learning consistency with orthogonal moment equations.

problem Improving consistency of machine learning estimates with complex nuisance parameters.
method Employing Neyman-orthogonal moment equations to improve consistency from n1/4n^{-1/4} to n1/(2k+2)n^{-1/(2k+2)}.
result Second-order orthogonality can improve consistency to n1/(2k+2)n^{-1/(2k+2)}.

New convergence guarantees for learning with unknown nuisance parameters.

problem Learning problems with unknown nuisance parameters.
method Stochastic gradient optimization with Neyman orthogonality and approximately orthogonalized updates.
result Stochastic gradient algorithms can converge under conditions of nuisance parameters.

The paper develops methods to estimate treatment effects in sample selection models.

problem Evaluation of treatments when outcomes are only observed for a subpopulation due to sample selection or attrition.
method Combines selection-on-observables and instrumental variable assumptions with double machine learning for treatment evaluation.
result Proposed estimators are asymptotically normal and root-n consistent.

Double descent observed in tree-based models for genomic prediction.

problem Understanding the generalization behavior of tree-based models in machine learning.
method Systematic variation of model complexity in a genomic prediction task using whole-genome sequencing data.
result Double descent emerges only when complexity is scaled jointly across learner capacity and ensemble size.

New method for estimating global and local parameters using regularized Riesz representers.

problem Estimating global and local parameters in complex models robustly.
method Adaptive inference methods based on ℓ1 regularization, including Riesz representer as a nuisance parameter.
result Non-asymptotic and asymptotic uniform validity for honest confidence bands.

A method for interpreting SVMs using polynomial kernels, revealing model complexity.

problem Interpreting SVMs built with truncated orthogonal polynomial kernels.
method Orthogonal Representation Contribution Analysis (ORCA) with normalized Orthogonal Kernel Contribution (OKC) indices.
result The method reveals structural aspects of model complexity not captured by predictive accuracy.

A new DML method for continuous treatments uncovers causal mediation effects.

problem Estimating causal mediation effects with continuous treatments.
method Double machine learning (DML) algorithm using kernel-based doubly robust moment function.
result Asymptotic normality with nonparametric convergence rate for estimating mediated response curve.

Paper introduces GDR-learners for estimating potential outcomes from observational data.

problem Lack of theoretical property of general Neyman-orthogonality in deep generative models.
method Develops flexible GDR-learners based on various deep generative models.
result GDR-learners possess quasi-oracle efficiency and rate double robustness, asymptotically optimal.

New method offsets DML's error-compounding issue and provides more stable causal parameter estimates.

problem Estimating ATE from observational data with robustness and stability.
method Robust Causal Learning (RCL) method to offset DML's deficiencies.
result RCL estimators are more stable and perform better than DML and traditional estimators.

Serverless cloud computing speeds up double machine learning model estimation.

problem Efficiently estimating double machine learning models with minimal cloud resource management.
method Serverless computing with AWS Lambda for repeated cross-fitting.
result Demonstrates significant reduction in estimation times and costs.

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.

Method estimates dynamic treatment effects using machine learning and g-estimation.

problem Estimating treatment effects over time with multiple treatments and potential future outcomes.
method Double/debiased machine learning framework for dynamic treatment effects, extending Neyman orthogonal cross-fitted gg-estimation.
result Provides finite sample guarantees and allows for non-linear effect heterogeneity and high-dimensional parameterizations.

New algorithms reduce orthogonality constraint enforcement time in machine learning.

problem Efficiently solving orthogonality constraints in machine learning.
method Extending the landing algorithm to Stiefel manifold, incorporating stochastic and variance reduction techniques.
result All proposed methods achieve the same convergence rate as Riemannian counterparts enforcing constraints.

SHIFT improves robustness in estimating dose-response functions with heavy-tailed contamination.

problem Outliers bias estimates of average dose-response functions in heavy-tailed data.
method SHIFT combines cross-fit nuisance orthogonalization, Welsch-loss, and defensive OLS refit.
result SHIFT reduces RMSE from 1.03 to 0.33 on localized contamination test.

Generative models are reinterpreted in statistical terms, enabling better understanding and inference.

problem Insufficient interpretability of generative models in statistical terms.
method Flow matching and orthogonalization/cross-fitting in double/debiased machine learning.
result Generative models can be used to estimate nuisance components while maintaining inferential validity.

Improved machine learning performance through structured random orthogonal embeddings.

problem Improving accuracy and speed in machine learning applications.
method Structured random orthogonal matrices for dimensionality reduction and kernel approximation.
result Significant improvement in accuracy and speed compared to existing methods.

Double descent phenomenon explained in simple terms.

problem Understanding the surprising drop in test error in overparameterized models.
method Informal explanation using linear algebra and probability, visual intuition with polynomial regression, mathematical analysis with ordinary linear regression.
result Three factors create double descent: data undersampling, model size, and parameter count. Ablating any one of these factors prevents double descent.

Paper proposes double quantization to reduce communication in distributed machine learning.

problem High communication overhead in synchronizing stochastic gradients and model parameters in distributed training.
method Proposes double quantization for model parameters and gradients, and three communication-efficient algorithms.
result Established performance guarantees and demonstrated effective bit reduction without performance degradation.

A new algorithm POGO optimizes thousands of orthogonal matrices efficiently.

problem Optimizing thousands of orthogonal constraints at scale is computationally expensive.
method Revisits Landing algorithm, uses modern adaptive optimizers, reduces hyperparameters.
result POGO optimizes thousands of orthogonal matrices in minutes, outperforming alternatives.

New algorithms learn sparse set functions in non-orthogonal Fourier bases.

problem Learning sparse set functions in non-orthogonal Fourier bases.
method Novel algorithms using non-orthogonal Fourier transforms.
result At most nkklog2k+knk - k \log_2 k + k queries for kk non-zero Fourier coefficients.

New algorithm makes machine learning fairer by removing bias from data.

problem Reduces bias in machine learning models through orthogonal data transformation.
method Orthogonal to Bias (OB) algorithm based on structural causal models.
result Promotes counterfactual fairness without sacrificing model accuracy.

A machine learning method selects optimal orthonormal bases for functional data analysis.

problem Lack of formal criteria for choosing initial orthonormal bases in functional data methods.
method Proposes a machine learning algorithm to learn and place knots for efficient orthogonal spline bases (splinets).
result Demonstrates efficiency, especially for sparse functional data and complex physical systems.

Most modern supervised statistical/machine learning (ML) methods are explicitly designed to solve prediction problems very well. Achieving this goal does not imply that these methods automatically deliver good estimators of causal parameters. Examples of such parameters include individual regression coefficients, avera…

2016-07-30abs ↗pdf ↗

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 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.

New estimator optimizes black-box model errors in semiparametric estimation.

problem How nuisance estimation errors affect low-dimensional target parameters in semiparametric models.
method Proposed a new estimator achieving a sharper rate of convergence.
result The first-order stochastic error of nuisance estimation can be eliminated.

Unified approach to decomposing commutative n-ary superalgebras with skew-symmetric forms.

problem Decomposing commutative n-ary superalgebras with skew-symmetric invariant forms.
method Unified approach using derived bracket formalism and inductive orthogonal sums and generalized double extensions.
result Any commutative n-ary superalgebra with a skew-symmetric invariant form can be obtained by inductive orthogonal sums and generalized double extensions.