Chapter 8 VI.8
Causal Machine Learning
Machine learning estimates the nuisance functions, and the estimator's structure is what makes the effect robust to getting them wrong.
Machine learning estimates the nuisance functions; structure makes the effect robust.
How this chapter is built
M3Load-bearing
The content is mathematics. Understanding is demonstrated by computation, not recall.
Five strands, not one. Mathematics is the spine; the other four are the body. A chapter cannot pay its way out of teaching with problems, nor out of problems with teaching.
Before you start
The problem
Flexible models fit the outcome and the treatment better than any parametric form. Plugging them into an effect estimate introduces a bias that does not vanish with sample size, and the repair is a change of estimator rather than of model.
What this chapter covers
- Heterogeneous treatment effects
- Causal forests
- Representation learning
- Neural causal models
- Causal discovery
Apparatus
The mathematics this chapter leans on, held in Book 0 so it can be assumed here without being taught here. Not a gate — follow a link when a step stops making sense.
Estimators, bias and variance 0.ST.01 · The bootstrap 0.ST.05 · The chain rule 0.MC.03
Notation
- 𝔼Expectation
- VarVariance
- θ̂An estimate, as against the quantity it estimates
- θAll parameters of a model, taken together
Propositions
Not yet written. The topics above are the plan for this chapter; each will become a proposition with its own figure.
Worked problems
0/5 problems0/4 variants0/10 exercisesowes 15 more
Not yet written. At M3 this chapter owes 5 worked problems across 4 distinct variants, and 10 exercises, every one with a published solution. The build enforces that from the day the chapter is marked published.