arXiv Machine Learning

Orthogonal Learner for Estimating Heterogeneous Long-Term Treatment Effects

arXiv:2604. 00915v2 Announce Type: replace Abstract: Estimation of heterogeneous long-term treatment effects (HLTEs) is relevant for personalized decision-making in marketing, economics, and medicine, where short-term observational datasets are often combined with long-term observational datasets.

arXiv Statistics ML
Sep 7

On the Asymptotic Inadmissibility of Double Machine Learning Estimators Under Structure-Agnostic Models

The paper investigates Double Machine Learning (DML) estimators under structure‑agnostic (SA) models, which assume the data‑generating law lies within a neighborhood of fixed machine‑learning estimates. It shows that for two of three studied functionals—the quadratic functional in the Gaussian sequence model and the quadratic density integral functional—the DML estimators are asymptotically inadmissible, being dominated by second‑order empirical higher‑order influence function (HOIF) estimators. For the third functional, the expected conditional covariance, both DML and HOIF estimators remain minimax but neither dominates the other.

By Lin Liu, Rajarshi Mukherjee, James M Robins
arXiv Statistics ML
Sep 22

Doubly robust target inference for generalized linear regression with completely missing covariates

arXiv:2609.24086v1 Announce Type: cross Abstract: Large-scale multipurpose cohort studies and biobanks often omit covariates needed for specific downstream analyses. We study target-population infere...

By Huali Zhao (School of Mathematics and Statistics, Huazhong University of Science and Technology), Ke Deng (Department of Statistics and Data Science, Tsinghua University)
arXiv Machine Learning
Sep 10

Sharp Structure-Agnostic Minimax Risk for Partial Linear Models

arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).

By Haichen Hu, David Simchi-Levi
arXiv Machine Learning
Sep 4

Reliable Selection of Heterogeneous Treatment Effect Estimators

The paper introduces a method for selecting the best heterogeneous treatment effect (HTE) estimator from a set of candidates when the true treatment effect is unobserved. It frames estimator selection as a multiple testing problem and proposes a cross‑fitted, exponentially weighted test statistic that uses a two‑way sample splitting scheme to separate nuisance estimation from weight learning, ensuring stability for inference. The authors prove asymptotic familywise error rate control under mild conditions and demonstrate empirically that their procedure reduces false selections compared to common methods on ACIC 2016, IHDP, and Twins benchmarks.

By Jiayi Guo, Zijun Gao
arXiv Statistics ML
Aug 24

Double Machine Learning of Continuous Treatment Effects with Additive Instrumental Variables

The paper introduces a new framework for identifying average dose-response functions in the presence of unmeasured confounding by using instrumental variables. It defines a uniform regular weighting function and partitions the treatment space into open sets where local identification is possible. For estimation, the authors propose an augmented inverse probability weighted score within a debiased machine learning setting, along with practical guidance for constructing weighting functions, falsification tests for the additive IV condition, and asymptotic theory for kernel regression or empirical risk minimization estimators.

By Shuyuan Chen, Peng Zhang, Yifan Cui
arXiv Machine Learning
Aug 4

Transfer Learning of CATE with Kernel Ridge Regression

arXiv:2502. 11331v4 Announce Type: replace-cross Abstract: The proliferation of data has sparked significant interest in leveraging findings from one study to estimate treatment effects in a different target population without direct outcome observations.

By Seok-Jin Kim, Hongjie Liu, Molei Liu, Kaizheng Wang