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seminars:stat:220224

Statistics Seminar
Department of Mathematical Sciences

DATE:Thursday, February 24, 2022
TIME:1:15pm – 2:15pm
LOCATION:Zoom meeting
SPEAKER:Xinhai Zhang, Binghamton University
TITLE:Machine learning estimation of heterogeneous treatment effects with instruments


Abstract

Machine learning estimation of heterogeneous treatment effects with instruments Abstract: This talk focus on the estimation of heterogeneous treatment effects with arbitrary machine learning methods in the presence of unobserved confounders with the aid of a valid instrument. Such settings arise in A/B tests with an intent-to-treat structure, where the experimenter randomizes over which user will receive a recommendation to take an action, and we are interested in the effect of the downstream action. The authors of this paper develop a statistical learning approach to the estimation of heterogeneous effects, reducing the problem to the minimization of an appropriate loss function that depends on a set of auxiliary models (each corresponding to a separate prediction task). The reduction enables the use of all recent algorithmic advances (e.g. neural nets, forests).

seminars/stat/220224.txt · Last modified: 2022/02/03 14:18 by qyu