Machine Learning Estimation of Heterogeneous Treatment Effects with Instruments

2 code implementations • NeurIPS 2019 • Vasilis Syrgkanis, Victor Lei, Miruna Oprescu, Maggie Hei, Keith Battocchi, Greg Lewis

We 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).

BIG-bench Machine Learning