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DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R. (arXiv:2103.09603v3 [stat.ML] UPDATED)
cs.LG updates on arXiv.org arxiv.org
The R package DoubleML implements the double/debiased machine learning
framework of Chernozhukov et al. (2018). It provides functionalities to
estimate parameters in causal models based on machine learning methods. The
double machine learning framework consist of three key ingredients: Neyman
orthogonality, high-quality machine learning estimation and sample splitting.
Estimation of nuisance components can be performed by various state-of-the-art
machine learning methods that are available in the mlr3 ecosystem. DoubleML
makes it possible to perform inference in a variety of causal …
arxiv implementation learning machine machine learning ml object-oriented