Abstrakt
Double machine learning (DML) is becoming an increasingly popular tool for automatic model selection in high-dimensional settings. Paul Hünermund discusses that DML is very sensitive to the inclusion of even a few “bad controls” in the covariate space.
Originalsprog | Engelsk |
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Publikationsdato | 20 apr. 2022 |
Udgivelsessted | London |
Publikationsmedier | Video |
Størrelse | 05:54 |
Status | Udgivet - 20 apr. 2022 |