Abstract
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.
Original language | English |
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Publication date | 20 Apr 2022 |
Place of Publication | London |
Media of output | Video |
Size | 05:54 |
Publication status | Published - 20 Apr 2022 |