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 |
|---|---|
| Publication date | 20 Apr 2022 |
| Place of Publication | London |
| Media of output | Video |
| Size | 05:54 |
| Publication status | Published - 20 Apr 2022 |
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