Causal Inference, Machine Learning, Editors Pick, Bcn Causal Algo, Thoughts And Theory.
has been set to a smooth function with few parameters, that should in principle be well approximated by Random Forests. Distribution of θ₀-θ, naive estimator. Original here. The key observation for understanding this phenomena is that g₀(Z)≠𝔼[Y|Z]. Thus, it is not possible in general to get a good