cross-fitting

Code for causal isotonic calibration for heterogeneous treatment effects (appeared in ICML, 2023)

Leakage-aware LendingClub default-risk prediction with logit, elastic net, CART, bagging, random forests, gains and lift screening, and cross-fitted DML.

Ensemble methods for learning features of heterogeneous treatment effects with valid downstream inference via repeated cross-fitting

Estimating causal treatment effects using Double Machine Learning (DoubleML), Interactive Regression Models, and Instrumental Variables with cross-fitting and orthogonalization

Double ML for time series data

Replication materials for: 'Part A - Expected Free Energy as a Structural Architecture of Individual Choice'