Tuesday, February 1, 2022

This Friday: Whitney Newey on Debiased ML via NNs

 The next Chamberlain Seminar will take place on Friday, February 4, at noon ET / 5m London on Zoom. Whitney Newey (MIT) will present his work "Automatic Debiased Machine Learning via Neural Nets for Generalized Linear Regression" (with Victor Chernozhukov, Victor Quintas-Martinez, and Vasilis Syrgkanis; link 1link 2, abstract below). This week, Isaiah Andrews will be the moderator.

If you are interested in joining, you need to register here. After you register, Zoom will send you a link that you can use on Friday to join the seminar. If you cannot attend the seminar, we will upload a recording a few days later on our website.Abstract: We give debiased machine learners of parameters of interest that depend on generalized linear regressions, which regressions make a residual orthogonal to regressors. The parameters of interest include many causal and policy effects. We give neural net learners of the bias correction that are automatic in only depending on the object of interest and the regression residual. Convergence rates are given for these neural nets and for more general learners of the bias correction. We also give conditions for asymptotic normality and consistent asymptotic variance estimation of the learner of the object of interest.

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