Automatic Debiased Machine Learning for Covariate Shifts
协变量分布偏移下的自动去偏机器学习
We present machine learning estimators for causal and predictive parameters under covariate shift, where covariate distributions differ between training and target populations. One such parameter is the average effect of a policy that alters the covariate distribution, such as a treatment modifying surrogate covariates used to predict long-term outcomes. Another example is the average treatment effect for a population with a shifted covariate distribution, like the effect of…