The Bias-Variance Tradeoff of Doubly Robust Estimator with Targeted $L_1$ regularized Neural Networks Predictions

Mehdi Rostami, Olli Saarela, Michael Escobar

The Doubly Robust (DR) estimation of ATE can be carried out in 2 steps, where in the first step, the treatment and outcome are modeled, and in the second step the predictions are i…