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DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python

Philipp Bach, Victor Chernozhukov, Malte S. Kurz, Martin Spindler

arXiv 7 Apr 2021 · Statistics — Machine Learning · publishedJournal of Statistical Software (2024) · 36 citations (OpenAlex)

arXiv:2104.03220 · PDF · DOI · OpenAlex · Extracted main text

Abstract

DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionalities for valid statistical inference on causal parameters when the estimation of nuisance parameters is based on machine learning methods. The object-oriented implementation of DoubleML provides a high flexibility in terms of model specifications and makes it easily extendable. The package is distributed under the MIT license and relies on core libraries from the scientific Python ecosystem: scikit-learn, numpy, pandas, scipy, statsmodels and joblib. Source code, documentation and an extensive user guide can be found at https://github.com/DoubleML/doubleml-for-py and https://docs.doubleml.org.

Citation extraction

17
references
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in-text mentions
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distinct cited
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main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1V. Chernozhukov, D. Chetverikov, M. Demirer, E. Duflo, C. Hansen, W.… (2018) Double/debiased machine learning for treatment and structural parameters1.00055100%
2F. Pedregosa, G. Varoquaux, A. Gramfort, V. Michel, B. Thirion, O. G… (2011) Scikit-learn: Machine learning in Python0.84333100%
3N.-C. Chang (2020) Double/debiased machine learning for difference-in-differences models0.64422100%
4L. Mackey, V. Syrgkanis, and I. Zadik (2018) Orthogonal machine learning: Power and limitations0.64422100%
5P. Bach, V. Chernozhukov, M. S. Kurz, and M. Spindler (2021) DoubleML – An object-oriented implementation of double machine learning in R, 2021 self0.40511100%
6H. Chen, T. Harinen, J.-Y. Lee, M. Yung, and Z. Zhao (2002) CausalML: Python package for causal machine learning, 20200.40511100%
7H. D. Chiang, K. Kato, Y. Ma, and Y. Sasaki (2021) Multiway cluster robust double/debiased machine learning0.40511100%
8K. Battocchi, E. Dillon, M. Hei, G. Lewis, P. Oka, M. Oprescu, and V… (2021) EconML: A Python Package for ML-Based Heterogeneous Treatment Effects Estimation0.40511100%
9N. Kallus and M. Uehara (2020) Double reinforcement learning for efficient off-policy evaluation in markov decision processes0.40511100%
10M. S. Kurz (2021) Distributed double machine learning with a serverless architecture self0.40511100%

Showing the top 10 of 17 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Sensitivity Analysis for Causal ML: A Use Case at Booking.com0.73732
2On the Asymptotic Properties of Debiased Machine Learning Estimators0.64422
3genriesz: A Python Package for Automatic Debiased Machine Learning with Generalized Riesz Regression0.64422
4Double Machine Learning and Automated Model Selection: A Cautionary Tale0.40511
5DoubleMLDeep: Estimation of Causal Effects with Multimodal Data0.40511
6Hyperparameter Tuning for Causal Inference with Double Machine Learning: A Simulation Study0.40511
7Management Decisions in Manufacturing using Causal Machine Learning – To Rework, or not to Rework?0.40511
8Residualised Treatment Intensity and the Estimation of Average Partial Effects0.40511
9Calibration Strategies for Robust Causal Estimation: Theoretical and Empirical Insights on Propensity Score-Based Estimators0.40511
10An Introduction to Double/Debiased Machine Learning0.40511