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Deep IV Jason Hartford (UBC) Deep IV Jason Hartford (UBC)

Deep IV Jason Hartford (UBC) - PowerPoint Presentation

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Uploaded On 2018-11-04

Deep IV Jason Hartford (UBC) - PPT Presentation

Greg Lewis MSR and NBER Matt Taddy MSR and Chicago Goal To work out how to use instrumental variables for counterfactual prediction using arbitrary machine learners To explore the practicalities of implementing this approach using deep neural nets ID: 713738

prediction linear data neural linear prediction neural data loss counterfactual demand gradient nets learn instrumental monte descent function heterogeneous variables stochastic standard

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