← Back to Machine Learning (Statistics) stat.ML
Can we estimate treatment effects better by accepting more bias?
Yihong Gu, Qishuo Yin, Tianxi Cai, Jianqing Fan
June 4, 2026
When using black-box ML models to estimate nuisance functions in causal inference, errors propagate multiplicatively under standard double machine learning—a foundational approach. This work proves you can do better by deliberately under-smoothing: accepting more approximation bias while reducing stochastic error lets first-order noise vanish entirely. The new estimator achieves rate n⁻¹/² + approximation error + (stochastic error)², instead of the usual linear multiplicative dependence. The insight extends to treatment effect and policy learning, suggesting popular orthogonal score methods leave substantial performance on the table.
Read the original paper →