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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.
Published as Optimally taming biases in black-box models for efficient semiparametric estimation arXiv:2606.06368
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