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cross-fitting

Here are 6 public repositories matching this topic...

Larsvanderlaan / causalCalibration

Code for causal isotonic calibration for heterogeneous treatment effects (appeared in ICML, 2023)

machine-learning calibration ate causal-inference cate heterogeneous-treatment-effects cross-fitting isotonic-calibration debiased

Updated Apr 15, 2026
Python

SadraDaneshvar / lendingclub-default-risk-screening

Leakage-aware LendingClub default-risk prediction with logit, elastic net, CART, bagging, random forests, gains and lift screening, and cross-fitted DML.

Updated Aug 12, 2026
R

brandon-behring / double_ml_time_series

Double ML for time series data

time-series econometrics causal-inference double-machine-learning cross-fitting

Updated Jun 21, 2026
Python

TheGreatBobster-ai / causal-machine-learning-doubleml

Estimating causal treatment effects using Double Machine Learning (DoubleML), Interactive Regression Models, and Instrumental Variables with cross-fitting and orthogonalization

data-science machine-learning econometrics policy-evaluation causal-inference treatment-effects instrumental-variable causal-machine-learning double-machine-learning cross-fitting debiased-machine-learning

Updated Jul 31, 2026
R

bfava / ensembleHTE

Ensemble methods for learning features of heterogeneous treatment effects with valid downstream inference via repeated cross-fitting

machine-learning r statistics econometrics ensemble-learning r-package causal-inference treatment-effects heterogeneous-treatment-effects cross-fitting

Updated Jul 31, 2026
R

mwoodfi / variational-architecture

Replication materials for: 'Part A - Expected Free Energy as a Structural Architecture of Individual Choice'

nonlinear-dynamics free-energy variational-inference hysteresis decision-theory behavioral-economics active-inference regime-shifts rational-inattention structural-modelling simulation-based-inference cross-fitting parameter-recovery bounded-rationality model-identifiability dynamic-choice epistemic-value identity-rigidity attractor-dynamics

Updated Jul 4, 2026
R

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