py-why / py-why/EconML

Question about a nearly perfect propensity model in doubly robust learning

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Description

As stated in the title, if the propensity model in doubly robust learning is nearly perfect, then the inverse propensity weight would be extremely high, causing Y^{DR}_{i,t} to be inaccurate and the resulting causal model to be inaccurate. I am sure I'm missing something here.
Screen Shot 2022-01-26 at 11 39 45 PM

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Research direction

No source files, tests, or entry points are mentioned. Start by reviewing the doubly robust learning explanation referenced by the issue and verify how nearly perfect propensity estimates affect inverse propensity weights and the resulting estimator. Done means providing a clear resolution to the conceptual question or identifying the documentation that needs clarification.

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Assessment

Domain
machine-learning
Issue type
Documentation
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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