Causal inference and machine learning

This course explores modern methods at the intersection of machine learning 🤖 and causal inference 🔍, equipping students with both predictive and explanatory tools for high-dimensional data. It covers:

  • High-dimensional linear models 📊 for prediction and inference
  • Modern nonlinear methods 🌳 such as random forests and deep neural networks
  • Randomized controlled trials (RCTs) 🎲 as the gold standard for causal estimation
  • Causal DAGs 🔗 for representing and reasoning about causal relationships
  • Double/debiased machine learning ⚖️ for valid inference after ML model selection
  • Heterogeneous treatment effect estimation 🔀 using causal trees and forests
  • Feature engineering with deep learning 🛠️ for causal and predictive modeling
Discord Syllabus
Week Title Materials Recordings
1 Introduction to GitHub Lecture
Lab
Lecture
Lab
2 Refresh Linear Regression Lecture
Lab
Lecture
Lab
3 Partialling-out and Lasso Lecture
Lab
Lecture
Lab
4 Random Experiments Lecture
Lab
Lecture
Lab
5 Double Lasso Lecture
Lab i.
Lab ii.
Lecture
Lab i.
Lab ii.
6 DAGs Lecture
Lab
Lecture
Lab
7 Lecture 7
8 MIDTERM EXAM
9 Decision Trees Lecture
Lab
Lecture
Lab
10 Random Forest Lecture
Lab
Lecture
Lab
11 Debiased ML Lecture
Lab
Lecture
Lab
12 Neural-Networks Lecture
Lab
Lecture
Lab
13 Standard DiD Lecture
Lab
Lecture
Lab
14 CS DiD Lecture
Lab
Lecture
Lab
15 Lecture 15
16 FINAL EXAM
Time and location
Second Semester (August - December) 2025
Thrusday 7:30-9:20 | Friday 10.30-12:20
Class Meeting: JOIN
Laboratory Meeting: JOIN
Microsoft Teams
Course Materials