mlsanityData to 7 Oct 2026

Augmented balancing weights as linear regression

arXiv 2304.14545 ↗First posted 27 Apr 2023stat.ME cs.LG econ.EMcited by 21

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Abstract (arXiv)

We provide a novel characterization of augmented balancing weights, also known as automatic debiased machine learning (AutoDML). These popular doubly robust or de-biased machine learning estimators combine outcome modeling with balancing weights - weights that achieve covariate balance directly in lieu of estimating and inverting the propensity score. When the outcome and weighting models are both linear in some (possibly infinite) basis, we show that the augmented estimator is equivalent to a single linear model with coefficients that combine the coefficients from the original outcome model and coefficients from an unpenalized ordinary least squares (OLS) fit on the same data. We see that, under certain choices of regularization parameters, the augmented estimator often collapses to the OLS estimator alone; this occurs for example in a re-analysis of the Lalonde 1986 dataset. We then extend these results to specific choices of outcome and weighting models. We first show that the augmented estimator that uses (kernel) ridge regression for both outcome and weighting models is equivalent to a single, undersmoothed (kernel) ridge regression. This holds numerically in finite samples and lays the groundwork for a novel analysis of undersmoothing and asymptotic rates of convergence. When the weighting model is instead lasso-penalized regression, we give closed-form expressions for special cases and demonstrate a ``double selection'' property. Our framework opens the black box on this increasingly popular class of estimators, bridges the gap between existing results on the semiparametric efficiency of undersmoothed and doubly robust estimators, and provides new insights into the performance of augmented balancing weights.

Key facts. Cited by 21 papers in the map (data through 7 Oct 2026). Builds on 34 of its 91 references that are in the map. First posted on arXiv 27 Apr 2023.

Builds on

34 of 91 references.

References · 34

  1. 2018Neural Tangent Kernel: Convergence and Generalization in Neural Networkscited by 2,597
  2. 2019Benign Overfitting in Linear Regressioncited by 544
  3. 2016Statistics of Robust Optimization: A Generalized Empirical Likelihood Approachcited by 182
  4. 2017Sobolev Norm Learning Rates for Regularized Least-Squares Algorithmcited by 113
  5. 2020An Introduction to Proximal Causal Learningcited by 91
  6. 2016Approximate Residual Balancing: De-Biased Inference of Average Treatment Effects in High Dimensionscited by 50
  7. 2021Causal Inference Under Unmeasured Confounding With Negative Controls: A Minimax Learning Approachcited by 43
  8. 2021RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forestscited by 42
  9. 2018Synthetic Difference in Differencescited by 41
  10. 2016Generalized Optimal Matching Methods for Causal Inferencecited by 39
  11. 2013Robust Inference on Average Treatment Effects with Possibly More Covariates than Observationscited by 38
  12. 2020Kernel Methods for Causal Functions: Dose, Heterogeneous, and Incremental Response Curvescited by 36
22 more
  1. 2016Covariate Balancing Propensity Score by Tailored Loss Functionscited by 34
  2. 2018De-Biased Machine Learning of Global and Local Parameters Using Regularized Riesz Representerscited by 34
  3. 2017Augmented Minimax Linear Estimationcited by 33
  4. 2019On Reproducing Kernel Banach Spaces: Generic Definitions and Unified Framework of Constructionscited by 29
  5. 2018The Augmented Synthetic Control Methodcited by 25
  6. 2021Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inferencecited by 20
  7. 2021The Balancing Act in Causal Inferencecited by 20
  8. 2017Minimal Dispersion Approximately Balancing Weights: Asymptotic Properties and Practical Considerationscited by 18
  9. 2021Causal Inference with Corrupted Data: Measurement Error, Missing Values, Discretization, and Differential Privacycited by 18
  10. 2022Hierarchical Shrinkage: improving the accuracy and interpretability of tree-based methodscited by 18
  11. 2017Regularized calibrated estimation of propensity scores with model misspecification and high-dimensional datacited by 15
  12. 2015Entropy balancing is doubly robustcited by 13
  13. 2019Balancing Covariates in Randomized Experiments with the Gram-Schmidt Walk Designcited by 13
  14. 2023Kernel-based off-policy estimation without overlap: Instance optimality beyond semiparametric efficiencycited by 6
  15. 2021Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimensioncited by 5
  16. 2022Outcome Assumptions and Duality Theory for Balancing Weightscited by 5
  17. 2019Double Robustness for Complier Parameters and a Semiparametric Test for Complier Characteristicscited by 4
  18. 2021Automatic Double Machine Learning for Continuous Treatment Effectscited by 4
  19. 2021On the implied weights of linear regression for causal inferencecited by 3
  20. 2021Multilevel calibration weighting for survey datacited by 2
  21. 2021Estimation of Partially Conditional Average Treatment Effect by Hybrid Kernel-covariate Balancingcited by 1
  22. 2022Soft calibration for selection bias problems under mixed-effects modelscited by 1

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Cited by year (2026 to 7 Oct)

Citing papers per year: 2023: 1; 2024: 3; 2025: 9; 2026: 8.

21 papers.

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  1. 2024On the Curses of Future and History in Future-dependent Value Functions for Off-policy Evaluationcited by 9
  2. 2024Stabilized Inverse Probability Weighting via Isotonic Calibrationcited by 8
  3. 2025Direct Bias-Correction Term Estimation for Average Treatment Effect Estimationcited by 8
  4. 2025Nearest Neighbor Matching as Least Squares Density Ratio Estimation and Riesz Regressioncited by 6
  5. 2025Automatic Debiased Machine Learning for Smooth Functionals of Nonparametric M-Estimandscited by 5
  6. 2025Direct Debiased Machine Learning via Bregman Divergence Minimizationcited by 5
  7. 2026Optimally taming biases in black-box models for efficient semiparametric estimationcited by 3
  8. 2025A Unified Theory for Causal Inference: Direct Debiased Machine Learning via Bregman-Riesz Regressioncited by 2
  9. 2025Riesz Regression As Direct Density Ratio Estimationcited by 2
  10. 2024Towards Representation Learning for Weighting Problems in Design-Based Causal Inferencecited by 1
  11. 2025Doubly Robust Fusion of Many Treatments for Policy Learningcited by 1
  12. 2026Efficient Inference after Directionally Stable Adaptive Experimentscited by 1
9 more
  1. 2026Optimal use of a black-box learner in semiparametric estimationcited by 1
  2. 2023A Stable and Efficient Covariate-Balancing Estimator for Causal Survival Effectscited by 0
  3. 2025Regularizing Extrapolation in Causal Inferencecited by 0
  4. 2025Semi-Supervised Treatment Effect Estimation with Unlabeled Covariates for Prediction-Powered Causal Inferencecited by 0
  5. 2026genriesz: A Python Package for Automatic Debiased Machine Learning with Generalized Riesz Regressioncited by 0
  6. 2026Two Approaches to Direct Estimation of Riesz Representerscited by 0
  7. 2026Covariate Balancing and Riesz Regression Should Be Guided by the Neyman Orthogonal Score in Debiased Machine Learningcited by 0
  8. 2026Shrinkage priors for Bayesian Substitute Confounderscited by 0
  9. 2026Target-Aware Linear Regression Under Distribution Shiftcited by 0