# Automatic Doubly Robust Forests

arXiv: https://arxiv.org/abs/2412.07184 · HTML: https://mlsanity.com/paper/2412.07184/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 6 of its 19 references that are in the map.
- First posted on arXiv 10 Dec 2024.

## Builds on (most cited first, 6 of 6)

- [A Unified Approach to Interpreting Model Predictions](https://mlsanity.com/paper/1705.07874/) (2017)
- [Estimation and Inference of Heterogeneous Treatment Effects using Random Forests](https://mlsanity.com/paper/1510.04342/) (2015)
- [Generalized Random Forests](https://mlsanity.com/paper/1610.01271/) (2016)
- [Double/Debiased/Neyman Machine Learning of Treatment Effects](https://mlsanity.com/paper/1701.08687/) (2017)
- [Orthogonal Random Forest for Causal Inference](https://mlsanity.com/paper/1806.03467/) (2018)
- [RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests](https://mlsanity.com/paper/2110.03031/) (2021)

## Abstract (arXiv)

This paper proposes the automatic Doubly Robust Random Forest (DRRF) algorithm for estimating the conditional expectation of a moment functional in the presence of high-dimensional nuisance functions. DRRF extends the automatic debiasing framework based on the Riesz representer to the conditional setting and enables nonparametric, forest-based estimation (Athey et al., 2019; Oprescu et al., 2019). In contrast to existing methods, DRRF does not require prior knowledge of the form of the debiasing term or impose restrictive parametric or semi-parametric assumptions on the target quantity. Additionally, it is computationally efficient in making predictions at multiple query points. We establish consistency and asymptotic normality results for the DRRF estimator under general assumptions, allowing for the construction of valid confidence intervals. Through extensive simulations in heterogeneous treatment effect (HTE) estimation, we demonstrate the superior performance of DRRF over benchmark approaches in terms of estimation accuracy, robustness, and computational efficiency.