Causal Machine Learning

Causal ML
Lecture Notes
Heterogeneous Effects

This course focuses on causal questions where modern machine learning is useful after the estimand is clear. Flexible models enter the workflow when they solve real causal problems such as modeling nuisance functions, estimating heterogeneous effects, learning treatment policies, evaluating logged decisions, and validating decision rules.

The objective is to connect machine learning power to causal discipline. By the end of the course, a reader should be able to explain what CATE and uplift models estimate, compare meta-learners and causal forests, understand Double ML as an orthogonalization strategy, design policy-learning workflows, and recognize why validation for causal ML is different from ordinary prediction validation.

Scatter plots comparing predicted uplift to true uplift

Figure: Predicted uplift against true uplift, showing why causal ML is judged by treatment-effect recovery and policy value (adapted from Lecture 02: CATE and Uplift Modeling).

Lecture Sequence

02. CATE and Uplift Modeling

This lecture develops CATE and Uplift Modeling with examples that make assumptions, diagnostics, and interpretation visible.

04. Causal Forests

This lecture studies causal forests through heterogeneity, honest splitting, uncertainty, and treatment-targeting diagnostics.

05. Double/Debiased Machine Learning

This lecture frames Double/Debiased Machine Learning as a decision problem and asks what evidence can be trusted, challenged, and communicated.

07. Off-Policy Evaluation

This lecture applies Off-Policy Evaluation with emphasis on diagnostics, tradeoffs, and evidence limits.

08. Causal ML Model Validation

This lecture develops Causal ML Model Validation as a practical pattern for analysis, diagnostics, and decision support.