22-30.107 Causal Machine Learning

Course offering details

Instructors: Prof. Dr. Jan Marcus

Event type: Interactive class

Displayed in timetable as:

Hours per week: 3

Credits: 6,0

Language of instruction: English

Min. | Max. participants: - | 45

Comments/contents:
The course consists of three main parts.The first part provides an introduction to causality and the counterfactual framework, while the second part deals with basics in supervised machine learning. The third part combines the first two parts by discussing how machine learning can contribute to the identification of causal effects.


Structure

1. Causality


  • The counterfactual framework
  • Causal graphs (DAGs)
  • Designs that control for confounding

2. (Supervised) Machine learning

  • General introduction
  • Shrinkage methods
  • Tree-based methods

3. Causal machine learning

  • Homogenous effects

    • Post-double-selection
    • Double-Machine-Learning

  • Heterogeneous effects

    • Group Average Treatment Effects (GATEs)
    • Causal trees/forests


In the course, students will also learn how to implement specific procedures in statistical software packages.


Type of course
This course is planned as a face-to-face meeting (i.e., in-classroom teaching).


Course requirements

  • Student presentation
  • Active participation
  • Seminar paper

Appointments
Date From To Room Instructors
1 Mon, 11. Oct. 2021 13:00 16:00 WiWi 2101/2105 Prof. Dr. Jan Marcus
2 Mon, 18. Oct. 2021 13:00 16:00 WiWi 2091/2201 Prof. Dr. Jan Marcus
3 Mon, 25. Oct. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
4 Mon, 1. Nov. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
5 Mon, 8. Nov. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
6 Mon, 15. Nov. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
7 Mon, 22. Nov. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
8 Mon, 29. Nov. 2021 13:00 16:00 VMP 5, 0031 (Syntagma - frühere Raumnr. C0022) Prof. Dr. Jan Marcus
9 Mon, 6. Dec. 2021 13:00 16:00 digital Prof. Dr. Jan Marcus
10 Mon, 13. Dec. 2021 13:00 16:00 digital Prof. Dr. Jan Marcus
11 Mon, 3. Jan. 2022 13:00 16:00 digital Prof. Dr. Jan Marcus
12 Mon, 10. Jan. 2022 13:00 16:00 digital Prof. Dr. Jan Marcus
13 Mon, 17. Jan. 2022 13:00 16:00 digital Prof. Dr. Jan Marcus
14 Mon, 24. Jan. 2022 13:00 16:00 digital Prof. Dr. Jan Marcus
Exams in context of modules
Module (start semester)/ Course Exam Date Instructors Compulsory pass
22-3.E84 Causal Machine Learning (WiSe 21/22) / 22-3.e84  Causal Machine Learning 1  Paper and presentation Time tbd Prof. Dr. Jan Marcus Yes
Course specific exams
Description Date Instructors Mandatory
1. Paper and presentation Time tbd Yes
Class session overview
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Instructors
Prof. Dr. Jan Marcus