arXiv:2602.17543stat.MLcs.LG2026-02

自动去偏机器学习工具包,让因果推断更简单可靠。

genriesz: A Python Package for Automatic Debiased Machine Learning with Generalized Riesz Regression

  • 用广义里兹回归统一处理多种估计方法
  • 自动平衡回归器,确保估计结果无偏
  • 适合做因果推断的研究者和工程师

利用里兹表示定理和去偏机器学习(DML),可自动化高效估计因果与结构参数。我们提出 genriesz,一个开源 Python 包,实现自动 DML 和广义里兹回归——通过最小化经验 Bregman 散度来估计里兹表示子的统一框架。该框架包含协变量平衡、近邻匹配、校准估计和密度比估计等特例。包的核心设计原则是自动回归器平衡(ARB):给定 Bregman 生成函数 $g$ 与表示子模型类,genriesz 会自动构建兼容链接函数,使广义里兹回归估计量在用户指定基下满足平衡(矩匹配)最优性条件。包提供模块化接口,支持(i)通过黑箱评估算子定义目标线性泛函,(ii)通过基函数(多项式、RKHS 近似、随机森林叶编码、神经嵌入、近邻捕获基)指定表示子模型,(iii)选择 Bregman 生成函数并可选自定义导数。输出包括回归调整(RA)、里兹加权(RW)、增强里兹加权(ARW)及 TMLE 风格估计量,含交叉拟合、置信区间与 p 值。展示平均处理效应(ATE)、处理组平均处理效应(ATT)及平均边际效应等典型任务的使用流程。项目开源地址:https://github.com/MasaKat0/genriesz,PyPI 可安装。

原文摘要 · Abstract (English)

Efficient estimation of causal and structural parameters can be automated using the Riesz representation theorem and debiased machine learning (DML). We present genriesz, an open-source Python package that implements automatic DML and generalized Riesz regression, a unified framework for estimating Riesz representers by minimizing empirical Bregman divergences. This framework includes covariate balancing, nearest-neighbor matching, calibrated estimation, and density ratio estimation as special cases. A key design principle of the package is automatic regressor balancing (ARB): given a Bregman generator $g$ and a representer model class, genriesz} automatically constructs a compatible link function so that the generalized Riesz regression estimator satisfies balancing (moment-matching) optimality conditions in a user-chosen basis. The package provides a modulr interface for specifying (i) the target linear functional via a black-box evaluation oracle, (ii) the representer model via basis functions (polynomial, RKHS approximations, random forest leaf encodings, neural embeddings, and a nearest-neighbor catchment basis), and (iii) the Bregman generator, with optional user-supplied derivatives. It returns regression adjustment (RA), Riesz weighting (RW), augmented Riesz weighting (ARW), and TMLE-style estimators with cross-fitting, confidence intervals, and $p$-values. We highlight representative workflows for estimation problems such as the average treatment effect (ATE), ATE on treated (ATT), and average marginal effect estimation. The Python package is available at https://github.com/MasaKat0/genriesz and on PyPI.

因果推断去偏学习Python工具机器学习

Thank you to arXiv for use of its open access interoperability. PaperDance 不是 arXiv 官方产品;中文卡片由大模型生成,请以原文为准。