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Marco Carone

2 accepted papers

2023

Causal Isotonic Calibration for Heterogeneous Treatment Effects

ICML 2023poster

We propose causal isotonic calibration, a novel nonparametric method for calibrating predictors of heterogeneous treatment effects. Furthermore, we introduce cross-calibration, a data-efficient variant of calibration that eliminates the need for hold-out calibration sets. Cross-calibration leverages…

2018

Nonparametric variable importance using an augmented neural network with multi-task learning

ICML 2018oral

In predictive modeling applications, it is often of interest to determine the relative contribution of subsets of features in explaining the variability of an outcome. It is useful to consider this variable importance as a function of the unknown, underlying data-generating mechanism rather than the…