Robust double machine learning model with application to omics data.
Journal:
BMC bioinformatics
Published Date:
Nov 14, 2024
Abstract
BACKGROUND: Recently, there has been a growing interest in combining causal inference with machine learning algorithms. Double machine learning model (DML), as an implementation of this combination, has received widespread attention for their expertise in estimating causal effects within high-dimensional complex data. However, the DML model is sensitive to the presence of outliers and heavy-tailed noise in the outcome variable. In this paper, we propose the robust double machine learning (RDML) model to achieve a robust estimation of causal effects when the distribution of the outcome is contaminated by outliers or exhibits symmetrically heavy-tailed characteristics.