Kathy Baylis - University of California, Santa Barbara, USA
Giovanni Cerulli - IRCRES-CNR, Rome, Italy
Gianluigi Greco - Università della Calabria, Rende, Italy
Thomas Heckelei - University of Bonn, Germany
Hugo Storm - DHL and University of Bonn, Germany
- Day 1 slides
- Day 1 video part I - Intro to ML with OLS
- Day 1 video part II - Overfitting and train/test split
- Day 1 video part III - Penalized Regression
- Day 1 jupyter notebook for lecture and lab
- Day 2 slides
- Day 2 video part I - Intro to trees
- Day 2 video part II - Random Forest and Boosted trees
- Day 2 video part III - Intro to interpreting ML Models
- Day 2 video part IV - Visualizing marginal effects
- Day 2 video part V - Shap-values
- Day 2 video part VI - Other approaches to interpreting ML Models
- Day 2 jupyter notebook for lecture and lab
- Day 4 slides
- Day 4 video part I - Review of causal identification issues
- Day 4 video part II - True model selection with LASSO
- Day 4 video part III - Intro to causal identification with ML
- Day 4 video part IV - Counterfactual Simulation, Matching, Causal Forest
- Day 4 video part V - Double ML, Panel, Deep IV
- Day 4 jupyter notebook for lecture and lab