CausalELM

CausalELMModule

Macros, functions, and structs for applying Extreme Learning Machines to causal inference tasks where the counterfactual is unavailable or biased and must be predicted. Provides macros for event study designs, parametric G-computation, doubly robust machine learning, and metalearners. Additionally, these tasks can be performed with or without L2 penalization and will automatically choose the best number of neurons and L2 penalty.

For more details on Extreme Learning Machines see: Huang, Guang-Bin, Qin-Yu Zhu, and Chee-Kheong Siew. "Extreme learning machine: theory and applications." Neurocomputing 70, no. 1-3 (2006): 489-501.

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