Machine learning in causal inference for epidemiology

Abstract In causal inference, parametric models are usually employed to address causal questions estimating the effect of interest. However, parametric models rely on the correct model specification assumption that, if not met, leads to biased effect estimates. Correct model specification is challenging, especially in high-dimensional settings. Incorporating Machine Learning (ML) into causal analyses may reduce the bias arising from model misspecification, since ML methods do not require the specification of a functional form of the relationship between variables. However, when ML predictions are directly plugged in a predefined formula of the effect of interest, there is the risk of introducing a “plug-in bias” in the effect measure. To overcome this problem and to achieve useful asymptotic properties, new estimators that combine the predictive potential of ML and the ability of traditional statistical methods to make inference about population parameters have been proposed. For epidemiologists interested in taking advantage of ML for causal inference investigations, we provide an overview of three estimators that represent the current state-of-art, namely Targeted Maximum Likelihood Estimation (TMLE), Augmented Inverse Probability Weighting (AIPW) and Double/Debiased Machine Learning (DML).