Deep IV: A Flexible Approach to Instrumental Variable Estimation, Jason Hartford, Greg Lewis, Kevin Leyton-Brown, Matt Taddy, 2017Proceedings of the 34th International Conference on Machine Learning, Vol. 70 (PMLR) - Introduces the Deep IV framework, replacing linear models in 2SLS with neural networks to handle non-linear relationships and high-dimensional data in IV estimation.
Causal Inference with Machine Learning: A Survey, Marzyeh Ghassemi, Tristan Naumann, Joshua V. Smith, Andrew C. Miller, 2021Foundations and Trends® in Machine Learning, Vol. 14 (Now Publishers)DOI: 10.1561/2200000094 - Provides an overview of how machine learning techniques are applied to causal inference, including discussions on IV methods.
EconML: A Python Package for Causal Inference in Machine Learning, Victor Chernozhukov, Susan Athey, Robert Schapire, Greg Lewis, Jason Hartford, David S. Matteson, Kevin Leyton-Brown, 2019Proceedings of the 25th ACM SIGKDD International Conference on Knowledge Discovery & Data Mining (KDD) (ACM)DOI: 10.1145/3292500.3330752 - Introduces the EconML library, which provides robust implementations of various causal inference methods, including advanced IV techniques like Deep IV.