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State meta-learner assumptions and correct X-learner weighting - #495

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State meta-learner assumptions and correct X-learner weighting#495
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AliFozooni:agent/clarify-meta-learner-assumptions-and-weighting

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Summary

  • state the consistency, conditional-exchangeability, and overlap assumptions needed to train causal meta-learners on observational data
  • distinguish randomized validation from identification in the observational training sample
  • separate overlap diagnostics from the transport assumptions needed for a new target population
  • define both X-learner imputed-effect targets and second-stage models explicitly
  • correct the propensity-weighting explanation by tracking which counterfactual outcome model supports each effect estimate
  • clarify that propensity blending is a practical choice, not a repair for hidden confounding or non-overlap

Why this matters

Flexible outcome models do not make an observational comparison causal by themselves, and a randomized test set cannot remove confounding learned during training. The revised introduction makes those identification limits explicit.

The X-learner weighting can also look reversed if it is explained only by the arm used in the second stage. When treated observations are locally abundant, the treated-outcome model has better support, so e(x) weights the control-unit effect model that uses it to impute the missing treated outcome. When controls are abundant, the complementary weight favors the treated-unit effect model that uses the better-supported control-outcome model.

Validation

  • built the full Jupyter Book successfully
  • inspected the rendered assumptions and weighting equations
  • validated notebook JSON and schema
  • confirmed that only three markdown cells changed and all code, outputs, and execution counts are unchanged

Closes #398
Closes #454

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AliFozooni marked this pull request as ready for review August 15, 2026 18:11
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Issue on page /21-Meta-Learners.html Small correction on the X-learner explanation Question about Chapter 21 - Training data of meta-learners

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