ML.CausalApplication
This roll-up is the causal-application layer for Causalean.ML, kept separate from the causal-free core.
RegressionBridge 3 core · 1 supporting This file is part of the causal-application layer of Causalean.ML: files under Causalean/ML/CausalApplication/ may import causal and estimation modules, while the Causalean/ML/ core remains causal-free. ★ isResidualOrthogonal_of_condExp★ condExp_of_isResidualOrthogonal
Conditional expectations as squared-loss population targets
This file is part of the causal-application layer of Causalean.ML: files under
Causalean/ML/CausalApplication/ may import causal and estimation modules, while the
Causalean/ML/ core remains causal-free.
The ML population-target keystone
(square_loss_population_target_of_isResidualOrthogonal) is stated for a function whose
residual is orthogonal to every function of the covariate (IsResidualOrthogonal).
Here we connect that to Mathlib's condExp: the conditional mean E[Y ∣ X] is
characterized by that moment condition under the stated integrability assumptions. With the
additional finite-risk and cross-term assumptions in the population-target theorem, this
condition can be used to establish squared-loss risk comparisons.
The covariate σ-algebra retains exactly covariate-observable events on a joint covariate--response sample, for a measurable covariate space.
Definition (Lean source)
A conditional-mean candidate has residual orthogonal to every admissible covariate function under a finite joint covariate--response law on a measurable covariate space, provided the candidate is measurable, the response is integrable, and the candidate agrees almost everywhere with the response conditional mean given the covariate σ-algebra.
Formal statement
Proof (Lean source)
A residual-orthogonal candidate agrees almost everywhere with the response conditional mean given covariates under a finite joint covariate--response law on a measurable covariate space, provided the candidate is measurable, the response is integrable, the candidate evaluated at covariates is integrable, and every admissible covariate function is orthogonal to its residual.
Formal statement
Proof (Lean source)
1 supporting declaration (lemmas, instances)
-
covarSigma_lelemma — For a measurable covariate space, the covariate σ-algebra is a sub-σ-algebra of the full joint-observation σ-algebra.hypothesesX :sharedType u_1conclusioncovarSigma (X := X) ≤ (inferInstance : MeasurableSpace (X × ℝ))Proof (Lean source)
lemma covarSigma_le : covarSigma (X := X) ≤ (inferInstance : MeasurableSpace (X × ℝ)) := by exact measurable_fst.comap_le
Nuisance 3 core · 0 supporting Using the conditional-expectation bridge (RegressionBridge), this file gives generic aliases showing that a candidate satisfying IsResidualOrthogonal agrees almost everywhere with the conditional expectation of an arbitr ★ response_condExp_ae_eq_of_isResidualOrthogonal★ auxiliaryResponse_condExp_ae_eq_of_isResidualOrthogonal★ mlNuisanceVec
Conditional-mean candidates for causal nuisance workflows
Using the conditional-expectation bridge (RegressionBridge), this file gives generic
aliases showing that a candidate satisfying IsResidualOrthogonal agrees almost everywhere
with the conditional expectation of an arbitrary real response. These aliases acquire an
outcome-regression or propensity interpretation only after the supplied law is separately
shown to be an arm-specific outcome law or a covariate--treatment-indicator law. No concrete
learner is shown here to satisfy IsResidualOrthogonal. mlNuisanceVec packages candidates
into the Estimation.ATE.NuisanceVec expected by the AIPW moment.
Generic conditional-mean identification. A measurable candidate equals almost everywhere the response conditional mean given covariates under a finite covariate--real-response law on the measurable covariate space, provided the response is integrable, the candidate evaluated at the covariates is integrable, and every admissible covariate function is orthogonal to the residual.
Formal statement
Proof (Lean source)
Generic auxiliary-response identification. A measurable candidate equals almost everywhere the auxiliary response conditional mean given covariates under a finite covariate--real-response law on the measurable covariate space, provided the response is integrable, the candidate evaluated at the covariates is integrable, and every admissible covariate function is orthogonal to the residual.
Formal statement
Proof (Lean source)
The machine-learning nuisance vector packages supplied estimates for AIPW: it stores the treatment-indexed outcome regressions as its outcome component, the propensity function as its propensity component, the outcome measurability certificates in their evidence field, and the propensity measurability certificate in its evidence field, all on the measurable covariate space.
Definition (Lean source)
AIPWExample 1 core · 0 supporting This file proves an equality-transport lemma: when supplied outcome-regression and propensity functions already agree almost everywhere with both true nuisances, their packaged NuisanceVec makes the AIPW estimating equat ★ aipw_mlNuisance_meanZero_transport_of_exact_nuisances
Exact-nuisance transport into the AIPW mean-zero equation
This file proves an equality-transport lemma: when supplied outcome-regression and
propensity functions already agree almost everywhere with both true nuisances, their
packaged NuisanceVec makes the AIPW estimating equation mean-zero at the average
treatment effect. No learner, empirical-risk minimizer, or convergence-rate hypothesis
appears here, and the result does not state the one-nuisance-correct double-robust
property. It reuses the existing exact-nuisance AIPW identification theorem.
AIPW mean-zero transport under two exact nuisance equalities. In a backdoor estimation system, suppose the propensity is bounded away from 0 and 1 by ε (strict overlap), the backdoor identification assumptions hold, the squared factual outcome is integrable, and the squared potential outcome under each treatment arm is integrable. If the supplied outcome-regression functions and propensity function are measurable and agree almost everywhere under the covariate law with the true outcome regression and true propensity, respectively (correct specification), then the AIPW moment functional built from the supplied nuisance vector integrates to zero at the true average treatment effect S.θ₀. This lemma assumes both nuisance equalities; it does not expose the one-nuisance-correct double-robust guarantee or establish that a learner supplies either equality.
Formal statement
Proof (Lean source)
RateAssembly 1 core · 1 supporting This file consumes abstract error sequences already assumed to have o_p(n^{-1/4}) rates and derives the three corresponding nuisance-rate conditions used by DML. ★ dml_rate_conditions_of_quarter_rates
Abstract quarter-rate assembly for DML nuisance conditions
This file consumes abstract error sequences already assumed to have
o_p(n^{-1/4}) rates and derives the three corresponding nuisance-rate conditions
used by DML. It does not connect those sequences to a concrete learner or invoke a
method-specific AchievesL2Rate theorem.
It is method-agnostic: once a learner proves an o_p(n^{-1/4}) L²-rate toward a target
that a separate identification argument equates almost everywhere with the causal
nuisance, plug its error sequence in as μErr / eErr. Fixed-penalty ridge and logistic
rates target penalized pseudo-true predictors; they do not by themselves provide this
identification. Instantiating
μErr a n ω := (eLpNorm (fun x => μ̂ n ω a x − μ_val a x) 2 P_X).toReal (and eErr
analogously) makes the three outputs literally DML's h_mu_rate / h_e_rate /
h_product_rate.
Assembly. On a measurable sample space with sampling law, for outcome and propensity error sequences, if, for every treatment arm, the outcome-regression estimation error is o_p(n^{-1/4}), and the propensity estimation error is o_p(n^{-1/4}), then each error is separately o_p(1), and for every arm the pointwise product of the outcome and propensity errors is o_p(n^{-1/2}) — together these are DML's three nuisance-rate conditions.
Formal statement
Proof (Lean source)
1 supporting declaration (lemmas, instances)
-
rpow_quarter_le_onetheorem — For a sample size, the n^{-1/4} rate is bounded by 1, so it weakens to the o_p(1) rate.hypothesesn :ℕconclusion(n : ℝ) ^ (-(1 / 4 : ℝ)) ≤ 1Proof (Lean source)
theorem rpow_quarter_le_one (n : ℕ) : (n : ℝ) ^ (-(1 / 4 : ℝ)) ≤ 1 := by rcases Nat.eq_zero_or_pos n with hn | hn · subst hn simp · have h1 : (1 : ℝ) ≤ (n : ℝ) := by exact_mod_cast hn exact Real.rpow_le_one_of_one_le_of_nonpos h1 (by norm_num)