CHDS Seminar with Michael Lingzhi Li: “The Cram Method for Efficient Simultaneous Learning and Evaluation”
Abstract: We introduce the ‘cram' method, a general, rigorous, and efficient approach to simultaneously developing and evaluating an individualized treatment rule (ITR). In a single pass of data, the proposed method repeatedly trains an machine learning algorithm and tests its empirical performance. Because it utilizes the entire sample for both learning and evaluation, cramming is...