Keith Battocchi is a software engineer with 13 years of experience at Microsoft and a strong academic foundation from MIT in math, electrical engineering, and computer science. He combines production-grade software engineering with applied machine learning, contributing to Microsoft Research projects and the py-why/econml toolkit to advance causal inference methods in economics. His work on Double Machine Learning, discrete treatment support, pandas compatibility, and model serialization has helped make state-of-the-art causal tools more usable in real-world workflows. Based in Newton, MA, he brings deep domain knowledge from both research and engineering roles, having started his career at Tessella and supported MSR as an F# contractor. Colleagues describe him as a pragmatic problem-solver who bridges rigorous theory and production pragmatics. He often surfaces non-obvious efficiencies in tooling that lower the barrier for analysts to apply causal methods at scale.
13 years of coding experience
6 years of employment as a software developer
B.S., MEng, Math, Electrical Engineering and Computer Science, B.S., MEng, Math, Electrical Engineering and Computer Science at Massachusetts Institute of Technology
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Role in this project:
Data Scientist & ML Engineer
Contributions:30 releases, 470 reviews, 265 commits in 3 years 11 months
Contributions summary:Keith primarily focused on enhancing the EconML library for causal inference, particularly within the context of the py-why/econml repository, which utilizes machine learning for economic decision making. Their contributions include implementing and refining Double Machine Learning (DML) models, including enhancements for discrete treatment analysis, feature engineering, and model serialization. The user improved the usability and functionality of several key components of the library, making them compatible with pandas and facilitating broader application in real-world settings.
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