Distributed Double Machine Learning with a Serverless Architecture

01/11/2021

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by   Malte S. Kurz, et al.

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This paper explores serverless cloud computing for double machine learning. Being based on repeated cross-fitting, double machine learning is particularly well suited to exploit the high level of parallelism achievable with serverless computing. It allows to get fast on-demand estimations without additional cloud maintenance effort. We provide a prototype Python implementation DoubleML-Serverless for the estimation of double machine learning models with the serverless computing platform AWS Lambda and demonstrate its utility with a case study analyzing estimation times and costs.