This outlook paper reviews the research of van der Laan’s group on Targeted Learning, a subfield of statistics that is concerned with the construction of data adaptive estimators of user-supplied target parameters of the probability distribution of the data and corresponding confidence intervals, aiming at only relying on realistic statistical assumptions. Targeted Learning fully utilizes the state of the art in machine learning tools, while still preserving the important identity of statistics as a field that is concerned with both accurate estimation of the true target parameter value and assessment of uncertainty in order to make sound statistical conclusions. We also provide a philosophical historical perspective on Targeted Learning, also relating it to the new developments in Big Data. We conclude with some remarks explaining the immediate relevance of Targeted Learning to the current Big Data movement.
September 10, 2014