核心概念
The authors introduce the Regularized DeepIV (RDIV) method to address limitations in nonparametric IV regression, providing theoretical guarantees and model selection procedures.
要約
The paper introduces the Regularized DeepIV (RDIV) method to overcome challenges in nonparametric IV regression, offering theoretical guarantees and model selection capabilities. The method involves two stages: learning the conditional distribution of covariates and utilizing it to estimate the least-norm IV solution. By incorporating Tikhonov regularization, the RDIV method achieves strong convergence rates and allows for model selection procedures. The iterative version of RDIV further enhances adaptability to different degrees of ill-posedness in inverse problems.
統計
Recent advancements in machine learning have introduced flexible methods for IV estimation.
The Regularized DeepIV (RDIV) method avoids limitations like uniquely identified IV regression.
The RDIV method enables general function approximation while addressing challenges like minimax computation instability.
Model selection procedures are crucial for practical success in machine learning algorithms.
引用
"In this paper, we present the first method and analysis that can avoid all three limitations, while still enabling general function approximation."
"Our results provide the first rigorous guarantees for this empirically used method, showcasing the importance of regularization."