Minimax Instrumental Variable Regression and $L_2$ Convergence Guarantees without Identification or Closedness.
Andrew BennettNathan KallusXiaojie MaoWhitney NeweyVasilis SyrgkanisMasatoshi UeharaPublished in: CoRR (2023)
Keyphrases
- convergence proof
- regression model
- evaluation function
- model selection
- linear regression
- regression analysis
- regression problems
- initial conditions
- simple linear
- regression methods
- asymptotic properties
- database
- locally weighted
- theoretical guarantees
- global convergence
- convergence speed
- convergence rate
- artificial neural networks
- reinforcement learning
- genetic algorithm