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Note E[∇z⊤fm(ti,yi,θ 0, z⊤ i f0, g0(zi))|zi] = 0 since E[ηi|zi] = 0

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Single Point Transductive Prediction

stat.ML · 2019-08-06 · conditional · novelty 7.0

Two transductive estimators, a debiased-Lasso-style rule and an orthogonal-moment rule, achieve dimension-free O(1/n) prediction risk for a known test point, improving on ridge and Lasso.

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  • Single Point Transductive Prediction stat.ML · 2019-08-06 · conditional · none · ref 7

    Two transductive estimators, a debiased-Lasso-style rule and an orthogonal-moment rule, achieve dimension-free O(1/n) prediction risk for a known test point, improving on ridge and Lasso.