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For A = 1 n/2 ∑n/2 i=1ηiϵi, note that E[m(ti,yi,θ 0, z⊤ i f0, g0(zi))|zi] = 0 so it follows that, E[A2] =O( 1 n E[η2ϵ2]) = 1 nσ2 ϵσ2 η

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stat.ML 1

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2019 1

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CONDITIONAL 1

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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 1

    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.