For factor-derived proxy targets, keeping the degraded formula estimate as an anchored prediction and learning a gated correction (RASPL) improves degradation and tail robustness over direct prediction and over treating the formula as a feature.
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When Proxy Prediction Becomes Equation Reconstruction: Diagnostics and Residual Learning for Factor-Derived Proxy Supervision
For factor-derived proxy targets, keeping the degraded formula estimate as an anchored prediction and learning a gated correction (RASPL) improves degradation and tail robustness over direct prediction and over treating the formula as a feature.