Optimally taming biases in black-box models for efficient semiparametric estimation
优化控制黑箱模型偏差以实现有效半参数估计
Modern semiparametric estimation often relies on flexible black-box machine learning methods to estimate nuisance functions, raising a fundamental question: how do nuisance estimation errors propagate into inference for low-dimensional target parameters? The dominant paradigm, exemplified by double machine learning (DML), yields error bounds in which nuisance estimation errors enter multiplicatively. While widely adopted, it remains unclear whether this multiplicative-rate…