Forster-Warmuth Counterfactual Regression: A Unified Learning Approach
Forster–Warmuth 反事实回归:统一学习方法
Series or orthogonal basis regression is one of the most popular non-parametric regression techniques in practice, obtained by regressing the response on features generated by evaluating the basis functions at observed covariate values. The most routinely used series estimator is based on ordinary least squares fitting, which is known to be minimax rate optimal in various settings, albeit under stringent restrictions on the basis functions and the distribution of covariates.…