RieszBoost uses gradient boosting with a data augmentation trick to estimate Riesz representers directly from the Riesz loss, matching or improving on indirect plug-in estimators in simulations.
Robins, Andrea Rotnitzky, and Lue Ping Zhao
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
citation-role summary
background 1
citation-polarity summary
fields
stat.ML 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
RieszBoost: Gradient Boosting for Riesz Regression
RieszBoost uses gradient boosting with a data augmentation trick to estimate Riesz representers directly from the Riesz loss, matching or improving on indirect plug-in estimators in simulations.