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arXiv 1902.00772stat.MEstat.ML
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高维半监督学习:寻找最优均值推断

High-dimensional semi-supervised learning: in search for optimal inference of the mean

Institute of Statistics and Big Data, Renmin University of China(中国人民大学统计与大数据研究院);Department of Mathematics, University of California San Diego(加州大学圣地亚哥分校数学系)

Yuqian Zhang, Jelena Bradic

AI总结:

本文探讨了半监督学习中高维数据下均值推断的最优方法,提出了一种新的k折交叉拟合双重稳健估计器,适用于非参数或半参数模型。

摘要:

半监督学习中一个基本挑战在于观测数据与缺失结果数据的规模不匹配。隐含的理解是,缺失结果的数据集由于更大而应提升估计和推断。然而,这种观点的正确性尚不明确。本文指出一个明确的好处:在仅需一致估计结果的情况下,可能以慢于根n的速率实现根n的推断。这通过一种新的k折交叉拟合双重稳健估计器实现。我们讨论了线性和非线性结果。此类估计器特别适用于自然不承认根n一致性模型,如高维、非参数或半参数模型。我们将其应用于估计异质治疗效应。

英文摘要:

A fundamental challenge in semi-supervised learning lies in the observed data's disproportional size when compared with the size of the data collected with missing outcomes. An implicit understanding is that the dataset with missing outcomes, being significantly larger, ought to improve estimation and inference. However, it is unclear to what extent this is correct. We illustrate one clear benefit: root-n inference of the outcome's mean is possible while only requiring a consistent estimation of the outcome, possibly at a rate slower than root n. This is achieved by a novel k-fold, cross-fitted, double robust estimator. We discuss both linear and nonlinear outcomes. Such an estimator is particularly suited for models that naturally do not admit root-n consistency, such as high-dimensional, nonparametric or semiparametric models. We apply our methods to estimating heterogeneous treatment effects.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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