Also, @aschuler.bsky.social has a method with the same objective but with boosting instead of forests or Lasso. This class of methods is especially helpful for the average derivative functional because you can avoid using density derivative estimation that you need for the plu…
Who's Who of AI
Rachel Leah Childers
Econometrics, Statistics, Computational Economics, etc
http://donskerclass.github.io
🇺🇲 in 🇨🇭. 🏳️⚧️
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RieszBoost: Gradient Boosting for Riesz Regression arxiv.org
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