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arXiv Machine Learning By Haichen Hu, David Simchi-Levi

Sharp Structure-Agnostic Minimax Risk for Partial Linear Models

Read the original on arXiv Machine Learning →

arXiv:2609. 07997v1 Announce Type: new Abstract: We characterize the sharp structure-agnostic minimax risk for coefficient estimation in the partial linear model when the outcome and treatment nuisances are learned by two distinct black-box learners, which resolves the open problem in double machine learning posed by Gu (2025).

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