Corpus ID: 59316905

Orthogonal Statistical Learning

  title={Orthogonal Statistical Learning},
  author={Dylan J. Foster and Vasilis Syrgkanis},
  • Dylan J. Foster, Vasilis Syrgkanis
  • Published 2019
  • Computer Science, Mathematics, Economics
  • ArXiv
  • We provide excess risk guarantees for statistical learning in a setting where the population risk with respect to which we evaluate the target model depends on an unknown model that must be to be estimated from data (a "nuisance model"). We analyze a two-stage sample splitting meta-algorithm that takes as input two arbitrary estimation algorithms: one for the target model and one for the nuisance model. We show that if the population risk satisfies a condition called Neyman orthogonality, the… CONTINUE READING
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