Adversarial Generalized Method of Moments

 0 Người đánh giá. Xếp hạng trung bình 0

Tác giả: Greg Lewis, Vasilis Syrgkanis

Ngôn ngữ: eng

Ký hiệu phân loại: 359.42 Sea forces and warfare

Thông tin xuất bản: 2018

Mô tả vật lý:

Bộ sưu tập: Báo, Tạp chí

ID: 161841

We provide an approach for learning deep neural net representations of models described via conditional moment restrictions. Conditional moment restrictions are widely used, as they are the language by which social scientists describe the assumptions they make to enable causal inference. We formulate the problem of estimating the underling model as a zero-sum game between a modeler and an adversary and apply adversarial training. Our approach is similar in nature to Generative Adversarial Networks (GAN), though here the modeler is learning a representation of a function that satisfies a continuum of moment conditions and the adversary is identifying violating moments. We outline ways of constructing effective adversaries in practice, including kernels centered by k-means clustering, and random forests. We examine the practical performance of our approach in the setting of non-parametric instrumental variable regression.
Tạo bộ sưu tập với mã QR

THƯ VIỆN - TRƯỜNG ĐẠI HỌC CÔNG NGHỆ TP.HCM

ĐT: (028) 36225755 | Email: tt.thuvien@hutech.edu.vn

Copyright @2024 THƯ VIỆN HUTECH