Tag: dfiv

Optimality and Adaptivity of Deep Neural Features for Instrumental Variable Regression arXiv:2501.04898v1 Announce Type: new Abstract: We provide a convergence analysis of deep feature instrumental variable (DFIV) regression (Xu et al., 2021), a nonparametric approach to IV regression using data-adaptive features learned by deep neural networks in two stages. We prove that the DFIV algorithm…