173 citations · 199 across the 3 of their papers we have counts for
11 papers
Minimax Estimation of Conditional Moment Models
Nishanth Dikkala, Greg Lewis, Lester Mackey +1
We develop an approach for estimating models described via conditional moment restrictions, with a prototypical application being non-parametric instrumental variable regression. W…
Weighted Meta-Learning
Diana Cai, Rishit Sheth, Lester Mackey +1
Meta-learning leverages related source tasks to learn an initialization that can be quickly fine-tuned to a target task with limited labeled examples. However, many popular meta-le…
Approximate Cross-validation: Guarantees for Model Assessment and Selection
Ashia Wilson, Maximilian Kasy, Lester Mackey
Cross-validation (CV) is a popular approach for assessing and selecting predictive models. However, when the number of folds is large, CV suffers from a need to repeatedly refit a…
Importance Sampling via Local Sensitivity
Anant Raj, Cameron Musco, Lester Mackey
Given a loss function that can be written as the sum of losses over a large set of inputs , it is often desirable to approximate $…
Single Point Transductive Prediction
Nilesh Tripuraneni, Lester Mackey
Standard methods in supervised learning separate training and prediction: the model is fit independently of any test points it may encounter. However, can knowledge of the next tes…
Stochastic Runge-Kutta Accelerates Langevin Monte Carlo and Beyond
Xuechen Li, Denny Wu, Lester Mackey +1
Sampling with Markov chain Monte Carlo methods often amounts to discretizing some continuous-time dynamics with numerical integration. In this paper, we establish the convergence r…