Generalized Riesz Regression: A Unified Framework for Debiased Machine Learning with Riesz Representer Fitting under Bregman Divergence
arXiv:2601.07752v4 Announce Type: replace-cross Abstract: Estimating the Riesz representer is central to debiased machine learning, yet the generator and representer model determine which regression directions their first-order conditions protect. We introduce generalized Riesz regression, which minimizes a Bregman divergence made…
