no code implementations • 8 Feb 2024 • Caio Peixoto, Yuri Saporito, Yuri Fonseca
This paper proposes SAGD-IV, a novel framework for conducting nonparametric instrumental variable (NPIV) regression by employing stochastic approximate gradients to minimize the projected populational risk.
no code implementations • 26 Jun 2021 • Omar Besbes, Yuri Fonseca, Ilan Lobel
In the online setting, we leverage this geometric characterization to optimize the cumulative regret.
no code implementations • 10 Aug 2018 • Yuri Fonseca, Marcelo Medeiros, Gabriel Vasconcelos, Alvaro Veiga
In this paper, we introduce a new machine learning (ML) model for nonlinear regression called the Boosted Smooth Transition Regression Trees (BooST), which is a combination of boosting algorithms with smooth transition regression trees.