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Visually Communicating and Teaching Intuition for Influence Functions
The American Statistician ( IF 1.8 ) Pub Date : 2020-02-25 , DOI: 10.1080/00031305.2020.1717620
Aaron Fisher 1 , Edward H. Kennedy 2
Affiliation  

Estimators based on influence functions (IFs) have been shown to be effective in many settings, especially when combined with machine learning techniques. By focusing on estimating a specific target of interest (e.g., the average effect of a treatment), rather than on estimating the full underlying data generating distribution, IF-based estimators are often able to achieve asymptotically optimal mean-squared error. Still, many researchers find IF-based estimators to be opaque or overly technical, which makes their use less prevalent and their benefits less available. To help foster understanding and trust in IF-based estimators, we present tangible, visual illustrations of when and how IF-based estimators can outperform standard ``plug-in'' estimators. The figures we show are based on connections between IFs, gradients, linear approximations, and Newton-Raphson.

中文翻译:

影响功能的视觉传达和教学直觉

基于影响函数 (IF) 的估计器已被证明在许多环境中都是有效的,尤其是在与机器学习技术相结合时。通过专注于估计感兴趣的特定目标(例如,治疗的平均效果),而不是估计完整的基础数据生成分布,基于 IF 的估计器通常能够实现渐近最优的均方误差。尽管如此,许多研究人员发现基于 IF 的估算器不透明或过于技术化,这使得它们的使用不那么普遍,而且它们的好处也较少。为了帮助促进对基于 IF 的估计器的理解和信任,我们提供了基于 IF 的估计器何时以及如何超越标准“插件”估计器的有形的、直观的说明。我们展示的数字基于 IF、梯度、
更新日期:2020-02-25
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