agmm2.AGMM2L2

class agmm2.AGMM2L2(learnerh, learnerg, adversary1, adversary2)[source]

Adversarial Generalized Method of Moments estimator for nested NPIV with L2 regularization.

Parameters

  • learnerh – torch.nn.Module for second-stage learner

  • learnerg – torch.nn.Module for first-stage learner

  • adversary1 – torch.nn.Module for first-stage adversary

  • adversary2 – torch.nn.Module for second-stage adversary