agmm2.AGMM2L2

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

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

Parameters

  • learnerh – a pytorch neural net module for the second stage learner.

  • learnerg – a pytorch neural net module for the first stage learner.

  • adversary1 – a pytorch neural net module for the first stage adversary.

  • adversary2 – a pytorch neural net module for the second stage adversary.