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We might want to consider running Monte-Carlo over the folds #311

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vsyrgkanis opened this issue Nov 11, 2020 · 1 comment

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vsyrgkanis commented Nov 11, 2020

Creating many random splits; and picking the median residual across these random splits when predicting the nuisance (see e.g. slide 65 of this talk: https://www.nber.org/programs/dev/slides/18Duflo.pdf )

vsyrgkanis assigned kbattocchi

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kbattocchi commented Mar 28, 2022

Addressed by #360

kbattocchi closed this as completed

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