# Adversarial Estimation of Riesz Representers

arXiv: https://arxiv.org/abs/2101.00009 · HTML: https://mlsanity.com/paper/2101.00009/

## Key facts

- Cited by 35 papers in the map (data through 14 Oct 2026).
- First posted on arXiv 30 Dec 2020.

## Built on by (most cited first, 30 of 35)

- [A Review of Off-Policy Evaluation in Reinforcement Learning](https://mlsanity.com/paper/2212.06355/) (2022)
- [Causal Inference Under Unmeasured Confounding With Negative Controls: A Minimax Learning Approach](https://mlsanity.com/paper/2103.14029/) (2021)
- [RieszNet and ForestRiesz: Automatic Debiased Machine Learning with Neural Nets and Random Forests](https://mlsanity.com/paper/2110.03031/) (2021)
- [Pessimism in the Face of Confounders: Provably Efficient Offline Reinforcement Learning in Partially Observable Markov Decision Processes](https://mlsanity.com/paper/2205.13589/) (2022)
- [Future-Dependent Value-Based Off-Policy Evaluation in POMDPs](https://mlsanity.com/paper/2207.13081/) (2022)
- [Minimax Kernel Machine Learning for a Class of Doubly Robust Functionals with Application to Proximal Causal Inference](https://mlsanity.com/paper/2104.02929/) (2021)
- [Debiased Machine Learning without Sample-Splitting for Stable Estimators](https://mlsanity.com/paper/2206.01825/) (2022)
- [Inference on Strongly Identified Functionals of Weakly Identified Functions](https://mlsanity.com/paper/2208.08291/) (2022)
- [DeepMed: Semiparametric Causal Mediation Analysis with Debiased Deep Learning](https://mlsanity.com/paper/2210.04389/) (2022)
- [Instrumental Variables in Causal Inference and Machine Learning: A Survey](https://mlsanity.com/paper/2212.05778/) (2022)
- [A Simple and General Debiased Machine Learning Theorem with Finite Sample Guarantees](https://mlsanity.com/paper/2105.15197/) (2021)
- [Source Condition Double Robust Inference on Functionals of Inverse Problems](https://mlsanity.com/paper/2307.13793/) (2023)
- [Learning Causal Models from Conditional Moment Restrictions by Importance Weighting](https://mlsanity.com/paper/2108.01312/) (2021)
- [Proximal Causal Learning of Conditional Average Treatment Effects](https://mlsanity.com/paper/2301.10913/) (2023)
- [Causality Pursuit from Heterogeneous Environments via Neural Adversarial Invariance Learning](https://mlsanity.com/paper/2405.04715/) (2024)
- [Kernel Ridge Riesz Representers: Generalization, Mis-specification, and the Counterfactual Effective Dimension](https://mlsanity.com/paper/2102.11076/) (2021)
- [Semi-Supervised U-statistics](https://mlsanity.com/paper/2402.18921/) (2024)
- [Inference on Optimal Dynamic Policies via Softmax Approximation](https://mlsanity.com/paper/2303.04416/) (2023)
- [Program Evaluation with Remotely Sensed Outcomes](https://mlsanity.com/paper/2411.10959/) (2024)
- [Optimally taming biases in black-box models for efficient semiparametric estimation](https://mlsanity.com/paper/2606.06368/) (2026)
- [Adversarial Estimators](https://mlsanity.com/paper/2204.10495/) (2022)
- [Assumption-lean falsification tests of rate double-robustness of double-machine-learning estimators](https://mlsanity.com/paper/2306.10590/) (2023)
- [Automatic debiasing of neural networks via moment-constrained learning](https://mlsanity.com/paper/2409.19777/) (2024)
- [Data-Driven Influence Functions for Optimization-Based Causal Inference](https://mlsanity.com/paper/2208.13701/) (2022)
- [Inference on Time Series Nonparametric Conditional Moment Restrictions Using General Sieves](https://mlsanity.com/paper/2301.00092/) (2022)
- [A Mean-Field Analysis of Neural Stochastic Gradient Descent-Ascent for Functional Minimax Optimization](https://mlsanity.com/paper/2404.12312/) (2024)
- [Preference Learning with Response Time: Robust Losses and Guarantees](https://mlsanity.com/paper/2505.22820/) (2025)
- [Optimal use of a black-box learner in semiparametric estimation](https://mlsanity.com/paper/2607.21541/) (2026)
- [Multiply Robust Estimator Circumvents Hyperparameter Tuning of Neural Network Models in Causal Inference](https://mlsanity.com/paper/2307.10536/) (2023)
- [Machine learning the first stage in 2SLS: Practical guidance from bias decomposition and simulation](https://mlsanity.com/paper/2505.13422/) (2025)

## Abstract (arXiv)

Many causal parameters are linear functionals of an underlying regression. The Riesz representer is a key component in the asymptotic variance of a semiparametrically estimated linear functional. We propose an adversarial framework to estimate the Riesz representer using general function spaces. We prove a nonasymptotic mean square rate in terms of an abstract quantity called the critical radius, then specialize it for neural networks, random forests, and reproducing kernel Hilbert spaces as leading cases. Our estimators are highly compatible with targeted and debiased machine learning with sample splitting; our guarantees directly verify general conditions for inference that allow mis-specification. We also use our guarantees to prove inference without sample splitting, based on stability or complexity. Our estimators achieve nominal coverage in highly nonlinear simulations where some previous methods break down. They shed new light on the heterogeneous effects of matching grants.
