Reposted by Andrew Ilyas
"What makes a good fisherman as opposed to other professions?"
This question can be formulated as a k-linear regression problem with self-selection bias.
Alkis, @anaymehrotra.bsky.social, and I design faster local convergence algorithms for this problem:
arxiv.org/abs/2504.07133
(1/7)
arxiv.org
Can SGD Select Good Fishermen? Local Convergence under Self-Selection Biases and Beyond
We revisit the problem of estimating $k$ linear regressors with self-selection bias in $d$ dimensions with the maximum selection criterion, as introduced by Cherapanamjeri, Daskalakis, Ilyas, and Zamp...
