arxivstat.MEstat.ML2026-07-04
Targeted Highly Adaptive Lasso Minimum Loss Estimation of Target Functions
Vanessa Rodriguez, Karla Diaz-Ordaz, Brieuc Lehmann, Mark J. van der Laan
We propose a Targeted Highly Adaptive Lasso for estimation of non-pathwise differentiable functional parameters such as the dose-response curve (DRC) for continuous exposure. We assume the target function lies in the $k$-th order smoothness class used to define the $k$-th order H…