dscolby / CausalELM.jl

Taking causal inference to the extreme!
https://dscolby.github.io/CausalELM.jl/
MIT License
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Fix convergence in extreme learning machines #43

Closed dscolby closed 3 months ago

dscolby commented 3 months ago

Some possible approaches are:

  1. Use a different initialization strategy
  2. Require more neurons
dscolby commented 3 months ago

Commit 8caa116 added uniform Xavier initialization but there is still an issue with convergence, basically always with double machine learning or doubly robust estimation using L2 regularization. It seems like it might be better to use generalized cross validation to find the best L2 penalty.

dscolby commented 3 months ago

Fixed by commit f60f355.