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Use widetilde
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FrancescMartiEscofetQC committed Jun 24, 2024
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6 changes: 3 additions & 3 deletions docs/background.rst
Original file line number Diff line number Diff line change
Expand Up @@ -421,13 +421,13 @@ It consists of two stages:
\DeclareMathOperator*{\argmin}{arg\,min}
\hat{\tau}^R (\cdot) &:= \argmin_{\tau}\Bigg\{\mathbb{E}\Bigg[\bigg(\left\{Y^i - \hat{m}(X^i)\right\} - \left\{W^i - \hat{e}(X^i)\right\}\tau(X^i)\bigg)^2\Bigg]\Bigg\} \\
&=\argmin_{\tau}\left\{\mathbb{E}\left[\left\{W^i - \hat{e}(X^i)\right\}^2\bigg(\frac{\left\{Y^i - \hat{m}(X^i)\right\}}{\left\{W^i - \hat{e}(X^i)\right\}} - \tau(X^i)\bigg)^2\right]\right\} \\
&= \argmin_{\tau}\left\{\mathbb{E}\left[{\tilde{W}^i}^2\bigg(\frac{\tilde{Y}^i}{\tilde{W}^i} - \tau(X^i)\bigg)^2\right]\right\}
&= \argmin_{\tau}\left\{\mathbb{E}\left[{\widetilde{W}^i}^2\bigg(\frac{\widetilde{Y}^i}{\widetilde{W}^i} - \tau(X^i)\bigg)^2\right]\right\}
Where

.. math::
\tilde{W}^i &= W^i - \hat{e}(X^i) \\
\tilde{Y}^i &= Y^i - \hat{m}(X^i)
\widetilde{W}^i &= W^i - \hat{e}(X^i) \\
\widetilde{Y}^i &= Y^i - \hat{m}(X^i)
And therefore any ML model which supports weighting each observation differently can be used for the final model.

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