Eric J Tchetgen Tchetgen’s Contribution to the Discussion of ‘Assumption-Lean Inference for Generalised Linear Model Parameters’ by Vansteelandt and Dukes
讨论了在估计条件均值时，需平衡方法的灵活性与一致性速度，避免过慢影响实际应用，并强调实践者需了解真实条件均值函数（如高阶导数光滑性）以选择合适方法。
This suggests that the method chosen to estimate the conditional mean needs to be flexible enough to produce a good estimator, while not so complex that the rate of consistency is too slow to be of practical use for a given dataset of size n. Thus some additional consideration is needed on the practitioner's part when selecting the machine learning or non-parametric method used to estimate the conditional mean, and in particular some knowledge of the true conditional mean function may be required, for example its smoothness in terms of higher-order derivatives.