Adds a binary_outcome keyword arg to most estimators, where if True then the outcome nuisance model will be a classifier.
Additionally add constraints to ensure nuisance model discreteness is handled appropriately by the user.
If a nuisance model has a continuous target but a classifier is passed, then will raise an AttributeError.
Conversely, if a nuisance model has a discrete target but a regressor is passed, then a warning is issued.
Added additional functionality to the DRTester validation class to include AUTOC validation metric, with associated inference methods. Also included ability to plot uplift curve methods (both QINI and TOC curves) and cleaned up handling of multiple treatments.
Enables model selection for _OrthoLearner first stage models, and changes all concrete subclasses to allow selection between linear and random forest models for all first stage models by default.
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Signed-off-by: AnthonyCampbell208 <78286293+AnthonyCampbell208@users.noreply.github.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Co-authored-by: AnthonyCampbell208 <78286293+AnthonyCampbell208@users.noreply.github.com>
Co-authored-by: ShrutiRM97 <98553136+ShrutiRM97@users.noreply.github.com>
Co-authored-by: CooperGibbs <coopergibbs@Coopers-MacBook-Pro.local>
Add new CATE validation class, DRTester, to perform doubly-robust based CATE validation methods. Implemented methods include BLP, calibration, and QINI coefficient.
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Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Co-authored-by: Evan Flack <evanjflack@gmail.com>
Co-authored-by: Keith Battocchi <kebatt@microsoft.com>
Add the FederatedEstimator class for federated learning of linear CATE models
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: kgao <kevin.leo.gao@gmail.com>
Co-authored-by: Keith Battocchi <kebatt@microsoft.com>
* enable nans in W
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* linting
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* add tests for ests that handle missing in W
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* allow missing in X for some ortholearner subclasses
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* refactor keyword arg to be bool only, add more tests
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* linting
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* enable missing for metalearners and orf, fix dowhywrapped discretetreat dmlorf
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* update arg name to allow_missing, add docstrings
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* add warning when missing values detected
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* dummy commit
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
* dummy commit revert
Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
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Signed-off-by: Fabio Vera <fabiovera@microsoft.com>
Keith Battocchi
Amar Venugopal
fverac
Christine P. Chai
Kevin Gao
Vishal Verma