Add Gain statistics and weights for ATTE #229
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
_fit_and_predit from sklearn did remove the verbose argument
SvenKlaassen
changed the title
![github-advanced-security[bot]](https://avatars.githubusercontent.com/in/57789?s=60&v=4){kind=small}
SvenKlaassen
changed the title
PhilippBach
reviewed
Feb 1, 2024
| @@ -354,6 +354,7 @@ def psi(self): | |||
| Values of the score function after calling :meth:`fit`; | |||
| For models (e.g., PLR, IRM, PLIV, IIVM) with linear score (in the parameter) | |||
| :math:`\\psi(W; \\theta, \\eta) = \\psi_a(W; \\eta) \\theta + \\psi_b(W; \\eta)`. | |||
| The shape is ``(n_obs, n_rep, n_coefs)``. | |||
There was a problem hiding this comment.
Thanks for all the changes. I thought _predictions was a dictionary with keys corresponding to the learner names, so the shape info rather refers to the corresponding values?
There was a problem hiding this comment.
Great point. I will fix this.
PhilippBach
reviewed
Feb 1, 2024
There was a problem hiding this comment.
Thanks for the changes. I think the changes for the ATTE score (external predictions and also the new definition of the score) is really nice. I think moving the gain_statistics into a separate utils file makes sense. The code for the benchmarking in doubleml is now really concise
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Add the computation of gain statistics to
utilsasgain_statistics.Adding the option to set binary weights for
score="ATTE"inDoubleMLIRMmodel.Further, added shapes to several attribute descriptions.