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Merged
SvenKlaassen merged 102 commits into from
Aug 12, 2024
Merged

Add Average potential outcome model #250

SvenKlaassen merged 102 commits into from
Aug 12, 2024

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@SvenKlaassen SvenKlaassen commented Jun 20, 2024 •
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Average Potential Outcomes

Adding DoubleMLAPO to estimate (weighted) average potential outcomes

$$\theta_0 = \mathbb{E}[\omega(Y,D,X) \cdot Y(a)]$$

for some treatment value $D=a$.

Further adding DoubleMLAPOS to simultaneously compute multiple discrete average potential outcomes and effects.

New DGP

New dgp make_irm_data_discrete_treatements.

Additional updates

Add optional treatment_names and summary to DoubleMLFramework.

Reference to Issues or PRs

First step to implement #245

Comments

DoubleMLAPO supports:

  • Sensitivity analysis
  • weights
  • External predictions
  • Tuning
  • Conditional and group estimates

DoubleMLAPOS supports:

  • Sensitivity analysis
  • Benchmarking
  • weights
  • External predictions

PR Checklist

Please fill out this PR checklist (see our contributing guidelines for details).

  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
  • The code passes all (unit) tests.
  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

github-advanced-security[bot]
github-advanced-security bot found potential problems Jun 20, 2024
View reviewed changes
doubleml/irm/apo.py
_check_is_propensity


class DoubleMLAPO(LinearScoreMixin, DoubleML):

Check warning

Code scanning / CodeQL

Conflicting attributes in base classes

Base classes have conflicting values for attribute '_score_element_names': [Property _score_element_names](1) and [Property _score_element_names](2).
doubleml/irm/apo.py
_check_score(self.score, valid_scores, allow_callable=False)

# set stratication for resampling
self._strata = self._dml_data.d

Check warning

Code scanning / CodeQL

Overwriting attribute in super-class or sub-class

Assignment overwrites attribute _strata, which was previously defined in superclass [DoubleML](1).
doubleml/irm/apo.py

ml_g_is_classifier = self._check_learner(ml_g, 'ml_g', regressor=True, classifier=True)
_ = self._check_learner(ml_m, 'ml_m', regressor=False, classifier=True)
self._learner = {'ml_g': ml_g, 'ml_m': ml_m}

Check warning

Code scanning / CodeQL

Overwriting attribute in super-class or sub-class

Assignment overwrites attribute _learner, which was previously defined in superclass [DoubleML](1).
@SvenKlaassen
update default test for doubleml
a367b1e
@SvenKlaassen
extend model default tests for apo and apos
87f6acc
@SvenKlaassen
fix model default test
1628001
@SvenKlaassen
Merge branch 's-add-sensitivity-framework' into s-add-irm-apo
7b66663
@SvenKlaassen
add sensitivity_elements property to apos
f24d13a
@SvenKlaassen
add sensitivity_params and sensitivity_analysis to apos
ac38ba7
@SvenKlaassen
add sensitivity_plot to apos
8f323a5
@SvenKlaassen
Update test_return_types.py
706004c
@SvenKlaassen
fix format
fb2dfa6
@SvenKlaassen
add sensitivity_summary to framework obj
f13ba78
@SvenKlaassen
move sensitivity_summary to DoubleMLFramework class
e0715c8
@SvenKlaassen
fix gain statistics for multiple treatments
04fae5e
@SvenKlaassen
Update gain_statistics.py
53b4e4a
@SvenKlaassen
add benchmarking to apos
9911b69
@SvenKlaassen
add _all_treatments to apos
31b386a
@SvenKlaassen
add exception tests for external predicitons
738edf3
@SvenKlaassen
add exception for multiple treatment variables in apo setting
e18aba1
@SvenKlaassen
add simple external predictions to apos
bfa57da
@SvenKlaassen
fix sensitivity_summary tests
6f8d3f4
@SvenKlaassen
add more restrictions on ext predictions for apos
e25663c
@SvenKlaassen
finalize external predictions (docstrings and method names
07e919a
@SvenKlaassen
add evaluations for external predictions in DoubleMLAPO
7b8b330
@SvenKlaassen
fix dimensions in gain_statistics
ae5b2c0
@SvenKlaassen
fix formatting
fef6987
@SvenKlaassen
update make_irm_data_discrete_treatments descriptions
5200ce2
@SvenKlaassen SvenKlaassen merged commit 2287e65 into main Aug 12, 2024
@SvenKlaassen SvenKlaassen mentioned this pull request Oct 22, 2024
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@SvenKlaassen