Add causal analysis

azure-pipelines-steps.yml

@@ -53,6 +53,11 @@ jobs:
  displayName: 'Install graphviz on Linux'
  condition: and(succeeded(), eq(variables['Agent.OS'], 'Linux'))
 
+ # Install OpenMP on Mac to support lightgbm
+ - script: 'brew install libomp'
+ displayName: 'Install OpenMP on Mac'
+ condition: and(succeeded(), eq(variables['Agent.OS'], 'Darwin'))
+
  # Install the package
  - script: 'python -m pip install --upgrade pip && pip install --upgrade setuptools wheel Cython && pip install ${{ parameters.package }}'
  displayName: 'Install dependencies'

econml/__init__.py

@@ -18,6 +18,7 @@
  'ortho_iv',
  'policy',
  'score',
+ 'solutions',
  'sklearn_extensions',
  'tree',
  'two_stage_least_squares',

econml/inference/_inference.py

@@ -867,6 +867,19 @@ def _expand_outputs(self, n_rows):
  """
  pass
 
+ def translate(self, offset):
+ """
+ Update the results in place by translating by an offset.
+
+ Parameters
+ ----------
+ offset: array-like
+ The offset by which to translate these results
+ """
+ # NOTE: use np.asarray(offset) becuase if offset is a pd.Series direct addition would make the sum
+ # a Series as well, which would subsequently break summary_frame because flatten isn't supported
+ self.pred = self.pred + np.asarray(offset)
+
 
 class NormalInferenceResults(InferenceResults):
  """
@@ -1081,6 +1094,14 @@ def _expand_outputs(self, n_rows):
  return EmpiricalInferenceResults(self.d_t, self.d_y, pred, pred_dist, self.inf_type, self.fname_transformer,
  self.feature_names, self.output_names, self.treatment_names)
 
+ def translate(self, other):
+ # offset preds
+ super().translate(other)
+ # offset the distribution, too
+ self.pred_dist = self.pred_dist + np.asarray(other)
+
+ translate.__doc__ = InferenceResults.translate.__doc__
+
 
 class PopulationSummaryResults:
  """

econml/solutions/causal_analysis/__init__.py

@@ -0,0 +1,6 @@
+# Copyright (c) Microsoft Corporation. All rights reserved.
+# Licensed under the MIT License.
+
+from ._causal_analysis import CausalAnalysis
+
+__all__ = ["CausalAnalysis"]