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Vasilis/ortholearner refactor #132
Commits on Nov 2, 2019
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created ortho learner meta class. Put _Rlearner in separate file. Res…
…tructured _RLearner to be subclass of _OrthoLearner. Small modifiications to first stage and final wrappers in DML and in preprocessing done at the beginning of statsmodels inference.
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fixed issues related to input output shapes. One mistake was in resid…
…ualization inside the _RLearner when both X nad W are None
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handling the case where the test folds in a custom splitter in ortho …
…learner do not contain all the indices. We now call fit model final only on that subset of indices for which we have calculated their nuisance values.
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handling the case where the test folds in a custom splitter in ortho …
…learner do not contain all the indices. We now call fit model final only on that subset of indices for which we have calculated their nuisance values.
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Commits on Nov 3, 2019
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more docstring for _OrthoLearner. Some small fixes to allow for child…
… classes and models of child classesto omit keyword arguments in their signature if those will always be equal to None.
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many changes to the docstrings of the _OrthoLearner. Addition of scor…
…e_ attribute, available after fit of the _OrthoLearner. Changing to the sphinx module template, so that private methods are printed and methods are inheritted from parents. Added all tests to the _OrthoLearner. Added docstring to the effect function that is replaced in the DiscreteTreatmentExpansionMixin.
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fixed bug in score of _rlearner with multidim outcome, to average fir…
…st across samples and then take the mean across outcome dimensions
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Commits on Nov 4, 2019
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better access to fitted nuisance mdoells in _OrthoLearner and _RLearn…
…er. Improved docstrings in both
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added draft example implementation of DRLearner based on the _OrthoLe…
…arner in the OrthoLearner notebook
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Commits on Nov 5, 2019
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added checks that crossfit fold structure is valid and raising approp…
…riate error messages. Added tests that check that these messages are correctly raised.
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updated docstring regarding how we call the split method with all the…
… varialbes in the ortho learner
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added description in docstring of _param_var of StatsModelsLinearRegr…
…ession in utilities
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hardcoding the autosummary template for ortho_learner and rlearner fo…
…r now until better solution is found. Also creating separate headers for private and public modules on sidebar of docs
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improved cate estimator docstrings
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cate estimator small bug between brunches
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cate estimator small bug between brunches
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