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Vasilis/ortholearner refactor #132

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merged 65 commits into from
Nov 5, 2019
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Commits on Nov 2, 2019

  1. 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.
    vasilismsr committed Nov 2, 2019
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  8. lintiny

    vasilismsr committed Nov 2, 2019
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  9. linting

    vasilismsr committed Nov 2, 2019
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  10. linting

    vasilismsr committed Nov 2, 2019
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  11. fixed issues related to input output shapes. One mistake was in resid…

    …ualization inside the _RLearner when both X nad W are None
    vasilismsr committed Nov 2, 2019
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  16. testing noteboook

    vasilismsr committed Nov 2, 2019
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  19. 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.
    vasilismsr committed Nov 2, 2019
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  20. 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.
    vasilismsr committed Nov 2, 2019
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  21. testing notebook updates

    vasilismsr committed Nov 2, 2019
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  23. comments in ortho learner

    vasilismsr committed Nov 2, 2019
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Commits on Nov 3, 2019

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  2. 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.
    vasilismsr committed Nov 3, 2019
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  3. pylint errors

    vasilismsr committed Nov 3, 2019
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  4. docstring typo

    vasilismsr committed Nov 3, 2019
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  5. docstrings

    vasilismsr committed Nov 3, 2019
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  6. docstring typo

    vasilismsr committed Nov 3, 2019
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  7. 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.
    vasilismsr committed Nov 3, 2019
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  8. fixed bug in score of _rlearner with multidim outcome, to average fir…

    …st across samples and then take the mean across outcome dimensions
    vasilismsr committed Nov 3, 2019
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Commits on Nov 4, 2019

  1. linting

    vasilismsr committed Nov 4, 2019
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  4. better access to fitted nuisance mdoells in _OrthoLearner and _RLearn…

    …er. Improved docstrings in both
    vasilismsr committed Nov 4, 2019
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  5. improved docstrings

    vasilismsr committed Nov 4, 2019
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  6. linting

    vasilismsr committed Nov 4, 2019
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  8. testing notebook

    vasilismsr committed Nov 4, 2019
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  10. notebook

    vasilismsr committed Nov 4, 2019
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  11. added draft example implementation of DRLearner based on the _OrthoLe…

    …arner in the OrthoLearner notebook
    vasilismsr committed Nov 4, 2019
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Commits on Nov 5, 2019

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  8. added checks that crossfit fold structure is valid and raising approp…

    …riate error messages. Added tests that check that these messages are correctly raised.
    vasilismsr committed Nov 5, 2019
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  12. updated docstring regarding how we call the split method with all the…

    … varialbes in the ortho learner
    vasilismsr committed Nov 5, 2019
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  15. docstrings in utilities

    vasilismsr committed Nov 5, 2019
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  17. 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
    vasilismsr committed Nov 5, 2019
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  19. improved cate estimator docstrings

    Unknown authored and Unknown committed Nov 5, 2019
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  20. cate estimator small bug between brunches

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  21. cate estimator small bug between brunches

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  22. linting errors

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  23. linting errors

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