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Vasilis/docs #370

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05d824a
re-structured public module in docs
vasilismsr Jan 13, 2021
d7abbcc
re-structured public module in docs
vasilismsr Jan 13, 2021
4134e8f
fixed map and comparison table
vasilismsr Jan 13, 2021
7987042
fixed inference test
vasilismsr Jan 13, 2021
b9cfdf4
Merge branch 'master' into vasilis/docs
vsyrgkanis Jan 14, 2021
c774ab9
moved orf to folder. moved automl to folder. changed docs. fixed doct…
vasilismsr Jan 14, 2021
fe1112e
added deprecated orf
vasilismsr Jan 14, 2021
427aedb
doc fixes
vasilismsr Jan 14, 2021
77db23e
auto init missing
vasilismsr Jan 14, 2021
b435131
small fixes
vasilismsr Jan 14, 2021
f7629d7
removed explicit automl docs until azureml fix
vasilismsr Jan 14, 2021
c16e424
removed automl for now from docs until import is fixed
vasilismsr Jan 14, 2021
7ccaa8d
restructured to folders
vasilismsr Jan 14, 2021
c1c4159
added iv/nnet init
vasilismsr Jan 14, 2021
34289a7
fixed import
vasilismsr Jan 14, 2021
7092741
fixed relative importst
vasilismsr Jan 14, 2021
95edf8f
fixed bootstrap relative imports
vasilismsr Jan 14, 2021
f3b0033
fixed relative imports
vasilismsr Jan 15, 2021
d93c188
fxed imports
vasilismsr Jan 15, 2021
3c126a9
lasso doctest
vasilismsr Jan 15, 2021
d5d3f2c
doctest in ofrest
vasilismsr Jan 15, 2021
f02978e
changed to NonParamTSLS
vasilismsr Jan 15, 2021
8ea3976
added more text to bootstrap deprecation warning
vasilismsr Jan 15, 2021
dba96ad
fixed review feedback
vasilismsr Jan 15, 2021
0ba268f
merged with master
vasilismsr Jan 16, 2021
fae4f01
merge master
vasilismsr Jan 16, 2021
04f0afb
changed to particular shap commit
vasilismsr Jan 16, 2021
d2ecaf8
reverted shap and added intersphinx
vasilismsr Jan 16, 2021
f160711
reverted to commit shap
vasilismsr Jan 16, 2021
d5e61bc
fixed wording in hyperparm tuning
vasilismsr Jan 16, 2021
e36347e
Merge branch 'master' into vasilis/docs
vsyrgkanis Jan 16, 2021
7795d80
fixed reference to hoenst forest in docs
vasilismsr Jan 16, 2021
80781e8
moved tsls under sieve submodule
vasilismsr Jan 16, 2021
2bdbb37
changed tsls to sieve.SieveTSLS
vasilismsr Jan 16, 2021
66729bc
fixed azure pipes
vasilismsr Jan 16, 2021
352772b
fixed azure pipes
vasilismsr Jan 16, 2021
cfc93f2
added verbosity to bootstrap
vasilismsr Jan 16, 2021
70337ce
mvoed bootstrap to private
vasilismsr Jan 18, 2021
4b8730e
made deprecation changes
vasilismsr Jan 18, 2021
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22 changes: 11 additions & 11 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -161,7 +161,7 @@ To install from source, see [For Developers](#for-developers) section below.
<summary>Orthogonal Random Forests (click to expand)</summary>

```Python
from econml.ortho_forest import DMLOrthoForest, DROrthoForest
from econml.orf import DMLOrthoForest, DROrthoForest
from econml.sklearn_extensions.linear_model import WeightedLasso, WeightedLassoCV
# Use defaults
est = DMLOrthoForest()
Expand Down Expand Up @@ -232,7 +232,7 @@ To install from source, see [For Developers](#for-developers) section below.
* Linear final stage

```Python
from econml.drlearner import LinearDRLearner
from econml.dr import LinearDRLearner
from sklearn.ensemble import GradientBoostingRegressor, GradientBoostingClassifier

est = LinearDRLearner(model_propensity=GradientBoostingClassifier(),
Expand All @@ -245,7 +245,7 @@ lb, ub = est.effect_interval(X_test, alpha=0.05)
* Sparse linear final stage

```Python
from econml.drlearner import SparseLinearDRLearner
from econml.dr import SparseLinearDRLearner
from sklearn.ensemble import GradientBoostingRegressor, GradientBoostingClassifier

est = SparseLinearDRLearner(model_propensity=GradientBoostingClassifier(),
Expand All @@ -258,7 +258,7 @@ lb, ub = est.effect_interval(X_test, alpha=0.05)
* Nonparametric final stage

```Python
from econml.drlearner import ForestDRLearner
from econml.dr import ForestDRLearner
from sklearn.ensemble import GradientBoostingRegressor, GradientBoostingClassifier

est = ForestDRLearner(model_propensity=GradientBoostingClassifier(),
Expand All @@ -275,7 +275,7 @@ lb, ub = est.effect_interval(X_test, alpha=0.05)
* Intent to Treat Doubly Robust Learner (discrete instrument, discrete treatment)

```Python
from econml.ortho_iv import LinearIntentToTreatDRIV
from econml.iv.dr import LinearIntentToTreatDRIV
from sklearn.ensemble import GradientBoostingRegressor, GradientBoostingClassifier
from sklearn.linear_model import LinearRegression

Expand All @@ -294,7 +294,7 @@ lb, ub = est.effect_interval(X_test, alpha=0.05) # OLS confidence intervals

```Python
import keras
from econml.deepiv import DeepIVEstimator
from econml.iv.nnet import DeepIV

treatment_model = keras.Sequential([keras.layers.Dense(128, activation='relu', input_shape=(2,)),
keras.layers.Dropout(0.17),
Expand All @@ -309,11 +309,11 @@ response_model = keras.Sequential([keras.layers.Dense(128, activation='relu', in
keras.layers.Dense(32, activation='relu'),
keras.layers.Dropout(0.17),
keras.layers.Dense(1)])
est = DeepIVEstimator(n_components=10, # Number of gaussians in the mixture density networks)
m=lambda z, x: treatment_model(keras.layers.concatenate([z, x])), # Treatment model
h=lambda t, x: response_model(keras.layers.concatenate([t, x])), # Response model
n_samples=1 # Number of samples used to estimate the response
)
est = DeepIV(n_components=10, # Number of gaussians in the mixture density networks)
m=lambda z, x: treatment_model(keras.layers.concatenate([z, x])), # Treatment model
h=lambda t, x: response_model(keras.layers.concatenate([t, x])), # Response model
n_samples=1 # Number of samples used to estimate the response
)
est.fit(Y, T, X=X, Z=Z) # Z -> instrumental variables
treatment_effects = est.effect(X_test)
```
Expand Down
34 changes: 17 additions & 17 deletions doc/map.svg
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