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CATE validation suite #777
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Great job! Very well documented and clean code. Several comments and requests, but overall seams in a great shape!
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
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Sorry for the terrible delay in approving this; it will be a great addition to the library and it looks good to me, I've just made a few small changes to clean up some linting issues and such.
Add new CATE validation class, DRTester, to perform doubly-robust based CATE validation methods. Implemented methods include BLP, calibration, and QINI coefficient. Relevant files are:
Tests cover 100% of implemented code (see attached image).
Looking forward to any comments.