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CATE uplift validation methods #836

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merged 9 commits into from
Jan 12, 2024
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amarvenu
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Added additional functionality to the DRTester validation class to include AUTOC validation metric, with associated inference methods. Also included ability to plot uplift curve methods (both QINI and TOC curves) and cleaned up handling of multiple treatments.

Modified files are:

  • econml/validate/* (main code files)
  • econml/tests/test_drtester.py (test cases)
  • notebooks/CATE validation.ipynb (example usage notebook)

Test cases were extended to include the modifications, maintaining 100% coverage:

Screen Shot 2023-12-19 at 1 34 53 PM

Looking forward to any comments.

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This is great, thanks for the update. I've made a few minor suggestions.

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@amarvenu
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amarvenu commented Jan 9, 2024

Thank you for your comments, I have updated the code and test cases to address them. The PR now reflects the updated version. Test case coverage is still 100%.

Screen Shot 2024-01-09 at 11 26 08 AM

Let me know if you have any further comments.

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Thanks, this looks great. I'm approving the changes, but note the DCO failure on the "Checks" tab - you'll need to amend your commits to sign them off.

Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
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I’ve amended the commits accordingly, so the branch should be ready to merge now. Thanks!

@kbattocchi kbattocchi merged commit 67eef1e into py-why:main Jan 12, 2024
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kbattocchi pushed a commit to kbattocchi/EconML that referenced this pull request Jan 23, 2024
Added additional functionality to the DRTester validation class to include AUTOC validation metric, with associated inference methods. Also included ability to plot uplift curve methods (both QINI and TOC curves) and cleaned up handling of multiple treatments.
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2 participants