doubleml-for-py
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DoubleML
DoubleML - Double Machine Learning in Python
Thanks for contributing to DoubleML. Before submitting a PR, please take a look at our [contribution guidelines](https://github.com/DoubleML/doubleml-for-py/blob/master/CONTRIBUTING.md). Additionally, please fill out the PR checklist below. ### Description Added CATE and...
We do have unit tests for model defaults, see https://github.com/DoubleML/doubleml-for-py/blob/master/doubleml/tests/test_doubleml_model_defaults.py. The intention behind such "default setting unit tests" is twofold: 1) It should assert that the defaults are valid /...
### Description Added DoubleMLDiD (as discussed in Chang (2020)) to the DoubleML packages. Added two Data Backends for repeated outcome and repeated cross-section respectively Added the Data Generation process as...
### Describe the bug Bug reported by @ShreyDixit: Assume that one successfully initializes an object of class `DoubleMLData`. Then alters a property like `y_col` in a way that violates some...
Currently we only check that predictions are finite in https://github.com/DoubleML/doubleml-for-py/blob/b3cbdb572fce435c18ec67ca323645900fc901b5/doubleml/_utils.py#L204-L208 We may additionally want to check that estimated probabilities are strictly in `(0,1)` (maybe with some eps threshold). Otherwise, the...
Even when I set both prediction functions to be lasso, which should support for sparse matrix in sklearn, the doubleml pkg throws the error that sparse matrix is not supported....
Is it possible to access the attributes of the nuisance functions? For example, if the nuisance function is a `RandomForestRegressor`, then the `sklearn` package allows one to access the attributes...
See https://twitter.com/natfriedman/status/1420122675813441540 & https://github.com/citation-file-format/citation-file-format.
### Trimming as part of the ML estimation and prediction step - At the moment the trimming of propensity scores is part of the "score evaluation step", see https://github.com/DoubleML/doubleml-for-py/blob/6ea72e4491bb219fade53b569a199823162fe8d4/doubleml/double_ml_irm.py#L199-L201 -...
See also https://github.com/DoubleML/doubleml-for-r/issues/83