EconML
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Can we compare model.score_ values across different model types? (DML, DRL, linear vs forests, etc.)
I'm getting differences in .score_ values of 10x, between simple data sets and small models using LinearDRLearner vs LinearDML. So I'm seeing 21,000 for LinearDRLeaner and 2,000 for LinearDML. Is it logical to compare scores this way or only logical within a given model type across different parameters?