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ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goal...
@kbattocchi Following my previous issue (#648) , I checked with version 0.13.1 and it seemed that there is another problem with SparseDML. Here is a code snippet I used with...
## Background Thank you for developing such a great library. I'm reading the [document of MetaLearners](https://econml.azurewebsites.net/spec/estimation/metalearners.html#when-should-you-use-it) of EconML. The document states that the confidence interval is not typically valid: >...
Hi! Thanks for developing this powerful package. I noticed that with the [Orthogonal/Double Machine Learning estimators](https://econml.azurewebsites.net/spec/estimation/dml.html), they do not accept any missing/NaN values in my features (W & X), even...
Hi, i am trying to run econml methods on 'multiple methods'; with continuous variables there seems to be no problem when running the 'linear estimate'; however, i get the 'y...
Hey, I'm getting started with CATE models in econml and I have been exploring examples for discrete treatments with p > 2. Is there in-built support for these, and how...
# Problem When we use the ordinary classification models provided by sklearn, we get poor results because metalearners call the `predict` methods that return 0 or 1. It would be...
Most EconML models offer a way to generate a confidence interval for the point estimates of causal impact. What I need is to calculate confidence intervals over subsets of points,...
In case when treatment and IV are discrete, what does `T*Z` in the description of `model_tz_xw` refer to? Firstly, what kind of component model do I need to supply in...
It's great to have tune() methods in some of the model classes (though sadly not all as yet). But they all seem to do tuning via grid search, which is...