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Vasilis/local linear #13

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merged 63 commits into from
Apr 6, 2019
Merged

Vasilis/local linear #13

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f089231
api
vasilismsr Mar 7, 2019
342ff6c
doc dml
vasilismsr Mar 7, 2019
f1f05fa
removed second model_t
vasilismsr Mar 7, 2019
7fb788f
pr comments:
vasilismsr Mar 7, 2019
48ed712
removed legacy
vasilismsr Mar 7, 2019
0e44588
spec forests
vasilismsr Mar 8, 2019
dc9ed7c
forests doc
vasilismsr Mar 9, 2019
a47096f
forest doc
vasilismsr Mar 9, 2019
d345f06
forest docs
vasilismsr Mar 10, 2019
c1b31c0
forest docs
vasilismsr Mar 10, 2019
a4b3e90
local-linear correction for ortho forest
vasilismsr Mar 10, 2019
8245041
local linear ortho forest
vasilismsr Mar 10, 2019
dedc17b
local linear multiple treatments fix
vasilismsr Mar 10, 2019
1c8056c
added ell_2 regularization of the offset part
vasilismsr Mar 10, 2019
7519ca0
some fixes in the ell2 regularization
vasilismsr Mar 10, 2019
bbd3d42
made lambda in the ridge penalty parameterizable
vasilismsr Mar 10, 2019
208a313
replaced inv with pinv in parameter_estimate for stability and also r…
vasilismsr Mar 11, 2019
93969d4
reverted back to incoprorating second order parameters in the splitti…
vasilismsr Mar 11, 2019
a5eefea
enabled separate parameter estimate for first and second stage and se…
vasilismsr Mar 12, 2019
92faa26
changed default subsample ratio for local linear forestS
vasilismsr Mar 12, 2019
7ff98a9
improvements on causal tree runtime
vasilismsr Mar 14, 2019
4d4c448
causal tree optimization
vasilismsr Mar 14, 2019
78eab3a
removed internal storing of data in causal tree class
vasilismsr Mar 14, 2019
b00e54a
causal tree optimizations
vasilismsr Mar 14, 2019
bc07bcf
added local linear correction to discrete treatment ortho forest
vasilismsr Mar 15, 2019
a6492a2
merged local linear and continuous treatment forest into a single cla…
vasilismsr Mar 15, 2019
9dcb889
changed default subsample rate to reduce bias for better confidence i…
vasilismsr Mar 15, 2019
88d3a3d
removed cython stuff
vasilismsr Mar 15, 2019
c3d40ae
removed estimate field from node structure in causal tree as it is no…
vasilismsr Mar 15, 2019
4baae7a
lint formatting
vasilismsr Mar 15, 2019
4019265
lint formatting
vasilismsr Mar 15, 2019
2c7caec
linting formats
vasilismsr Mar 15, 2019
957c9cf
removed benchmark rst
vasilismsr Mar 15, 2019
9773f4b
added weighted wrappers to the first stage nuisance estimators for co…
vasilismsr Mar 15, 2019
edd53b6
some comments in the new additions for local linear correction
vasilismsr Mar 15, 2019
789dac0
comments on new code
vasilismsr Mar 15, 2019
6adf20f
lint errors
vasilismsr Mar 15, 2019
2e7023a
changed the comments on the input parameters of the changed classes a…
vasilismsr Mar 15, 2019
d05145c
notebook for ortho forest re-run
vasilismsr Mar 16, 2019
bc0e514
Merge branch 'master' into vasilis/local-linear
vasilismsr Mar 16, 2019
d1c856b
Update metalearners.rst
vasilismsr Mar 16, 2019
291b752
Update forest.rst
vasilismsr Mar 16, 2019
d1cfd02
linting errors
vasilismsr Mar 16, 2019
1aaecde
Merge branch 'vasilis/local-linear' of github.com-microsoft:Microsoft…
vasilismsr Mar 16, 2019
fa0ab64
added random seed in the data generating function of the orf tests
vasilismsr Mar 16, 2019
2bc30e2
added random seed in the data generating function of the orf tests
vasilismsr Mar 16, 2019
7c6e7d5
added thread based parallelism in the predict part of the ortho fores…
vasilismsr Mar 17, 2019
04f8bf8
some further improvements on computation time when deciding splits in…
vasilismsr Mar 17, 2019
7291ead
small fix when importing data from ihdp. was not using os.path.join f…
vasilismsr Mar 17, 2019
c15111c
Update econml/data/dgps.py
kbattocchi Mar 20, 2019
5ee3f3c
Update econml/ortho_forest.py
kbattocchi Mar 20, 2019
419626f
updated doc string in ortho forests with new default values
vasilismsr Mar 20, 2019
8ea437a
updated find_tree_node function to be a single public one.
vasilismsr Mar 20, 2019
797d2dc
better version to get coordinates from flat index in proposals of cau…
vasilismsr Mar 20, 2019
1a70e52
comment in docstring for balancedness_tol
vasilismsr Mar 20, 2019
45a16e5
pr comments
vasilismsr Apr 5, 2019
9a4a260
pr comments
vasilismsr Apr 5, 2019
2dc6913
pr comments
vasilismsr Apr 5, 2019
bb57e04
notebook final run
vasilismsr Apr 5, 2019
1a13254
linting
vasilismsr Apr 5, 2019
62f543d
notebook final run
vasilismsr Apr 5, 2019
6acf451
Merge branch 'master' into vasilis/local-linear
kbattocchi Apr 5, 2019
9f956f5
Fix docstring issues
kbattocchi Apr 6, 2019
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Update forest.rst
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@vasilismsr
vasilismsr authored Mar 16, 2019
commit 291b752b748a255cf67892c4fd940c6efbbea1e6
1 change: 0 additions & 1 deletion doc/spec/estimation/forest.rst
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Expand Up @@ -155,4 +155,3 @@ both the treatment and the outcome regressions, in the case of continuous treatm

Synthetic data estimation with high dimensional controls