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Vasilis/ortholearner refactor #132

Merged
merged 65 commits into from
Nov 5, 2019
Merged

Vasilis/ortholearner refactor #132

merged 65 commits into from
Nov 5, 2019

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vasilismsr
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vasilismsr and others added 26 commits November 1, 2019 21:37
@vasilismsr
created ortho learner meta class. Put _Rlearner in separate file. Res…
a00da02 
…tructured _RLearner to be subclass of _OrthoLearner. Small modifiications to first stage and final wrappers in DML and in preprocessing done at the beginning of statsmodels inference.
@vasilismsr
notebook for ortholearner testing
d9449e0
@vasilismsr
check for non keyword argument being None in crossfit
8c5194d
@vasilismsr
started tests for ortho learner
4a87052
@vasilismsr
linting style for ortho learner.py
e442968
@vasilismsr
linting style for _rlearner.py
3adb748
@vasilismsr
linting style for test_ortho_learner.py
51728b9
@vasilismsr
lintiny
2776d9e
@vasilismsr
linting
e83ded9
@vasilismsr
linting
bec8128
@vasilismsr
fixed issues related to input output shapes. One mistake was in resid…
c11d99d 
…ualization inside the _RLearner when both X nad W are None
@vasilismsr
added coef to sparse linear dml cate and also to LassoCVWrapper
5cda006
@vasilismsr
removed coef from within final wrapper of dmlcateestimator
2450a99
@vasilismsr
making ortho test deterministic
fde1b7c
@vasilismsr
Merge branch 'master' into vasilis/ortholearner_refactor
68e295c
@vasilismsr
testing noteboook
32e8cd4
@vasilismsr
fixed intercept problem in model_final with multidim output
b0e8390
@vasilismsr
comments on the crossfit function
5e8e0c9
@vasilismsr
handling the case where the test folds in a custom splitter in ortho …
dc129d3 
…learner do not contain all the indices. We now call fit model final only on that subset of indices for which we have calculated their nuisance values.
@vasilismsr
handling the case where the test folds in a custom splitter in ortho …
7679328 
…learner do not contain all the indices. We now call fit model final only on that subset of indices for which we have calculated their nuisance values.
@vasilismsr
testing notebook updates
c67f745
@vasilismsr
updated crossfit test to include fitted_inds
23ef44d
@vasilismsr
comments in ortho learner
de8a159
@vasilismsr
documentation related changes to include the new python files.
1e3825a
@vasilismsr
more docstring for _OrthoLearner. Some small fixes to allow for child…
3ddb59a 
… classes and models of child classesto omit keyword arguments in their signature if those will always be equal to None.
@vasilismsr
pylint errors
9b0726c
@vasilismsr
improving docstring by removing unncessary highlight of code
d5bc747
@vasilismsr
made sample weight and sample var keyword only in the _RLearner
b56048b
@vasilismsr
improved docstring in cate estimator
5d2288f
@vasilismsr
added comment regarding going back from the one-hot encoding to the l…
fafbb29 
…abel version.
@vasilismsr
improved formatting of conditional subtraction
5bd9c24
@vasilismsr
typo in ortho learner docstring
cfe03c1
@vasilismsr
docstring updated to improve on crossfit training description
0b7b932
@vasilismsr
added checks that crossfit fold structure is valid and raising approp…
c78a78d 
…riate error messages. Added tests that check that these messages are correctly raised.
@vasilismsr
better docstring in ortho learner
42384d0
@vasilismsr
W in example in ortholearner docstring
c4e0cf4
@vasilismsr
simplified input checks code in ortho learner
4ad02cc
@vasilismsr
updated docstring regarding how we call the split method with all the…
1268bb3 
… varialbes in the ortho learner
@vasilismsr
added some more tests related to input None's in _crossfit
17f3532
kbattocchi
kbattocchi approved these changes Nov 5, 2019
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Looks good. Make sure to squash when merging so we don't have lots of meaningless commits.

@vasilismsr vasilismsr merged commit d416b6b into master Nov 5, 2019
@kbattocchi kbattocchi deleted the vasilis/ortholearner_refactor branch November 5, 2019 20:17
@kbattocchi kbattocchi mentioned this pull request Nov 5, 2019
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@vsyrgkanis vsyrgkanis vsyrgkanis left review comments

@kbattocchi kbattocchi kbattocchi approved these changes

@heimengqi heimengqi Awaiting requested review from heimengqi

@moprescu moprescu Awaiting requested review from moprescu

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@vasilismsr @kbattocchi @vsyrgkanis