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Refactor DML classes to use a more general RLearner base class #30

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merged 3 commits into from
Apr 11, 2019

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kbattocchi
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This pull request refactors the DML classes, adding an internal base class that should allow us to generalize to "3ML" a la the Orthogonal Statistical Learning paper by Dylan and Vasilis.

@kbattocchi kbattocchi requested a review from vasilismsr April 8, 2019 16:28
@kbattocchi kbattocchi force-pushed the kebatt/refactorDml branch 2 times, most recently from bbf793a to d68733e Compare April 9, 2019 22:28
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I've also made two other changes:

  • I've added the option to thread random state through this class
  • I've added support for discrete treatments

These are visible as separate commits.

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@vasilismsr vasilismsr left a comment

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Went over code of dml and all looks good to me!

@kbattocchi kbattocchi merged commit 22fda5a into master Apr 11, 2019
@kbattocchi kbattocchi deleted the kebatt/refactorDml branch April 11, 2019 00:50
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2 participants