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Vasilis/generic dml #74

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wants to merge 17 commits into from
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Vasilis/generic dml #74

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vasilismsr
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@vasilismsr vasilismsr commented Jun 18, 2019

This is a branch that implements the generic dml cate estimator with the sample weighting trick and then also creates a subclass where the final model is a subsampled honest forest. I also provide an implementation of a subsampled honest regression forest based on a scikit learn regression tree. This is a separate extension of the scikit learn forests of independent interest. This extension also provides confidence intervals using a bootstrap of little bags approach. So then the child class of generic dml cate estimator, that uses the subsampled honest forest, also provides an effect_interval method.

@vasilismsr vasilismsr closed this Nov 20, 2019
@vasilismsr vasilismsr deleted the vasilis/generic_dml branch December 5, 2019 03:29
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