DoubleML / DoubleML/doubleml-for-py
Support for sparse matrix
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new feature
- Dominant language
- Python
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Description
Even when I set both prediction functions to be lasso, which should support for sparse matrix in sklearn, the doubleml pkg throws the error that sparse matrix is not supported. Transforming the matrix to dense format will explode my memory. Is there any particular reason that sparse matrix cannot be used?
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