DRTester does not have support for sample_weight
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Description
I work with summarized data to make causal inference, where each row corresponds to a group of units.
When I try to use DRTester to validate results, the methods inside the class (fit_nuisance, fit_nuisance_cv, fit_nuisance_train, evaluate_cal...) do not have support for sample_weight. I use it to represent the original distribution.
It would be nice to have this support.
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start at DRTester and inspect the fit_nuisance, fit_nuisance_cv, fit_nuisance_train, and evaluate_cal methods named in the issue. Trace how summarized-data weights would need to flow through these entry points, then verify that weighted validation works for the reported use case.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 35/100