py-why / py-why/EconML

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.

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First steps

  1. Read the whole issue, then the project's contributing guide.
  2. Comment on the issue to say you are picking it up — it saves two people doing the same work.
  3. Fork the repository and make your change on a branch.
  4. 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.

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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

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