py-why / py-why/EconML

DML does not use weighted splitter

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#129 0 comments 0 reactions 1 assignee View on GitHub

@kbattocchi is already working on this.

Since Oct 31, 2019.

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Description

When sample weights are used, then the cross fitting of DML should optimally use a weighted splitter to create the crossfit splits, to avoid weight imbalances.

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