py-why / py-why/EconML

Neural Net Wrapper

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#164 1 comment 0 reactions 3 assignees View on GitHub

@heimengqi is already working on this.

Since Nov 16, 2019.

enhancement
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Description

If one wants to use a custom neural net architecture model for the first stage models (e.g. as in #124 ), then they need to build a keras model wrapper, that wraps a keras sequential model in a fit and predict API. We should provide such a wrapper in our utilities (maybe as a scikit-learn extension to the neural net module, e.g. sklearn_extensions.neural_net.KerasRegressor and sklearn_extensions.neural_net.KerasClassifier ).

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