py-why / py-why/EconML

Convergence issue during .fit()

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Jupyter Notebook
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Description

I am getting a lot of the following warning during fitting DiscreteTreatmentOrthoForest.

/opt/miniconda3/lib/python3.7/site-packages/sklearn/linear_model/sag.py:337: ConvergenceWarning: The max_iter was reached which means the coef_ did not converge

I get this in the terminal even during fitting the simulate dataset in the notebooks Orthogonal Random Forest Example.ipynb, the Multiple Treatment section. I am what are the potential reasons for this. Thanks!

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Research direction

Start with the Multiple Treatment section of Orthogonal Random Forest Example.ipynb and reproduce the warning while fitting DiscreteTreatmentOrthoForest on the simulated dataset. Trace the warning to sklearn/linear_model/sag.py and determine the potential causes and whether the warning is expected; done means the behavior and guidance are clearly documented.

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Assessment

Tech stack
jupyter-notebook, python, scikit-learn
Domain
machine-learning
Issue type
Bug
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
25/100

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