py-why / py-why/EconML

Inference for DMLIV

Open
#300 5 comments 0 reactions 0 assignees View on GitHub

Nobody has claimed this yet.

Dominant language
Jupyter Notebook
Stars
4.8k
Forks
827
PR merge metrics
No merged PRs in 30d

Description

Hi,

I am sorry to raise the issue.
The problem is that in the documentation I read that the DMLIV method' fit supports inference = 'bootstrap', but when I perform:

cate = DMLIV(model_Y_X(), model_T_X(), model_T_XZ(), 
             dmliv_model_effect(), dmliv_featurizer(),
             n_splits=N_SPLITS, # number of splits to use for cross-fitting
                      )

cate.fit(Y, T[:,0], X, Z, store_final=True, inference = 'bootstrap')

an error occurs:

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
<ipython-input-400-ac251344ad08> in <module>
      1 #Per ora devo mettere T[:,0] perchè accetta solo mono dim treatments
----> 2 cate.fit(Y, T[:,0], X, Z, store_final=True, inference='bootstrap')

TypeError: fit() got an unexpected keyword argument 'inference'

is there a way to make inference on such estimates?

Thank you,

Federico

Contributor guide

No contributing guide indexed for this repository

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 the DMLIV.fit entry point and reproduce the shown call with inference='bootstrap'. Compare the accepted fit arguments with the documentation claim about bootstrap inference. Done when the supported behavior and documentation agree, with the reported error either resolved or clearly documented.

Written by the indexing model from the issue text.

Assessment

Tech stack
python
Domain
machine-learning
Issue type
Bug
Difficulty
3/5
Estimated time
1-2 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.