Cross fitting for LinearDRLearner and DML
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Description
Hi,
I was wondering where cross-fitting (splitting into auxillary and main samples ala Duflo/Chernozhukov) is taken into account in the inputs for DRLearner and DML? Is it through the cv parameter? Looks like there used to be a n_crossfit_splits parameter that was deprecated..
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Research direction
The issue names DRLearner, DML, the cv parameter, and the deprecated n_crossfit_splits parameter, but no files or tests. Start by locating the public DRLearner and DML API documentation and checking how cv relates to cross-fitting. Done means the cross-fitting behavior and parameter status are clearly documented.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100