py-why / py-why/EconML

Crossfitting Usage

Open
#501 1 comment 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

From the paper, cross-fitting is used to reduce overfitting bias by separating the dataset into two subset when training in first stage and second stage. However, from (_ortho_learner.py:549 in function fit), It is the same data X and W used in _fit_final and _fit_nuisances.

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 by reading _ortho_learner.py around line 549 in fit, focusing on how _fit_final and _fit_nuisances use X and W. Verify whether the same data is intentionally reused or whether cross-fitting is missing, then document the expected behavior and add an appropriate regression test if the repository provides one.

Written by the indexing model from the issue text.

Assessment

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

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.