Reusing first-stage models for multiple `econml.dml.NonParamDML` runs
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Description
Hi there,
I'm trying to apply DML to a case where there's only one treatment intervention, but multiple outcome metrics. To save on compute time, I'd like to train model_t once and reuse it for all the DML runs, training one model_y per run.
Is this functionality supported?
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
Start with econml.dml.NonParamDML and inspect how model_t and model_y are trained across separate runs. Check whether first-stage models can be retained or supplied for reuse, and define the expected behavior for one treatment with multiple outcomes. Done means the supported workflow is documented or the requested reuse capability is implemented and verified.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100