Any methods to test model calibration for doubly robust estimator
Open
Nobody has claimed this yet.
- Dominant language
- Jupyter Notebook
- Stars
- 4.8k
- Forks
- 827
- PR merge metrics
- No merged PRs in 30d
Description
hi, is there any method to test model calibration for a doubly robust estimator? Like test_calibration in GRF(https://grf-labs.github.io/grf/articles/diagnostics.html) to test if the model is well calibrated?
Contributor guide
No contributing guide indexed for this repository
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
No EconML file, test, or entry point is named. Begin by reading the linked GRF diagnostics page and examining how EconML's doubly robust estimators are exposed; the work is complete when a calibration-testing approach is clearly defined and supported or documented for the relevant estimator.
Written by the indexing model from the issue text.
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