py-why / py-why/EconML

How can I print out MSE at each hyper-parameter tuning training iteration?

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Description

Hello Keith,
@kbattocchi
I am trying to print the error/MSE at each iteration during train when tuning in auto mode?. I am using this code:

causal_forest = CausalForestDML(criterion='het',
                                discrete_treatment=False,
                                honest=True,
                                inference=True,
                                cv=8,
                                model_t=MultiTaskLassoCV(), 
                                model_y=MultiTaskLassoCV(),
                                )

final_model=causal_forest.tune(Y, T, X=X,W=W,**params='auto')**.fit(Y, T, X=X, W=W,cache_values=True).refit_final()  

Can someone share the syntax please? Also, how do I get the optimal parameter once auto-tuning is completed?

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Research direction

Start by reading the CausalForestDML.tune and fit API documentation and the example code in the issue. Clarify whether iteration-level MSE and the selected hyper-parameters are exposed, and document the supported usage or limitation with a runnable example if the project accepts the request.

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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
20/100

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