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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- Tech stack
- python
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- machine-learning
- Issue type
- Documentation
- Difficulty
- 4/5
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