Can DynamicDML support different final models?
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Description
It seems the final_model of DynamicDML is fixed to _LinearDynamicModelFinal. Is it possible to customise this, or support CausalForest as the final_model in the future?
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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 by locating DynamicDML and _LinearDynamicModelFinal in the EconML source, then inspect how the final model is selected and how CausalForest is represented. The requested work would need a decided customization interface or supported alternative final model, with compatibility and completion criteria established before implementation.
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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