SparseLinearDML and DML with Debaised Lasso output only NaNs
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Description
With identical data, when I use DML with WeightedMultiTaskLassoCV as the final model, the output is fine (not necessarily accurate, I just mean they are numbers) whereas when I use SparseLinearDML or DML with MultiOutputDebiasedLasso, the outputs from the final model are all NaNs. The residuals appear fine however
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Research direction
Reproduce the issue with SparseLinearDML, DML using MultiOutputDebiasedLasso, and the working WeightedMultiTaskLassoCV comparison on identical data. Trace the final-model output path while checking the residuals, and consider the issue resolved when the affected models return numeric outputs rather than NaNs.
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Assessment
- Tech stack
- python
- Domain
- machine-learning
- Issue type
- Bug
- Difficulty
- 4/5
- Estimated time
- 3-5 days
- Activity status
- Stale
- Clarity
- Needs clarification
- Newbie friendliness
- 25/100