Handle the binary outcome in metalearners

Problem

When we use the ordinary classification models provided by sklearn, we get poor results because metalearners call the predict methods that return 0 or 1.

It would be because metalearners in EconML now focus on the continuous outcome.

Solution

I modified the predict methods in two ways:

• create wrappers of sklearn models
• override methods after the initialization of metalearners

I uploaded a jupyter notebook in gist to explain the modification.

Discussion and Proposition

I would like to find better solutions to handle the binary outcome (from my point of view, it would not be reasonable to add an option to handle the binary outcome in EconML right now). Do you have any ideas?

And I would appreciate it if you could provide a supplementary explanation about handling the binary outcome anywhere in your document.