py-why / py-why/EconML

Verbose logging in LinearDML and SparseLinearDML

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Description

I'm trying to fit LinearDML and SparseLinearDML on a marketing data set with 350,000 examples, 25 real valued treatment variables, and 50 nuisance variables. The fitting takes a long time (and eventually gives warnings - more about that in another issue if I can't figure it out). For now my question is if there is any way to get logging? I understand there are multiple stages in the fitting process (multiple models to fit), and I don't know what takes so long. LinearDML and SparseLinearDML models don't seem to accept the verbose parameters listed in the DML base class. Thanks for your help!

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  3. Fork the repository and make your change on a branch.
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Research direction

Start by tracing the LinearDML and SparseLinearDML entry points and comparing their accepted parameters with the verbose parameters in the DML base class. Identify the fitting stages that need visibility and define completion as providing useful logging for those stages without relying on undocumented behavior.

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Assessment

Tech stack
python
Domain
machine-learning
Issue type
Feature
Difficulty
4/5
Estimated time
3-5 days
Activity status
Stale
Clarity
Mostly clear
Newbie friendliness
25/100

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