-
Notifications
You must be signed in to change notification settings - Fork 793
Enable Discrete Outcomes w/ RScorer #927
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Conversation
a85736e to
b2ba239
Compare
|
Code looks ready to merge. The DCO check is failing though, which probably means you'll have to rebase the branch. Can you follow the instructions here? |
b594243 to
c90a5a9
Compare
Done. Thanks for the reviewing this PR 🤜 🤛 |
|
Hm seems like we're not done yet. Says the branch is out-of-date with main. I think the problem is that in the current rebase there is a commit that merged in some updates from main ("pre commit autoupdate"), and git is not liking that. Instead, can you update your local main branch and rebase from there? |
Signed-off-by: Jacob Pieniazek <[email protected]>
Signed-off-by: Jacob Pieniazek <[email protected]>
Co-authored-by: fverac <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]>
…ting w/ SLearner Signed-off-by: Jacob Pieniazek <[email protected]>
c90a5a9 to
539be62
Compare
Ah yes, I missed that on my end. I believe everything should be good to go from here. |
|
Merging now, thanks for the contribution! |
* api(enable discrete outcome in RScorer) Signed-off-by: Jacob Pieniazek <[email protected]> * test(update DGP for test) Signed-off-by: Jacob Pieniazek <[email protected]> * Update econml/tests/test_rscorer.py Co-authored-by: fverac <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> * test(rlearner): Update test data dimensions in _get_data to allow testing w/ SLearner Signed-off-by: Jacob Pieniazek <[email protected]> --------- Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Co-authored-by: fverac <[email protected]> Signed-off-by: Carl Gold <[email protected]>
* api(enable discrete outcome in RScorer) Signed-off-by: Jacob Pieniazek <[email protected]> * test(update DGP for test) Signed-off-by: Jacob Pieniazek <[email protected]> * Update econml/tests/test_rscorer.py Co-authored-by: fverac <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> * test(rlearner): Update test data dimensions in _get_data to allow testing w/ SLearner Signed-off-by: Jacob Pieniazek <[email protected]> --------- Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Co-authored-by: fverac <[email protected]> Signed-off-by: Carl Gold <[email protected]>
* api(enable discrete outcome in RScorer) Signed-off-by: Jacob Pieniazek <[email protected]> * test(update DGP for test) Signed-off-by: Jacob Pieniazek <[email protected]> * Update econml/tests/test_rscorer.py Co-authored-by: fverac <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> * test(rlearner): Update test data dimensions in _get_data to allow testing w/ SLearner Signed-off-by: Jacob Pieniazek <[email protected]> --------- Signed-off-by: Jacob Pieniazek <[email protected]> Signed-off-by: Jacob Pieniazek <[email protected]> Co-authored-by: fverac <[email protected]> Signed-off-by: Carl Gold <[email protected]>
Motivation:
RScorerclass for scoring and model ensembling in the presence of discrete outcomesImplementation:
discrete_outcomeattribute toRScorerclass and pass toLinearDMLinRScorer.fit()methodFile modifications:
econml/score/rscorer.py- Addeddiscrete_outcomeattributeeconml/tests/test_rscorer.py- Added test case for discrete outcomes and CATEs that take probabilistic form