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Cython implementation of GRF and CausalForestDML #341

Merged
merged 129 commits into from
Jan 9, 2021
Merged

Cython implementation of GRF and CausalForestDML #341

merged 129 commits into from
Jan 9, 2021

Commits on Nov 19, 2020

  1. added backend option in causal forest

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  2. added backend option in causal forest

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Commits on Nov 20, 2020

  1. adding verbosity, restructuring static functions

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Commits on Nov 29, 2020

  1. started cython causal forests

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Commits on Dec 1, 2020

  1. added version of grf criterion that optimizes mse and reweights heter… 

    …ogeneity by jacobian matrix.
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  2. notebook update

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  3. added a heterogeneity importance score that seems more robust for grf… 

    …. Added notebook with IVForest.
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Commits on Dec 2, 2020

  1. added notebooks that implement the IV grf and the local linear grf.

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  2. added local linear IV

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Commits on Dec 4, 2020

  1. added python wrapper classes for grf

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  2. clean notebook

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  3. clean notebook

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  4. switched forest prediction to the correct mean over mean

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  5. made het criterion also proxy_children_impurity=True

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  6. made het criterion also proxy_children_impurity=True

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  7. fixed randomness in train_test split. Was using same exact seed as ra… 

    …ndomness for subsampling causing weird correlations and non pseudorandomness
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  8. notebook

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  9. simplified cython code to deal with val and train

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Commits on Dec 5, 2020

  1. implemented first version of predict interval

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  2. added halfsample inference

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  3. cleaned up notebook

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  4. speed improvements

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  5. notebook

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Commits on Dec 6, 2020

  1. more speed ups

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  2. speed ups

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  3. further speed ups. squeezing it out :)

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Commits on Dec 7, 2020

  1. switched the way tree fitting is spawn for speed improvement

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  2. fixed variable importance. Changed het criterion to only use the rele… 

    …vant output heterogeneity
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  3. fixed balance of halfsamples and subsamples.

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  4. added option to not fit intercept

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  5. added variance correction. added n_subforests parameter.

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  6. added variance correction. added n_subforests parameter.

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Commits on Dec 8, 2020

  1. fixed variance correction. added objective bayes debiasing. changed d… 

    …efault params and param names
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  2. added regression forest

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  3. cleaning up unused code

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Commits on Dec 9, 2020

  1. reverted back to return whole covaraince matrix in forest class, as i… 

    …t will help with effect_inference, when integrating with DML. Fixed a bug in jacobian inversion in the criterion cython class.
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  2. added CausalForestDML cate estimator

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  3. fixed bug with negative effect inference due to non-bayesian-debiasin… 

    …g of the projection
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  4. removed redundant comment from cate_estimators

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Commits on Dec 10, 2020

  1. deprecating older CausalForest

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  2. increased level of confidence in CF and ORF notebook

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  3. increased level of confidence in CF and ORF notebook

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  4. notebook

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  5. restructured dml into folder. Deprecated ForestDML by CausalForestDML… 

    …. Removed two legacy files in our main folder.
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  6. rlearner imports

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  7. testing notebooks

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  8. dml mnotebooks

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  9. deprecating ensemble.SubsampledHonestForest

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  10. added test module. made drlearner use the non dprecated regression fo… 

    …rest. Fixed all notebook deprecated references.
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Commits on Dec 12, 2020

  1. added tests for tree module and for cython grf. enabled min_var_leaf … 

    …constraint
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  2. fixed random vector in fast min eigv and fast max eigv

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  3. added tests for grf cython code.

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  4. added tests for all cython grf code. Fixed small bug in lstsq function.

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Commits on Dec 13, 2020

  1. fixed small issues with random seeds. Added tests for causal/regressi… 

    …on/iv forests.
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  2. better var leaf checking, using pairwise determinant

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Commits on Dec 14, 2020

  1. fixed small bug in eigenclipping in criterion.

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  2. added tests for python grf code

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  3. finished tests for grf python. fixed small bugs.

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  4. finished tests for grf python. fixed small bugs.

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  5. added tests for CausalForestDML

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  6. Merge branch 'master' into vasilis/grf_simplification

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  7. Merge branch 'master' into vasilis/grf_simplification

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  8. deprecating subsampledhonestforest

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Commits on Dec 15, 2020

  1. changed orf notebook to non-deprecated stuff

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  2. rerun notebook

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  3. rerun notebook

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  4. added comments

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  5. added comments in all tree module

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  6. more commenting

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Commits on Dec 16, 2020

  1. Merge branch 'master' into vasilis/grf_simplification

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  2. comments and docstrings

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  3. comments and small parameter re-structuring

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Commits on Dec 17, 2020

  1. more comments in _base_grftree.py

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  2. comments

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  3. more comments and docstrings

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  4. finished all comments and docstrings

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  5. merged master

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  6. Enable setuptools build process

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  7. linting

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  8. removing old testing notebooks

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Commits on Dec 18, 2020

  1. fixed deprecated references in tests

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  2. fixed shapes of drlearner

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  3. added cython to install_requires

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  4. fixed flaky random_state test

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  5. fixed tests and api consistency

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  6. enabled sample_var as an argument

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  7. fixed flaky test

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  8. made inference class of cfdml private.

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  9. changed setup.cfg

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  10. fixed docstrings. changed docs to new classes. updated tables and lib… 

    …rary flow chart
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  11. fixed centering on flowchart

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  12. added cython to setup to

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  13. changed notebook name and cleaned up. changed docstring in honest for… 

    …est. moved some internal modules to private reference
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  14. changed notebook name and cleaned up. changed docstring in honest for… 

    …est. moved some internal modules to private reference
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  15. fixed docs and dosctrings

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  16. Remove Cython from package dependencies

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  17. fixed docstrings and test

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  18. docstests

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  19. added deprecate positional ot casualforestdml

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  20. linting

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Commits on Dec 19, 2020

  1. added more explicit license clause from sklearn

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Commits on Dec 25, 2020

  1. added iterator and getitem in multioutputGRF and CausalForestDML

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  2. merged

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  3. allowed sklearn 0.24.

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  4. linting plus small shap changes

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  5. doc conf point to 0.24

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  6. fixed random state bug with sklearn update. fixed bug in change in shap

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  7. fixed _cross_val_predict

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  8. enabled causalforestdml

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  9. linting

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Commits on Dec 26, 2020

  1. fixed notebooks

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    vasilismsr committed Dec 26, 2020
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  2. added option for max background samples to make computation more reas… 

    …onable
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    vasilismsr committed Dec 26, 2020
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  3. rerun notebooks

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    vasilismsr committed Dec 26, 2020
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  4. fixed error_score param in gcvlist due to sklearn upgrade

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    vasilismsr committed Dec 26, 2020
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  5. added shap cells in DML notebook

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    vasilismsr committed Dec 26, 2020
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  6. fixed default value in dosctring of shap

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    vasilismsr committed Dec 26, 2020
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  7. added shap values to GRF notebook

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    vasilismsr committed Dec 26, 2020
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  8. fixed bug in the way input_feature_names where used in summary. enabl… 

    …ed shap to use input featurenames
    @vasilismsr
    vasilismsr committed Dec 26, 2020
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Commits on Dec 27, 2020

  1. updated readme. removed autoreload from noteoboks

    @vasilismsr
    vasilismsr committed Dec 27, 2020
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  2. added shap specific notebook

    @vasilismsr
    vasilismsr committed Dec 27, 2020
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Commits on Dec 28, 2020

  1. added cell with custom grf in grf notebook

    @vasilismsr
    vasilismsr committed Dec 28, 2020
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  2. updated dowhy notebook

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    vasilismsr committed Dec 28, 2020
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Commits on Jan 6, 2021

  1. removed distutils lefotver command in causla tree

    @vasilismsr
    vasilismsr committed Jan 6, 2021
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  2. shap review comments

    @vasilismsr
    vasilismsr committed Jan 6, 2021
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  3. addressing maggie's comments

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    vasilismsr committed Jan 6, 2021
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  4. partially addressing keith's review 

    fixed shap improt

addressed Keith's review comments

fixed doctest

added TODO for sklearn compaitbility
    @vasilismsr
    vasilismsr committed Jan 6, 2021
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Commits on Jan 7, 2021

  1. fixed fall_back function

    @vasilismsr
    vasilismsr committed Jan 7, 2021
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  2. fixed class names in inference

    @vasilismsr
    vasilismsr committed Jan 7, 2021
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Commits on Jan 8, 2021

  1. addressed moprescu comments

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    vasilismsr committed Jan 8, 2021
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