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Cython implementation of GRF and CausalForestDML #341
Commits on Nov 19, 2020
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Commits on Nov 20, 2020
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Commits on Nov 29, 2020
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Commits on Dec 1, 2020
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added version of grf criterion that optimizes mse and reweights heter…
…ogeneity by jacobian matrix.
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added a heterogeneity importance score that seems more robust for grf…
…. Added notebook with IVForest.
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Commits on Dec 2, 2020
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Commits on Dec 4, 2020
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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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Commits on Dec 5, 2020
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Commits on Dec 6, 2020
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Commits on Dec 7, 2020
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fixed variable importance. Changed het criterion to only use the rele…
…vant output heterogeneity
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Commits on Dec 8, 2020
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fixed variance correction. added objective bayes debiasing. changed d…
…efault params and param names
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Commits on Dec 9, 2020
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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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fixed bug with negative effect inference due to non-bayesian-debiasin…
…g of the projection
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Commits on Dec 10, 2020
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restructured dml into folder. Deprecated ForestDML by CausalForestDML…
…. Removed two legacy files in our main folder.
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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
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Commits on Dec 13, 2020
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Commits on Dec 14, 2020
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Commits on Dec 15, 2020
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Commits on Dec 16, 2020
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Commits on Dec 17, 2020
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Commits on Dec 18, 2020
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changed notebook name and cleaned up. changed docstring in honest for…
…est. moved some internal modules to private reference
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changed notebook name and cleaned up. changed docstring in honest for…
…est. moved some internal modules to private reference
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Commits on Dec 19, 2020
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Commits on Dec 26, 2020
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fixed bug in the way input_feature_names where used in summary. enabl…
…ed shap to use input featurenames
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Commits on Dec 27, 2020
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Commits on Dec 28, 2020
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Commits on Jan 6, 2021
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partially addressing keith's review
fixed shap improt addressed Keith's review comments fixed doctest added TODO for sklearn compaitbility
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Commits on Jan 7, 2021
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Commits on Jan 8, 2021
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