Basic monte carlo framework for simulating dgps and methods #216
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montecarlo/econml_dml_te.py
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| from econml.dml import DMLCateEstimator, LinearDMLCateEstimator, SparseLinearDMLCateEstimator, ForestDMLCateEstimator | |||
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Add copyright header.
Also consider adding a description of what this file is for.
montecarlo/mc_from_config.py
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| import sys | |||
montecarlo/mc_from_config.py
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| import importlib | ||
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| def monte_carlo_main(): | ||
| parser = argparse.ArgumentParser(description='Process some integers.') |
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If this is intended as the main entrypoint to the framework, it should have docstrings explaining its use.
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Also, the description here seems wrong.
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| import numpy as np | |||
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| import numpy as np | |||
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| def l1_error(x, y): return np.linalg.norm(x-y, ord=1) | |||
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Add docstrings to all functions.
montecarlo/mcpy/utils.py
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| import numpy as np | |||
montecarlo/sweep_config_dml_te.py
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| import os | |||
montecarlo/sweep_config_dml_te.py
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| 'plot3': plotting.plot_violin | ||
| }, | ||
| "per_plots": ['coverage_band'], | ||
| "sweep_plots": { |
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I commented this out so that the experiments wouldn't take a long time to run on my laptop - so I'd just be calculating metrics for two estimators instead of four. I can uncomment things under method_opts {} but I'll still leave the third and fourth methods commented for now under methods {}
montecarlo/sweep_mc_from_config.py
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| import sys | |||
montecarlo/sweep_mc_from_config.py
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| from mcpy.monte_carlo import MonteCarloSweep | ||
| import importlib | ||
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| def monte_carlo_main(): |
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Do we need this many similar entrypoints (here vs. mc_from_config vs. monte_carlo.py itself)? Could you consolidate them?
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Makes sense to take out the one in monte_carlo.py because the methods from there are meant to be imported, so I'll take out the main() function in that.
Built on top of https://github.com/vsyrgkanis/plugin_regularized_estimation
Changes made to to fit econml's structure
Documentation upcoming