Functional api/causal estimators #746

andresmor-ms · 2022-11-04T16:15:39Z

Introduce fit() method to estimators.
Refactor constructors to avoid using *args and **kwargs and have more explicit parameters.
Refactor refuters and other parts of the code to use fit() and modify arguments to estimate_effect()

andresmor-ms · 2022-11-09T17:13:01Z

test advanced

github-actions · 2022-11-09T17:13:13Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:15Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:15Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:15Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:16Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:16Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:17Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:13:20Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:26:26Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T17:27:21Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T17:39:39Z

Advanced tests failed! ❌

github-actions · 2022-11-09T17:53:12Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:53:13Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:53:14Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:53:14Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:53:26Z

Launching advanced tests 🚀

github-actions · 2022-11-09T17:54:19Z

Launching advanced tests 🚀

github-actions · 2022-11-09T18:15:40Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T18:17:45Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T18:23:48Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T18:27:11Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T18:40:00Z

Advanced tests succeeded! ✅

github-actions · 2022-11-09T19:02:30Z

Advanced tests succeeded! ✅

amit-sharma

Thanks @andresmor-ms for this comprehensive refactor. I've added inline comments.

docs/source/example_notebooks/dowhy_functional_api.ipynb

dowhy/causal_estimator.py

dowhy/causal_refuters/bootstrap_refuter.py

dowhy/causal_estimator.py

dowhy/causal_refuters/add_unobserved_common_cause.py

dowhy/causal_refuters/data_subset_refuter.py

dowhy/causal_estimator.py

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

This avoids a future deprecation warning. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Related to issue #689 Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Signed-off-by: Andres Morales <andresmor@microsoft.com>

amit-sharma

Appreciate all these changes @andresmor-ms
I've added a few minor suggestions, but otherwise looks good to me. Happy to merge once you address them.
Nice that this PR also fixes the reason for the main branch failing. thanks for doing that.

docs/source/example_notebooks/dowhy-conditional-treatment-effects.ipynb

docs/source/example_notebooks/sensitivity_analysis_nonparametric_estimators.ipynb

dowhy/causal_estimator.py

dowhy/causal_estimators/econml.py

dowhy/causal_estimators/regression_estimator.py

dowhy/causal_refuters/placebo_treatment_refuter.py

poetry.lock

Signed-off-by: Andres Morales <andresmor@microsoft.com>

docs/source/example_notebooks/dowhy-conditional-treatment-effects.ipynb

amit-sharma

Looks good now. Merging.

* Initial refactor Signed-off-by: Andres Morales <andresmor@microsoft.com> * fix placebo treatment refuter randint call (py-why#702) Signed-off-by: Andres Morales <andresmor@microsoft.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Adding ProductRegressor to gcm auto assignment This model simply takes the product of the inputs. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Make conditional independence test based on regression less flaky Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add workflow to mark and close stale issues Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Mark econml, pydot, and pygraphviz as extras (py-why#701) * mark econml, pydot, and pygraphviz as extras Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * restore dep order Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Change mechanics of Docker image build and usage - Introduce a GH Action to build Docker image for docs generation every time the Dockerfile is changed - Trigger docs generation when a new Docker image was built - Minor fix in Dockerfile to avoid outdated apt database Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix GH Actions workflow docs trigger This needs to point to the correct title. Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add an option for auto assignment in distribution change attribution Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Binary bool features now remain binary in one hot encoding for ANMs in gcm Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Import dowhy.causal_estimators.econml locally (py-why#713) This imports it within the function where it's used. It removes the hard dependency on EconML and only requires it when using sensitivity_non_parametric_partial_r2. Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Adding causal-learn as (required) dependency The gcm module will heavily rely on the independence tests in the causal-learn package, i.e., it cannot be optional. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add econml, pydot extras to Documentation Build (py-why#714) * add econml, pydot extras to docs build Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * add econml, pydot extras to other build tasks Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * update nightly install Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Replace HSCI and KCI with causal-learn package functions The causal-learn package provides more sophisticated implementations of the kernel independence tests. Instead of reimplementing it, we utilize the existing functions from causal-learn instead. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add pytest markers for "focused" and "notebook" (py-why#716) add pytest markers for notebook, focused to remove runtime warnings Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Make a gcm unit test for drawing from an interventional distribution less flaky (py-why#715) Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix docs-on-demand Issues (py-why#718) * fix issues with docs-on-demand GH Actions script Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * update image name Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * restore jupyter notebook from main Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * remove accidentally added file Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix avoid retrain estimator on causal_model API Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add independence tests as parameter to distribution change This removes the option to change the mechanism change test directly. As it turned out, changing the independence test is the more common case. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Make unit test on intervention less strict To avoid flaky tests. Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix issue with identifying boolean values of dataframes in is_categorical Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Restore some key tests into the regular CI pipeline (py-why#725) * restore some key notebook tests Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * remove advanced marks from unit tests Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * remove advanced mark from test_validation.py Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * apply formatting Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * update test durations, restore some test notebooks Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * bump the test splits Signed-off-by: Chris Trevino <darthtrevino@gmail.com> * restore main notebook tests, take a more piecemeal approach Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Re-introduce include_simulated_confounder as method Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add constants name Signed-off-by: Andres Morales <andresmor@microsoft.com> * Use a different github action for notifying discord (py-why#731) use a different github action for notifying discord Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Set seed on data generation for deterministic test Signed-off-by: Andres Morales <andresmor@microsoft.com> * Uncomment notebook examples for coverage Signed-off-by: Andres Morales <andresmor@microsoft.com> * Check random_state type on placebo_treatment_refuter Fix py-why#719 Signed-off-by: Andres Morales <andresmor@microsoft.com> * introduce fit() method for causal estimators Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix refuters after estimator refactor Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix refutation issues Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix estimator issues Signed-off-by: Andres Morales <andresmor@microsoft.com> * Restore Notebook Tests in Regular CI (py-why#728) Signed-off-by: Andres Morales <andresmor@microsoft.com> * Upgrade xgboost (py-why#739) upgrade xgboost Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Remove bibtex from GCM introduction This is covered in docs/source/cite.rst. Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add 'Typical usage' section in GCM introduction Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix issue with categorical inputs to gcm ProductRegressor Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Use concat instead of append for pandas in distribution change This avoids a future deprecation warning. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Remove unnecessary double underscores in gcm module Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Rename gcm bootstrap training to fit_and_compute Related to issue py-why#689 Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> * Clean output of notebook Signed-off-by: Andres Morales <andresmor@microsoft.com> * format + small fix on tests Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add docs Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add docs to fit() Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add types to constructors Signed-off-by: Andres Morales <andresmor@microsoft.com> * Apply format Signed-off-by: Andres Morales <andresmor@microsoft.com> * Use protocol for econml and causalml, PR comments Signed-off-by: Andres Morales <andresmor@microsoft.com> * update docs for estimator classes Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add optional data param for estimate_effect Signed-off-by: Andres Morales <andresmor@microsoft.com> * Update docs Signed-off-by: Andres Morales <andresmor@microsoft.com> * Fix merge Signed-off-by: Andres Morales <andresmor@microsoft.com> * Format code Signed-off-by: Andres Morales <andresmor@microsoft.com> * Address PR comments Signed-off-by: Andres Morales <andresmor@microsoft.com> * Add docs + fix placebo_refuter Signed-off-by: Andres Morales <andresmor@microsoft.com> * Update docs Signed-off-by: Andres Morales <andresmor@microsoft.com> Signed-off-by: Andres Morales <andresmor@microsoft.com> Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Peter Goetz <pego@amazon.com> Signed-off-by: Chris Trevino <darthtrevino@gmail.com> Co-authored-by: Patrick Bloebaum <bloebp@amazon.com> Co-authored-by: Peter Goetz <pego@amazon.com> Co-authored-by: Chris Trevino <darthtrevino@users.noreply.github.com> Co-authored-by: Peter Götz <pego@amazon.de> Co-authored-by: Patrick Blöbaum <51325689+bloebp@users.noreply.github.com>

andresmor-ms marked this pull request as ready for review November 9, 2022 14:08

andresmor-ms requested review from amit-sharma and emrekiciman November 9, 2022 14:08

petergtz added the enhancement New feature or request label Nov 10, 2022

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dowhy/causal_estimator.py Show resolved Hide resolved

bloebp and others added 13 commits November 28, 2022 10:02

Fix issue with categorical inputs to gcm ProductRegressor

8191e19

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Use concat instead of append for pandas in distribution change

af49f21

This avoids a future deprecation warning. Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Remove unnecessary double underscores in gcm module

6a49245

Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Rename gcm bootstrap training to fit_and_compute

2128f73

Related to issue #689 Signed-off-by: Patrick Bloebaum <bloebp@amazon.com> Signed-off-by: Andres Morales <andresmor@microsoft.com>

Clean output of notebook

d500faf

Signed-off-by: Andres Morales <andresmor@microsoft.com>

format + small fix on tests

5a9953e

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Add docs

98d23a5

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Add docs to fit()

9095c39

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Add types to constructors

f1a589e

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Apply format

d1ea8de

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Use protocol for econml and causalml, PR comments

3ec9d3c

Signed-off-by: Andres Morales <andresmor@microsoft.com>

update docs for estimator classes

d1dc97d

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Add optional data param for estimate_effect

eb7a763

Signed-off-by: Andres Morales <andresmor@microsoft.com>

andresmor-ms force-pushed the functional_api/causal_estimators branch from e9a193c to eb7a763 Compare November 28, 2022 16:02

andresmor-ms added 5 commits November 28, 2022 10:02

Update docs

c419f9d

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Merge branch 'main' into functional_api/causal_estimators

d7b29cf

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Fix merge

605d176

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Format code

45772f1

Signed-off-by: Andres Morales <andresmor@microsoft.com>

Address PR comments

972b071

Signed-off-by: Andres Morales <andresmor@microsoft.com>

andresmor-ms force-pushed the functional_api/causal_estimators branch from 28578ac to 972b071 Compare November 28, 2022 21:47

amit-sharma reviewed Nov 29, 2022

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Add docs + fix placebo_refuter

0b52e75

Signed-off-by: Andres Morales <andresmor@microsoft.com>

andresmor-ms force-pushed the functional_api/causal_estimators branch from cbda5ca to 0b52e75 Compare November 29, 2022 17:28

Update docs

6596f39

Signed-off-by: Andres Morales <andresmor@microsoft.com>

andresmor-ms requested a review from amit-sharma November 29, 2022 18:06

andresmor-ms commented Nov 29, 2022

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docs/source/example_notebooks/dowhy-conditional-treatment-effects.ipynb Show resolved Hide resolved

amit-sharma approved these changes Dec 3, 2022

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amit-sharma merged commit affe095 into main Dec 3, 2022

bloebp deleted the functional_api/causal_estimators branch December 12, 2023 02:10

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Functional api/causal estimators #746

Functional api/causal estimators #746

andresmor-ms commented Nov 4, 2022 •

edited

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Functional api/causal estimators #746

Functional api/causal estimators #746

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andresmor-ms commented Nov 4, 2022 •

edited