DeepFeatureIV

Code for "Learning Deep Features in Instrumental Variable Regression" (https://arxiv.org/abs/2010.07154))

How to Run codes?

Install all dependencies
```
pip install -r requirements.txt
```
Create empty directories for logging
```
mkdir logs
mkdir dumps
```
Run codes
```
python main.py <path-to-configs> <method_name>
```
<method_name> can be selected from dfiv, deepiv, rffkiv, deepgmm. Make sure to input the corresponding config file to each method. The result can be found in dumps folder. You can run in parallel by specifing -t option.