Skip to content

v0.5
Compare
Choose a tag to compare
@kbattocchi kbattocchi released this 22 Nov 02:55
v0.5
73964d3
This commit was created on GitHub.com and signed with GitHub’s verified signature. The key has expired.
GPG key ID: 4AEE18F83AFDEB23
Expired
Learn about vigilant mode.

This release includes many major changes.

  • Reorganized, expanded, and improved our documentation, including much better content around how to get started with the library (#159, #180)
  • Enabled the user to specify which inference method to use at fit-time.
  • Made several enhancements to our Double ML implementation (#75)
    • Added support for sample weights
    • Added support for statsmodels-like inference for confidence intervals
  • Introduced a more generic base class for orthogonal learners, enabling us to make our DML and DRLearner estimators more consistent with each other and setting the stage for future estimators like DMLIV (#132)
  • Made several improvements to the DRLearner (#137, #167)
  • Extended metalearners to handle multiple treatments (rather than only binary treatments) (#141)
  • Added a debiased lasso implementation to our utilities (#138), and used that as the basis for the sparse linear DML estimator (#162)
  • Enable automatic selection of appropriate models for DML (#172)
  • Separated the CATE intercept from the CATE coefficients on features for DML (#174)

We have also made many improvements around the ergonomics of the library (setting better defaults, making estimators APIs more consistent, etc.), and fixed many minor bugs.

Assets 2
Loading