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v0.9.0
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@kbattocchi kbattocchi released this 22 Feb 18:21
v0.9.0
05fb595

This is release contains several major new features as well as a few important breaks in backwards compatibility.

  • Introduces Cython implementations of GRF and CausalForestDML, greatly improving the performance of these estimators (#341)

  • Enables first stage nuisance estimates to be cached, allowing refitting only the final model for ortho learner subclasses (#360)

  • Enables averaging nuisance estimates over several random splits, resulting in lower variance estimates for ortho learner subclasses (#360)

  • Adds an RScorer class for performing model selection over different CATE estimators (#361)

  • Enables getting SHAP feature importances for CATE estimates (#336, #369)

  • More tightly integrates with the dowhy library. For instance, the causal graph used by an estimator can be viewed via est.dowhy.view_model() (#400)

  • Improves the display of summaries of inference objects (#407)

  • Major Breaking Change: restructured package organization, moving estimators to more consistent locations; for example, the IntentToTreatDRIV estimator is now found at econml.iv.dr.IntentToTreatDRIV. For the moment, we also support using the old package organization (e.g. econml.ortho_iv.IntentToTreatDRIV), but this is deprecated and will be removed in a subsequent release (#370)

  • Breaking Change: the n_splits initializer argument for ortho learner subclasses has been renamed to cv to better match sklearn. For the moment, it is still possible to use the name n_splits, but this will be removed in a future release (#362)

  • Breaking Change: the base version of the econml package no longer depends on tensorflow or keras (both of which are needed for using DeepIV), or matplotlib (which is needed for rendering tree interpreters). If you need to install these, the first two can be gotten via the econml[tf] extra and matplotlib can be gotten by the econml[plt] extra, or all three libraries can be installed at once via the econml[all] extra (#413).

  • Many small fixes and improvements (#337, #358, #373, #363, #365, #328, #398)

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