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SparseLinearDML and DML with Debaised Lasso output only NaNs #812

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CatMitch opened this issue Sep 9, 2023 · 0 comments
Open

SparseLinearDML and DML with Debaised Lasso output only NaNs #812

CatMitch opened this issue Sep 9, 2023 · 0 comments

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@CatMitch
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CatMitch commented Sep 9, 2023

With identical data, when I use DML with WeightedMultiTaskLassoCV as the final model, the output is fine (not necessarily accurate, I just mean they are numbers) whereas when I use SparseLinearDML or DML with MultiOutputDebiasedLasso, the outputs from the final model are all NaNs. The residuals appear fine however

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