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Vasilis/casestudy #441

Merged
merged 62 commits into from
May 3, 2021
Merged

Vasilis/casestudy #441

merged 62 commits into from
May 3, 2021

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vsyrgkanis
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Fixed small mistakes in multi-investment attribution case study (fixes #437).
Changed how aggregation happens in policy ensembles to follow a "voting" paradigm, where the treatment with the most votes is chosen.
Added a predict_proba method to policy learners.

vasilismsr and others added 30 commits January 12, 2021 23:05
@vasilismsr
started policy module
2d3fa56
@vasilismsr
finished cython implementation
148104e
@vasilismsr
finished integration with cate interpreter. Enabled multiple treatmen…
0abe48a 
…t interpretation
@vasilismsr
final touches in interpreter
58acc42
@vasilismsr
Merge branch 'master' into vasilis/policy
ff43a1f
@vasilismsr
merged with master
37a3635
@vasilismsr
removed use('agg')
3afc13e
@vasilismsr
added doubly robust policy learning methods
9bd27cf
@vasilismsr
fixed issues with interpreters
b6e3b60
@vasilismsr
linting
9500871
@vasilismsr
fixd notedook
225375a
@vasilismsr
fixed interpeer checks
b32e857
@vasilismsr
merged master
0b452f5
@vasilismsr
fixed deprecated drlearner imports
07edcc4
@vsyrgkanis
Merge branch 'master' into vasilis/policy
308e315
@vasilismsr
added base policy
0b2e149
@vsyrgkanis
Merge branch 'master' into vasilis/policy
e63d5f8
@vasilismsr
merged with master
709e9bb
@vasilismsr
fixed merge bug
fb0a5ce
@vasilismsr
cleaned notebook changes
30a3033
@vasilismsr
notebook changes cleanup
4318743
@vasilismsr
bug in case study notebook
9c7255c
@vasilismsr
perfected coverage of cate interpreters. fixed small nan bug in corne…
1d3e318 
…r case
@vasilismsr
merged policy tree and grf tree in same base class
c933cb9
@vasilismsr
added tests for all policy methods for good coverage
26266a1
@vasilismsr
added more tests
c276bad
@vasilismsr
added missing docstrings
c5451c0
@vasilismsr
fixed docstrings in interpreters
08ceaab
@vasilismsr
linting
63325f0
@vasilismsr
linting
65f90a7
@vsyrgkanis vsyrgkanis added bug Something isn't working enhancement New feature or request labels Mar 25, 2021
@vsyrgkanis vsyrgkanis mentioned this pull request Mar 25, 2021
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kbattocchi
kbattocchi approved these changes Apr 9, 2021
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@kbattocchi kbattocchi left a comment

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I've made a few minor suggestions, but this looks good to me.

econml/tests/test_policy_forest.py Outdated Show resolved Hide resolved
econml/policy/_forest/_tree.py Show resolved Hide resolved
econml/policy/_forest/_forest.py Outdated Show resolved Hide resolved
econml/policy/_forest/_forest.py Outdated Show resolved Hide resolved
econml/policy/_drlearner.py Outdated Show resolved Hide resolved
@vsyrgkanis vsyrgkanis merged commit 5bf448a into master May 3, 2021
@vsyrgkanis vsyrgkanis deleted the vasilis/casestudy branch May 3, 2021 15:03
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@kbattocchi kbattocchi kbattocchi approved these changes

@moprescu moprescu Awaiting requested review from moprescu

@heimengqi heimengqi Awaiting requested review from heimengqi

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Error in customer scenario notebook
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@vsyrgkanis @kbattocchi @vasilismsr