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Kgao/federal learning #818

Merged
merged 39 commits into from
Nov 2, 2023
Merged

Kgao/federal learning #818

merged 39 commits into from
Nov 2, 2023

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kgao
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@kgao kgao commented Oct 4, 2023

Draft PR, please review the documents first.

@kgao kgao requested a review from kbattocchi October 4, 2023 19:20
kbattocchi
kbattocchi requested changes Oct 6, 2023
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Mostly looks good, I've suggested a few minor changes to the code. You also need to fix the linting and documentation building CI failures. I didn't review the .rst file yet, since I'll wait until the docs are generated and look at the resulting HTML

kbattocchi and others added 12 commits October 6, 2023 18:04
@kbattocchi @kgao
Fix lint issues uncovered by pycodestyle 2.11
4b1e3db 
Signed-off-by: Keith Battocchi <[email protected]>
Signed-off-by: kgao <[email protected]>
@kgao
init
96c8507 
Signed-off-by: kgao <[email protected]>
@kgao
update class name
5b08000 
Signed-off-by: kgao <[email protected]>
@kgao
update method
7c23d5e
@kgao
update matrix A, B calling reference
f0940aa 
Signed-off-by: kgao <[email protected]>
@kgao
cleanup wrapper class
edd9e94 
Signed-off-by: kgao <[email protected]>
@kgao
add local test files
cfb3e34 
Signed-off-by: kgao <[email protected]>
@kbattocchi @kgao
Added federated learner test
0dfa1e3 
Signed-off-by: Keith Battocchi <[email protected]>
Signed-off-by: kgao <[email protected]>
@kbattocchi @kgao
Fix aggregation logic
d97793d 
Signed-off-by: Keith Battocchi <[email protected]>
@kgao
update the doc
fab3531 
Signed-off-by: kgao <[email protected]>
@kgao
update doc for federated learning
e652b08 
Signed-off-by: kgao <[email protected]>
@kgao
cleanup branch: test, file structure, docstring and linting
6c7e485 
Signed-off-by: kgao <[email protected]>
@kgao kgao force-pushed the kgao/federal-learning branch from 06f6f7b to 6c7e485 Compare October 6, 2023 22:26
kbattocchi
kbattocchi requested changes Oct 18, 2023
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Please clean up the documentation, removing all of the generic content and mainly focusing on the actual classes that perform the work in our library. Explaining that this can be used with Spark is helpful, but should not go into a full intro to Spark (and one benefit of how we've implemented this functionality is that it could also be used with any other distributed computing platform).

Also, please merge the latest changes from main into your branch.

kgao and others added 13 commits October 20, 2023 16:34
@kgao
cleaning the doc for federated learning
e187f13
@kbattocchi
Rename moments
5eb64a5 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Make FederatedEstimator a CateEstimator
e00cdd2 
Signed-off-by: Keith Battocchi <[email protected]>
@fverac @kbattocchi
add arg to allow missing values in W and sometimes X (#791)
f943966 
* enable nans in W

Signed-off-by: Fabio Vera <[email protected]>

* linting

Signed-off-by: Fabio Vera <[email protected]>

* add tests for ests that handle missing in W

Signed-off-by: Fabio Vera <[email protected]>

* allow missing in X for some ortholearner subclasses

Signed-off-by: Fabio Vera <[email protected]>

* refactor keyword arg to be bool only, add more tests

Signed-off-by: Fabio Vera <[email protected]>

* linting

Signed-off-by: Fabio Vera <[email protected]>

* enable missing for metalearners and orf, fix dowhywrapped discretetreat dmlorf

Signed-off-by: Fabio Vera <[email protected]>

* update arg name to allow_missing, add docstrings

Signed-off-by: Fabio Vera <[email protected]>

* add warning when missing values detected

Signed-off-by: Fabio Vera <[email protected]>

* dummy commit

Signed-off-by: Fabio Vera <[email protected]>

* dummy commit revert

Signed-off-by: Fabio Vera <[email protected]>

---------

Signed-off-by: Fabio Vera <[email protected]>
@kbattocchi
Drop support for sklearn<1.0
1c0bcf8 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Support direct covariance fitting in DRIV
99cc11a 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Enable sklearn 1.3
d90972d 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Ensure groups work with DRIV, DMLIV
c46eac8 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Update __init__.py to reflect current structure
53a4b2a 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Make changes to support dowhy 0.10.1 in tests
9dbf21d 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Allow newer shap, matlab, and seaborn versions
bef9b4c 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Make minor CI improvements
db606ee 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Save notebook outputs during CI
de0c645 
Signed-off-by: Keith Battocchi <[email protected]>
kbattocchi and others added 4 commits October 31, 2023 12:56
@kbattocchi
Remove legacy assertWarns hack
a6691ff 
Signed-off-by: Keith Battocchi <[email protected]>
@v-shaal @kbattocchi
Scaling ortholearners using Ray (#800)
6291f4a 
Added Implementation of ray-based distributed parallelization to crossfit.

---------

Signed-off-by: Vishal Verma <[email protected]>
Signed-off-by: Keith Battocchi <[email protected]>
Co-authored-by: Keith Battocchi <[email protected]>
@kbattocchi
Improve FederatedEstimator docs
7935df5 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Merge branch 'main' into kgao/federal-learning
ef04ce7 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi kbattocchi marked this pull request as ready for review October 31, 2023 17:28
kbattocchi
kbattocchi approved these changes Oct 31, 2023
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Now looks good, will merge once all checks pass.

@kbattocchi kbattocchi enabled auto-merge (squash) October 31, 2023 17:33
@kbattocchi
Fixup docs
650f28a 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fixup docs
85c8458 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fixup federated learning doctest
a91d8d2 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Reduce featurization degree
1e1f67d 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Add tests for DRLearner
d9444ba 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fixup tests
16b8860 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fix test failures
c04df65 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fix test
e4415c8 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi
Fix tests
5205791 
Signed-off-by: Keith Battocchi <[email protected]>
@kbattocchi kbattocchi merged commit f170bab into main Nov 2, 2023
@kbattocchi kbattocchi deleted the kgao/federal-learning branch November 2, 2023 02:15
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@kgao @kbattocchi @fverac @v-shaal