Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

CATE uplift validation methods #836

Merged
merged 9 commits into from
Jan 12, 2024
Merged

Conversation

amarvenu
Copy link
Contributor

Added additional functionality to the DRTester validation class to include AUTOC validation metric, with associated inference methods. Also included ability to plot uplift curve methods (both QINI and TOC curves) and cleaned up handling of multiple treatments.

Modified files are:

  • econml/validate/* (main code files)
  • econml/tests/test_drtester.py (test cases)
  • notebooks/CATE validation.ipynb (example usage notebook)

Test cases were extended to include the modifications, maintaining 100% coverage:

Screen Shot 2023-12-19 at 1 34 53 PM

Looking forward to any comments.

Copy link
Collaborator

@kbattocchi kbattocchi left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

This is great, thanks for the update. I've made a few minor suggestions.

econml/validate/drtester.py Outdated Show resolved Hide resolved
econml/validate/results.py Outdated Show resolved Hide resolved
econml/validate/results.py Outdated Show resolved Hide resolved
econml/validate/utils.py Outdated Show resolved Hide resolved
@amarvenu
Copy link
Contributor Author

amarvenu commented Jan 9, 2024

Thank you for your comments, I have updated the code and test cases to address them. The PR now reflects the updated version. Test case coverage is still 100%.

Screen Shot 2024-01-09 at 11 26 08 AM

Let me know if you have any further comments.

Copy link
Collaborator

@kbattocchi kbattocchi left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

Thanks, this looks great. I'm approving the changes, but note the DCO failure on the "Checks" tab - you'll need to amend your commits to sign them off.

@amarvenu
Copy link
Contributor Author

I’ve amended the commits accordingly, so the branch should be ready to merge now. Thanks!

@kbattocchi kbattocchi merged commit 67eef1e into py-why:main Jan 12, 2024
77 checks passed
kbattocchi pushed a commit to kbattocchi/EconML that referenced this pull request Jan 23, 2024
Added additional functionality to the DRTester validation class to include AUTOC validation metric, with associated inference methods. Also included ability to plot uplift curve methods (both QINI and TOC curves) and cleaned up handling of multiple treatments.
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Labels
None yet
Projects
None yet
Development

Successfully merging this pull request may close these issues.

2 participants