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minimal, fast object oriented implementation of the AIPW estimator for many discrete treatments. Implemented with scikitlearners and cross-fitting. Written primarily for OOP practice and customisation.

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aipyw: Auto-DML with scikit-learn

minimal, fast object oriented implementation of the AIPW/Auto-DML with scikitlearners and cross-fitting.

Examples in 00_demo.ipynb.

TODO

  • implement automatic Riesz representer estimation (ridge, and kernel ridge)
  • Add more examples
  • Test with sparse categorical DGP

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minimal, fast object oriented implementation of the AIPW estimator for many discrete treatments. Implemented with scikitlearners and cross-fitting. Written primarily for OOP practice and customisation.

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