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LinearModelFinalInference was not subtracting intercept when model_final has one #318

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merged 2 commits into from
Nov 16, 2020

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vsyrgkanis
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subtracted intercept from pointwise estimate in intercetp in linear model final inference and raised extra warning. added corresponding tests that intercept is ignored.

…odel final inference and raised extra warning. added corresponding tests that intercept is ignored.
@vsyrgkanis vsyrgkanis added the bug Something isn't working label Nov 16, 2020
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Should there be corresponding changes to GenericFinalInferenceDiscrete?

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Should there be corresponding changes to GenericFinalInferenceDiscrete?

Nope in the Discrete setting, intercept is the cate intercept as bias_part_of_coef=False.

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LGTM

@vsyrgkanis vsyrgkanis merged commit d77ca88 into master Nov 16, 2020
@vsyrgkanis vsyrgkanis deleted the vasilis/fixinterceptinference branch November 16, 2020 22:53
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3 participants