aipyw

aipyw: Auto-DML with scikit-learn

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

Examples in notebooks/00_demo.ipynb.

TODO

  • implement automatic Riesz representer estimation (ridge, and kernel ridge)
  • Add more examples
  • Test with sparse categorical DGP
 1"""
 2.. include:: ../README.md
 3"""
 4
 5from .aipyw import AIPyW
 6from .ipwra import IpwRa
 7from .weights import CovariateBalancer
 8from .balnet_adelie import (
 9    BalnetATEFit,
10    CBPSGlm,
11    OneArmBalnetFit,
12    balancing_weights,
13    effective_sample_size,
14    fit_balnet_arm,
15    fit_balnet_ate,
16    standardized_mean_differences,
17)