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