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minimal, fast, object-oriented implementation of the AIPW and related estimators for many discrete treatments. Implemented with scikitlearners and cross-fitting.

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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 notebooks/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 and related estimators for many discrete treatments. Implemented with scikitlearners and cross-fitting.

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