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CATE validation - uplift uniform confidence bands#840

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kbattocchi merged 13 commits intopy-why:mainfrom
amarvenu:dr_val_ucb
Mar 19, 2024
Merged

CATE validation - uplift uniform confidence bands#840
kbattocchi merged 13 commits intopy-why:mainfrom
amarvenu:dr_val_ucb

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@amarvenu
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Added additional functionality to the DRTester validation class to include uniform confidence bands (both two- and one-sided) for uplift curve plots, calculated via the multiplier bootstrap.

Modified files are:

  • econml/validate/* (main code files)
  • econml/tests/test_drtester.py (test cases)
  • notebooks/CATE validation.ipynb (example usage notebook)

Test cases were extended to include the modifications, maintaining 100% coverage:
Screen Shot 2024-01-17 at 6 34 48 PM

Looking forward to any comments.

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Mostly looks great, added a few minor suggestions.

Comment thread econml/validate/results.py Outdated
Comment thread econml/validate/results.py Outdated
Comment thread econml/validate/results.py Outdated
Comment thread econml/validate/results.py Outdated
Comment thread econml/validate/utils.py Outdated
amarvenu and others added 11 commits March 19, 2024 00:46
…rs for uplift curves

Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
…ling

Signed-off-by: amarv <amarvenu@stanford.edu>
Signed-off-by: amarv <amarvenu@stanford.edu>
Co-authored-by: Keith Battocchi <kbattocchi@gmail.com>
Signed-off-by: Amar Venugopal <89877778+amarvenu@users.noreply.github.com>
Co-authored-by: Keith Battocchi <kbattocchi@gmail.com>
Signed-off-by: Amar Venugopal <89877778+amarvenu@users.noreply.github.com>
Co-authored-by: Keith Battocchi <kbattocchi@gmail.com>
Signed-off-by: Amar Venugopal <89877778+amarvenu@users.noreply.github.com>
Co-authored-by: Keith Battocchi <kbattocchi@gmail.com>
Signed-off-by: Amar Venugopal <89877778+amarvenu@users.noreply.github.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
@kbattocchi kbattocchi merged commit 27d3101 into py-why:main Mar 19, 2024
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2 participants