https://github.com/doctor-phil/pyriesz
Pytorch implementation of the multitasking RieszNet architecture for Auto-DML doubly-robust estimation of causal effects
https://github.com/doctor-phil/pyriesz
Last synced: 4 months ago
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Pytorch implementation of the multitasking RieszNet architecture for Auto-DML doubly-robust estimation of causal effects
- Host: GitHub
- URL: https://github.com/doctor-phil/pyriesz
- Owner: doctor-phil
- License: mit
- Created: 2024-08-20T17:03:01.000Z (10 months ago)
- Default Branch: main
- Last Pushed: 2024-10-21T20:59:07.000Z (8 months ago)
- Last Synced: 2024-10-22T15:52:24.659Z (8 months ago)
- Language: HTML
- Homepage:
- Size: 70.3 KB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 1
-
Metadata Files:
- Readme: README.md
- License: LICENSE
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README
# PyRiesz
Flexible PyTorch implementations of Auto-DML estimators of the Riesz Representer for causal effects estimation with machine learning.
Implements the multitask learning RieszNet architecture from [Chernozhukov, Newey, Quintas-Martı́nez, and Syrgkanis (2022, PMLR)](https://proceedings.mlr.press/v162/chernozhukov22a.html), as well as the LASSO estimator of the Riesz representation described in [Chernozhukov, Newey, and Singh (2022, Econometrica)](https://onlinelibrary.wiley.com/doi/abs/10.3982/ECTA18515)
## Installation
Install using
`pip install pyriesz`
## Documentation
Documentation for the key methods is available [here](https://nbviewer.org/github/doctor-phil/PyRiesz/blob/main/src/pyriesz/__init__.html)