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DoubleML-0.5.0


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توضیحات

Double Machine Learning in Python
ویژگی مقدار
سیستم عامل OS Independent
نام فایل DoubleML-0.5.0
نام DoubleML
نسخه کتابخانه 0.5.0
نگهدارنده ['Malte S. Kurz']
ایمیل نگهدارنده ['malte.simon.kurz@uni-hamburg.de']
نویسنده Bach, P., Chernozhukov, V., Kurz, M. S., and Spindler, M.
ایمیل نویسنده -
آدرس صفحه اصلی https://docs.doubleml.org
آدرس اینترنتی https://pypi.org/project/DoubleML/
مجوز -
# DoubleML - Double Machine Learning in Python <a href="https://docs.doubleml.org"><img src="https://raw.githubusercontent.com/DoubleML/doubleml-for-py/master/doc/logo.png" align="right" width = "120" /></a> [![build](https://github.com/DoubleML/doubleml-for-py/workflows/build/badge.svg)](https://github.com/DoubleML/doubleml-for-py/actions?query=workflow%3Abuild) [![PyPI version](https://badge.fury.io/py/DoubleML.svg)](https://badge.fury.io/py/DoubleML) [![Conda Version](https://img.shields.io/conda/vn/conda-forge/doubleml.svg)](https://anaconda.org/conda-forge/doubleml) [![codecov](https://codecov.io/gh/DoubleML/doubleml-for-py/branch/master/graph/badge.svg?token=0BjlFPgdGk)](https://codecov.io/gh/DoubleML/doubleml-for-py) [![Codacy Badge](https://app.codacy.com/project/badge/Grade/1c08ec7d782c451784293c996537de14)](https://www.codacy.com/gh/DoubleML/doubleml-for-py/dashboard?utm_source=github.com&amp;utm_medium=referral&amp;utm_content=DoubleML/doubleml-for-py&amp;utm_campaign=Badge_Grade) [![Python version](https://img.shields.io/badge/python-3.6%20%7C%203.7%20%7C%203.8%20%7C%203.9%20%7C%203.10-blue)](https://www.python.org/) The Python package **DoubleML** provides an implementation of the double / debiased machine learning framework of [Chernozhukov et al. (2018)](https://doi.org/10.1111/ectj.12097). It is built on top of [scikit-learn](https://scikit-learn.org) (Pedregosa et al., 2011). Note that the Python package was developed together with an R twin based on [mlr3](https://mlr3.mlr-org.com/). The R package is also available on [GitHub](https://github.com/DoubleML/doubleml-for-r) and [![CRAN Version](https://www.r-pkg.org/badges/version/DoubleML)](https://cran.r-project.org/package=DoubleML). ## Documentation and Maintenance Documentation and website: [https://docs.doubleml.org/](https://docs.doubleml.org/) **DoubleML** is currently maintained by [@MalteKurz](https://github.com/MalteKurz) and [@PhilippBach](https://github.com/PhilippBach). Bugs can be reported to the issue tracker at [https://github.com/DoubleML/doubleml-for-py/issues](https://github.com/DoubleML/doubleml-for-py/issues). ## Main Features Double / debiased machine learning [(Chernozhukov et al. (2018))](https://doi.org/10.1111/ectj.12097) for - Partially linear regression models (PLR) - Partially linear IV regression models (PLIV) - Interactive regression models (IRM) - Interactive IV regression models (IIVM) The object-oriented implementation of DoubleML is very flexible. The model classes `DoubleMLPLR`, `DoubleMLPLIV`, `DoubleMLIRM` and `DoubleIIVM` implement the estimation of the nuisance functions via machine learning methods and the computation of the Neyman orthogonal score function. All other functionalities are implemented in the abstract base class `DoubleML`. In particular functionalities to estimate double machine learning models and to perform statistical inference via the methods `fit`, `bootstrap`, `confint`, `p_adjust` and `tune`. This object-oriented implementation allows a high flexibility for the model specification in terms of ... - ... the machine learners for the nuisance functions, - ... the resampling schemes, - ... the double machine learning algorithm, - ... the Neyman orthogonal score functions, - ... It further can be readily extended with regards to - ... new model classes that come with Neyman orthogonal score functions being linear in the target parameter, - ... alternative score functions via callables, - ... alternative resampling schemes, - ... ![An overview of the OOP structure of the DoubleML package is given in the graphic available at https://github.com/DoubleML/doubleml-for-py/blob/master/doc/oop.svg](https://raw.githubusercontent.com/DoubleML/doubleml-for-py/master/doc/oop.svg) ## Installation **DoubleML** requires - Python - sklearn - numpy - scipy - pandas - statsmodels - joblib To install DoubleML with pip use ``` pip install -U DoubleML ``` DoubleML can be installed from source via ``` git clone git@github.com:DoubleML/doubleml-for-py.git cd doubleml-for-py pip install --editable . ``` Detailed [installation instructions](https://docs.doubleml.org/stable/intro/install.html) can be found in the documentation. ## Contributing DoubleML is a community effort. Everyone is welcome to contribute. To get started for your first contribution we recommend reading our [contributing guidelines](https://github.com/DoubleML/doubleml-for-py/blob/master/CONTRIBUTING.md) and our [code of conduct](https://github.com/DoubleML/doubleml-for-py/blob/master/CODE_OF_CONDUCT.md). ## Citation If you use the DoubleML package a citation is highly appreciated: Bach, P., Chernozhukov, V., Kurz, M. S., and Spindler, M. (2022), DoubleML - An Object-Oriented Implementation of Double Machine Learning in Python, Journal of Machine Learning Research, 23(53): 1-6, [https://www.jmlr.org/papers/v23/21-0862.html](https://www.jmlr.org/papers/v23/21-0862.html). Bibtex-entry: ``` @article{DoubleML2022, title = {{DoubleML} -- {A}n Object-Oriented Implementation of Double Machine Learning in {P}ython}, author = {Philipp Bach and Victor Chernozhukov and Malte S. Kurz and Martin Spindler}, journal = {Journal of Machine Learning Research}, year = {2022}, volume = {23}, number = {53}, pages = {1--6}, url = {http://jmlr.org/papers/v23/21-0862.html} } ``` ## References Chernozhukov, V., Chetverikov, D., Demirer, M., Duflo, E., Hansen, C., Newey, W. and Robins, J. (2018), Double/debiased machine learning for treatment and structural parameters. The Econometrics Journal, 21: C1-C68. doi:[10.1111/ectj.12097](https://doi.org/10.1111/ectj.12097). Pedregosa, F., Varoquaux, G., Gramfort, A., Michel, V., Thirion, B., Grisel, O., Blondel, M., Prettenhofer, P., Weiss, R., Dubourg, V., Vanderplas, J., Passos, A., Cournapeau, D., Brucher, M., Perrot, M. and Duchesnay, E. (2011), Scikit-learn: Machine Learning in Python. Journal of Machine Learning Research, 12: 2825--2830, [https://jmlr.csail.mit.edu/papers/v12/pedregosa11a.html](https://jmlr.csail.mit.edu/papers/v12/pedregosa11a.html).


نیازمندی

مقدار نام
- joblib
- numpy
- pandas
- scipy
- sklearn
- statsmodels


زبان مورد نیاز

مقدار نام
>=3.6 Python


نحوه نصب


نصب پکیج whl DoubleML-0.5.0:

    pip install DoubleML-0.5.0.whl


نصب پکیج tar.gz DoubleML-0.5.0:

    pip install DoubleML-0.5.0.tar.gz