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catenets-0.2.3


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توضیحات

Conditional Average Treatment Effect Estimation Using Neural Networks
ویژگی مقدار
سیستم عامل -
نام فایل catenets-0.2.3
نام catenets
نسخه کتابخانه 0.2.3
نگهدارنده []
ایمیل نگهدارنده []
نویسنده Alicia Curth
ایمیل نویسنده amc253@cam.ac.uk
آدرس صفحه اصلی -
آدرس اینترنتی https://pypi.org/project/catenets/
مجوز BSD-3-Clause
# CATENets - Conditional Average Treatment Effect Estimation Using Neural Networks [![CATENets Tests](https://github.com/AliciaCurth/CATENets/actions/workflows/test.yml/badge.svg)](https://github.com/AliciaCurth/CATENets/actions/workflows/test.yml) [![Documentation Status](https://readthedocs.org/projects/catenets/badge/?version=latest)](https://catenets.readthedocs.io/en/latest/?badge=latest) [![License](https://img.shields.io/badge/License-BSD%203--Clause-blue.svg)](https://github.com/AliciaCurth/CATENets/blob/main/LICENSE) Code Author: Alicia Curth (amc253@cam.ac.uk) This repo contains Jax-based, sklearn-style implementations of Neural Network-based Conditional Average Treatment Effect (CATE) Estimators, which were used in the AISTATS21 paper ['Nonparametric Estimation of Heterogeneous Treatment Effects: From Theory to Learning Algorithms']( https://arxiv.org/abs/2101.10943) (Curth & vd Schaar, 2021a) as well as the follow up NeurIPS21 paper ["On Inductive Biases for Heterogeneous Treatment Effect Estimation"](https://arxiv.org/abs/2106.03765) (Curth & vd Schaar, 2021b) and the NeurIPS21 Datasets & Benchmarks track paper ["Really Doing Great at Estimating CATE? A Critical Look at ML Benchmarking Practices in Treatment Effect Estimation"](https://openreview.net/forum?id=FQLzQqGEAH) (Curth et al, 2021). We implement the SNet-class we introduce in Curth & vd Schaar (2021a), as well as FlexTENet and OffsetNet as discussed in Curth & vd Schaar (2021b), and re-implement a number of NN-based algorithms from existing literature (Shalit et al (2017), Shi et al (2019), Hassanpour & Greiner (2020)). We also provide Neural Network (NN)-based instantiations of a number of so-called meta-learners for CATE estimation, including two-step pseudo-outcome regression estimators (the DR-learner (Kennedy, 2020) and single-robust propensity-weighted (PW) and regression-adjusted (RA) learners), Nie & Wager (2017)'s R-learner and Kuenzel et al (2019)'s X-learner. The jax implementations in ``catenets.models.jax`` were used in all papers listed; additionally, pytorch versions of some models (``catenets.models.torch``) were contributed by [Bogdan Cebere](https://github.com/bcebere). ### Interface The repo contains a package ``catenets``, which contains all general code used for modeling and evaluation, and a folder ``experiments``, in which the code for replicating experimental results is contained. All implemented learning algorithms in ``catenets`` (``SNet, FlexTENet, OffsetNet, TNet, SNet1 (TARNet), SNet2 (DragonNet), SNet3, DRNet, RANet, PWNet, RNet, XNet``) come with a sklearn-style wrapper, implementing a ``.fit(X, y, w)`` and a ``.predict(X)`` method, where predict returns CATE by default. All hyperparameters are documented in detail in the respective files in ``catenets.models`` folder. Example usage: ```python from catenets.models.jax import TNet, SNet from catenets.experiment_utils.simulation_utils import simulate_treatment_setup # simulate some data (here: unconfounded, 10 prognostic variables and 5 predictive variables) X, y, w, p, cate = simulate_treatment_setup(n=2000, n_o=10, n_t=5, n_c=0) # estimate CATE using TNet t = TNet() t.fit(X, y, w) cate_pred_t = t.predict(X) # without potential outcomes cate_pred_t, po0_pred_t, po1_pred_t = t.predict(X, return_po=True) # predict potential outcomes too # estimate CATE using SNet s = SNet(penalty_orthogonal=0.01) s.fit(X, y, w) cate_pred_s = s.predict(X) ``` All experiments in Curth & vd Schaar (2021a) can be replicated using this repository; the necessary code is in ``experiments.experiments_AISTATS21``. To do so from shell, clone the repo, create a new virtual environment and run ```shell pip install -r requirements.txt #install requirements python run_experiments_AISTATS.py ``` ```shell Options: --experiment # defaults to 'simulation', 'ihdp' will run ihdp experiments --setting # different simulation settings in synthetic experiments (can be 1-5) --models # defaults to None which will train all models considered in paper, # can be string of model name (e.g 'TNet'), 'plug' for all plugin models, # 'pseudo' for all pseudo-outcome regression models --file_name # base file name to write to, defaults to 'results' --n_repeats # number of experiments to run for each configuration, defaults to 10 (should be set to 100 for IHDP) ``` Similarly, the experiments in Curth & vd Schaar (2021b) can be replicated using the code in ``experiments.experiments_inductivebias_NeurIPS21`` (or from shell using ```python run_experiments_inductive_bias_NeurIPS.py```) and the experiments in Curth et al (2021) can be replicated using the code in ``experiments.experiments_benchmarks_NeurIPS21`` (the catenets experiments can also be run from shell using ``python run_experiments_benchmarks_NeurIPS``). The code can also be installed as a python package (``catenets``). From a local copy of the repo, run ``python setup.py install``. Note: jax is currently only supported on macOS and linux, but can be run from windows using WSL (the windows subsystem for linux). ### Citing If you use this software please cite the corresponding paper(s): ``` @inproceedings{curth2021nonparametric, title={Nonparametric Estimation of Heterogeneous Treatment Effects: From Theory to Learning Algorithms}, author={Curth, Alicia and van der Schaar, Mihaela}, year={2021}, booktitle={Proceedings of the 24th International Conference on Artificial Intelligence and Statistics (AISTATS)}, organization={PMLR} } @article{curth2021inductive, title={On Inductive Biases for Heterogeneous Treatment Effect Estimation}, author={Curth, Alicia and van der Schaar, Mihaela}, booktitle={Proceedings of the Thirty-Fifth Conference on Neural Information Processing Systems}, year={2021} } @article{curth2021really, title={Really Doing Great at Estimating CATE? A Critical Look at ML Benchmarking Practices in Treatment Effect Estimation}, author={Curth, Alicia and Svensson, David and Weatherall, James and van der Schaar, Mihaela}, booktitle={Proceedings of the Neural Information Processing Systems Track on Datasets and Benchmarks}, year={2021} } ```


نیازمندی

مقدار نام
- gdown
>=0.3.16 jax
>=0.5.3 loguru
>=1.20 numpy
>=1.3 pandas
>=6.2.4 pytest
- requests
>=0.24.2 scikit-learn
>=1.2 scipy
>=1.9 torch
- importlib-metadata
>=0.3.14 jaxlib
- bandit
- black
- catboost
- flake8
- pre-commit
- pytest
- sklearn
- xgboost
- setuptools
- pytest-cov
- jupyter
- notebook
- py


زبان مورد نیاز

مقدار نام
>=3.7 Python


نحوه نصب


نصب پکیج whl catenets-0.2.3:

    pip install catenets-0.2.3.whl


نصب پکیج tar.gz catenets-0.2.3:

    pip install catenets-0.2.3.tar.gz