R-Learner
R-Learner
XGBRRegressor
XGBRRegressor (early_stopping=True, test_size=0.3, early_stopping_rounds=30, effect_learner_objective='rank:pairwise', effect_learner_n_estimators=500, random_state=42, *args, **kwargs)
A parent class for R-learner regressor classes.
BaseRClassifier
BaseRClassifier (outcome_learner=None, effect_learner=None, propensity_learner=LogisticRegressionCV(Cs=array([1.0023 0524, 2.15608891, 4.63802765, 9.97700064]), cv=StratifiedKFold(n_splits=4, random_state=42, shuffle=True), l1_ratios=array([0.001 , 0.33366667, 0.66633333, 0.999 ]), penalty='elasticnet', random_state=42, solver='saga'), ate_alpha=0.05, control_name=0, n_fold=5, random_state=None)
A parent class for R-learner classifier classes.
BaseRRegressor
BaseRRegressor (learner=None, outcome_learner=None, effect_learner=None, propensity_learner=LogisticRegressionCV(Cs=array([1.00230 524, 2.15608891, 4.63802765, 9.97700064]), cv=StratifiedKFold(n_splits=4, random_state=42, shuffle=True), l1_ratios=array([0.001 , 0.33366667, 0.66633333, 0.999 ]), penalty='elasticnet', random_state=42, solver='saga'), ate_alpha=0.05, control_name=0, n_fold=5, random_state=None)
A parent class for R-learner regressor classes.
BaseRLearner
BaseRLearner (learner=None, outcome_learner=None, effect_learner=None, propensity_learner=LogisticRegressionCV(Cs=array([1.0023052 4, 2.15608891, 4.63802765, 9.97700064]), cv=StratifiedKFold(n_splits=4, random_state=42, shuffle=True), l1_ratios=array([0.001 , 0.33366667, 0.66633333, 0.999 ]), penalty='elasticnet', random_state=42, solver='saga'), ate_alpha=0.05, control_name=0, n_fold=5, random_state=None)
*A parent class for R-learner classes.
An R-learner estimates treatment effects with two machine learning models and the propensity score.
Details of R-learner are available at Nie and Wager (2019) (https://arxiv.org/abs/1712.04912).*