How to use the causallib.estimation.base_estimator.IndividualOutcomeEstimator function in causallib

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github IBM / causallib / causallib / estimation / standardization.py View on Github external
(pd.DataFrame, pd.Series, Any): A three-tuple containing:

             * the covariates for individual under specific treatment,
             * the observed outcomes for these individuals (if y was passed and is not None),
             * the current treatment value.
        """
        treatment_values = g_tools.get_iterable_treatment_values(None, a)
        for treatment_value in treatment_values:
            treated = a == treatment_value
            cur_X = X.loc[treated, :]
            cur_y = y[treated] if y is not None else None
            cur_w = w[treated] if w is not None else None
            yield cur_X, cur_y, cur_w, treatment_value


class Standardization(IndividualOutcomeEstimator):
    """
    Standard standardization model for causal inference.
    Learns a model that takes into account the treatment assignment, and later, this value can be intervened, changing
    the predicted outcome.
    """

    def __init__(self, learner, encode_treatment=False, predict_proba=False):
        """

        Args:
            learner: Initialized sklearn model.
            encode_treatment (bool): Whether to encode the treatment as one-hot matrix.
                                     Usually good if n_treatment > 2.
            predict_proba (bool): In case the outcome task is classification and in case `learner` supports the
                                  operation, if True - prediction will utilize learner's `predict_proba` or
                                  `decision_function` which returns a continuous matrix of size (n_samples, n_classes).
github IBM / causallib / causallib / estimation / standardization.py View on Github external
# Attribute the provided sample_weights to the final estimator in the pipeline.
        # Attribution is done by step name followed by dunder, see:
        # https://scikit-learn.org/stable/modules/generated/sklearn.pipeline.Pipeline.html
        estimator_name, estimator = estimator.steps[-1]
        fit_params = {"{}__sample_weight".format(estimator_name): sample_weight}
    else:
        fit_params = dict(sample_weight=sample_weight)

    if "sample_weight" not in inspect.signature(estimator.fit).parameters and sample_weight is None:
        # Estimator does not support "sample_weight" parameter and sample_weight is not provided
        fit_params = {}

    return fit_params


class StratifiedStandardization(IndividualOutcomeEstimator):
    """
    Standardization model that learns a model for each treatment group (i.e. subgroup of subjects with the same
    treatment assignment).
    """

    def __init__(self, learner, treatment_values=None, predict_proba=False):
        """

        Args:
            learner: Initialized sklearn model or a mapping (dict) between treatment value and initialized model,
                      For example: {0: Ridge(alpha=5), 1: Ridge(alpha=0.1)},
                      or even different models all over: {0: Ridge(), 1: RandomForestRegressor}
                      Make sure these treatment_values keys represent all treatment values found in later use.
            treatment_values (list): list of unique values of treatment (can be a single value as well).
                                     If known beforehand (on initialization time), can be passed now to init, otherwise
                                     would be inferred during fit (where treatment assignment must be supplied).

causallib

A Python package for flexible and modular causal inference modeling

Apache-2.0
Latest version published 3 months ago

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