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def __init__(self,
model_y, model_t, model_final,
featurizer=None,
discrete_treatment=False,
n_splits=2,
random_state=None):
# TODO: consider whether we need more care around stateful featurizers,
# since we clone it and fit separate copies
super().__init__(model_y=_FirstStageWrapper(model_y, True,
featurizer, False, discrete_treatment),
model_t=_FirstStageWrapper(model_t, False,
featurizer, False, discrete_treatment),
model_final=_FinalWrapper(model_final, False, featurizer, True),
discrete_treatment=discrete_treatment,
n_splits=n_splits,
random_state=random_state)
def __init__(self,
model_y, model_t, model_final,
featurizer=None,
discrete_treatment=False,
n_splits=2,
random_state=None):
# TODO: consider whether we need more care around stateful featurizers,
# since we clone it and fit separate copies
super().__init__(model_y=_FirstStageWrapper(model_y, True,
featurizer, False, discrete_treatment),
model_t=_FirstStageWrapper(model_t, False,
featurizer, False, discrete_treatment),
model_final=_FinalWrapper(model_final, False, featurizer, True),
discrete_treatment=discrete_treatment,
n_splits=n_splits,
random_state=random_state)
fit_cate_intercept=True,
linear_first_stages=False,
discrete_treatment=False,
n_splits=2,
random_state=None):
# TODO: consider whether we need more care around stateful featurizers,
# since we clone it and fit separate copies
if model_t == 'auto':
if discrete_treatment:
model_t = LogisticRegressionCV(cv=WeightedStratifiedKFold())
else:
model_t = WeightedLassoCVWrapper()
self.bias_part_of_coef = fit_cate_intercept
self.fit_cate_intercept = fit_cate_intercept
super().__init__(model_y=_FirstStageWrapper(model_y, True,
featurizer, linear_first_stages, discrete_treatment),
model_t=_FirstStageWrapper(model_t, False,
featurizer, linear_first_stages, discrete_treatment),
model_final=_FinalWrapper(model_final, fit_cate_intercept, featurizer, False),
discrete_treatment=discrete_treatment,
n_splits=n_splits,
random_state=random_state)
discrete_treatment=False,
n_splits=2,
random_state=None):
# TODO: consider whether we need more care around stateful featurizers,
# since we clone it and fit separate copies
if model_t == 'auto':
if discrete_treatment:
model_t = LogisticRegressionCV(cv=WeightedStratifiedKFold())
else:
model_t = WeightedLassoCVWrapper()
self.bias_part_of_coef = fit_cate_intercept
self.fit_cate_intercept = fit_cate_intercept
super().__init__(model_y=_FirstStageWrapper(model_y, True,
featurizer, linear_first_stages, discrete_treatment),
model_t=_FirstStageWrapper(model_t, False,
featurizer, linear_first_stages, discrete_treatment),
model_final=_FinalWrapper(model_final, fit_cate_intercept, featurizer, False),
discrete_treatment=discrete_treatment,
n_splits=n_splits,
random_state=random_state)