Quantco / metalearners

MetaLearners for CATE estimation
https://metalearners.readthedocs.io/en/latest/
BSD 3-Clause "New" or "Revised" License
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MetaLearners to be implemented #51

Open kklein opened 4 months ago

kklein commented 4 months ago

MetaLearners are a family of approaches to estimate CATEs. This issue is supposed to track which concrete MetaLearners have already been implemented in this library.

Name Reference Implemented?
T-Learner https://arxiv.org/pdf/1706.03461
S-Learner https://arxiv.org/pdf/1706.03461
R-Learner https://arxiv.org/pdf/1712.04912
X-Learner https://arxiv.org/pdf/1706.03461
DR-Learner https://arxiv.org/pdf/2004.14497
RA-Learner https://arxiv.org/pdf/2101.10943
EP-Learner https://arxiv.org/pdf/2402.01972
U-Learner https://arxiv.org/pdf/1706.03461
F-Learner https://arxiv.org/pdf/1706.03461
M-Learner (a.k.a PW-Learner) https://arxiv.org/pdf/2101.10943

Please let us know if you'd like to use a MetaLearner -- whether already part of this list or not -- which is not yet implemented.