I have read your paper with great interest and was looking into running the code in this repository on my own machine. Unfortunately, when running the code in sim_exp.py (or main.py) out-of-the-box I am unable to do so. Instead of a replicate of Figure 3a (marginal structural model), I get the following results:
Two main differences immediately jump out:
There is little difference between the three models i) with proxy confounders X only (base), ii) DTA deconfounded proxies (dta), and iii) an oracle with access to the true confounders L (oracle).
The absolute value of MSE is similar to that reported in the paper for no confounding (gamma=0) but is much lower than reported for gamma=0.4 or gamma=0.8
Due to computation time, I've only done full 10 seeds 50 hyperparameter search for MSM with the above three levels of gamma and rank=5 but I get comparable results on individual tries with different gammas, ranks and with RMSN.
Do you maybe have any idea as to what might be going wrong?
I have read your paper with great interest and was looking into running the code in this repository on my own machine. Unfortunately, when running the code in
sim_exp.py
(ormain.py
) out-of-the-box I am unable to do so. Instead of a replicate of Figure 3a (marginal structural model), I get the following results:Two main differences immediately jump out:
base
), ii) DTA deconfounded proxies (dta
), and iii) an oracle with access to the true confounders L (oracle
).gamma=0
) but is much lower than reported forgamma=0.4
orgamma=0.8
Due to computation time, I've only done full 10 seeds 50 hyperparameter search for MSM with the above three levels of
gamma
andrank=5
but I get comparable results on individual tries with differentgamma
s,rank
s and with RMSN.Do you maybe have any idea as to what might be going wrong?