ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
Last time I checked there were a few minor incompatibilities, but this restriction will be lifted by PR #210 which should make it into our next release, and which we hope to get out next week.
kbattocchi
commented
4 years ago
Why is
scikit-learn ~= 0.21.0required insetup.cfg? I ask because I'd like to use later versions of sklearn.