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.
Also to add to this, is there functionality to .tune() the domain adaptation forest and the doubly robust forest in a similar way that you can for DML?
The econml.metalearners.DomainAdaptationLearner does not have a
score
attribute. Is there a way to score it similar to CausalforestDML and DRL?est.score()