py-why / EconML

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.
https://www.microsoft.com/en-us/research/project/alice/
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Migrate DeepIV to new TensorFlow API or PyTorch #889

Open kbattocchi opened 4 days ago

kbattocchi commented 4 days ago

Our implementation of DeepIV relies on very outdated versions of the keras and tensorflow APIs that are not supported by versions 3.9 or later of python.

Given that Python 3.8 will not be supported beyond October 14, 2024, this means that we will deprecate and remove this estimator unless an implementation supporting either a newer version of TensorFlow/keras or a version supporting pytorch is created.