py-why / causaltune

AutoML for causal inference.
Apache License 2.0
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First rough cut of simultaneous search for estimator and outcome function #310

Closed ZmeiGorynych closed 3 months ago

ZmeiGorynych commented 3 months ago

Problem

Refitting AutoML for each estimator is far too slow

Proposed changes

Now if outcome_model="auto" in the CausalTune constructor, we search over a simultaneous search space for the EconML estimators and for FLAML wrappers for common regressors. The old behavior is now achieved by outcome_model="nested" (the default for now)

This was written against the latest flaml version, that will need to be bumped in package reqs

Types of changes

What types of changes does your code introduce to causaltune? Put an x in the boxes that apply

Checklist

ZmeiGorynych commented 3 months ago

Ah yes, stderr calculation needs fixing - will do