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'y': y_train,
'X': X_train,
'w': w_train,
'tau': tau_train,
'b': b_train,
'e': e_train}
preds_dict_valid['generated_data'] = {
'y': y_val,
'X': X_val,
'w': w_val,
'tau': tau_val,
'b': b_val,
'e': e_val}
# Predict p_hat because e would not be directly observed in real-life
p_model = ElasticNetPropensityModel()
p_hat_train = p_model.fit_predict(X_train, w_train)
p_hat_val = p_model.fit_predict(X_val, w_val)
for base_learner, label_l in zip([BaseSRegressor, BaseTRegressor, BaseXRegressor, BaseRRegressor],
['S', 'T', 'X', 'R']):
for model, label_m in zip([LinearRegression, XGBRegressor], ['LR', 'XGB']):
# RLearner will need to fit on the p_hat
if label_l != 'R':
learner = base_learner(model())
# fit the model on training data only
learner.fit(X=X_train, treatment=w_train, y=y_train)
try:
preds_dict_train['{} Learner ({})'.format(
label_l, label_m)] = learner.predict(X=X_train, p=p_hat_train).flatten()
preds_dict_valid['{} Learner ({})'.format(
label_l, label_m)] = learner.predict(X=X_val, p=p_hat_val).flatten()
parser.add_argument('--feature-cols', nargs='+', default=PROPENSITY_FEATURES,
dest='feature_cols')
parser.add_argument('--caliper', type=float, default=.2)
parser.add_argument('--replace', default=False, action='store_true')
parser.add_argument('--ratio', type=int, default=1)
args = parser.parse_args()
logging.basicConfig(stream=sys.stdout, level=logging.DEBUG)
logger.info('Loading data from {}'.format(args.input_file))
df = pd.read_csv(args.input_file)
df[args.treatment_col] = df[args.treatment_col].astype(int)
logger.info('shape: {}\n{}'.format(df.shape, df.head()))
pm = ElasticNetPropensityModel(random_state=42)
w = df[args.treatment_col].values
X = load_data(data=df,
features=args.feature_cols,
transformations=PROPENSITY_FEATURE_TRANSFORMATIONS)
logger.info('Scoring with a propensity model: {}'.format(pm))
df[SCORE_COL] = pm.fit_predict(X, w)
logger.info('Balance before matching:\n{}'.format(create_table_one(data=df,
treatment_col=args.treatment_col,
features=MATCHING_COVARIATES)))
logger.info('Matching based on the propensity score with the nearest neighbor model')
psm = NearestNeighborMatch(replace=args.replace,
ratio=args.ratio,
random_state=42)
matched = psm.match_by_group(data=df,
Args:
synthetic_data_func (function): synthetic data generation function
n (int, optional): number of samples
estimators (dict of object): dict of names and objects of treatment effect estimators
Returns:
(dict): dict of the actual and estimates of treatment effects
"""
y, X, w, tau, b, e = synthetic_data_func(n=n)
preds_dict = {}
preds_dict[KEY_ACTUAL] = tau
preds_dict[KEY_GENERATED_DATA] = {'y': y, 'X': X, 'w': w, 'tau': tau, 'b': b, 'e': e}
# Predict p_hat because e would not be directly observed in real-life
p_model = ElasticNetPropensityModel()
p_hat = p_model.fit_predict(X, w)
if estimators:
for name, learner in estimators.items():
try:
preds_dict[name] = learner.fit_predict(X=X, p=p_hat, treatment=w, y=y).flatten()
except TypeError:
preds_dict[name] = learner.fit_predict(X=X, treatment=w, y=y).flatten()
else:
for base_learner, label_l in zip([BaseSRegressor, BaseTRegressor, BaseXRegressor, BaseRRegressor],
['S', 'T', 'X', 'R']):
for model, label_m in zip([LinearRegression, XGBRegressor], ['LR', 'XGB']):
learner = base_learner(model())
model_name = '{} Learner ({})'.format(label_l, label_m)
try:
preds_dict[model_name] = learner.fit_predict(X=X, p=p_hat, treatment=w, y=y).flatten()