-
Notifications
You must be signed in to change notification settings - Fork 18
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Riesz representer estimation #132
Open
herbps10
wants to merge
19
commits into
nt-williams:riesz
Choose a base branch
from
herbps10:mlr3superlearner
base: riesz
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Open
Conversation
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
This pull request proposes adding a new method for estimating inverse probability weights for IPW and TMLE methods via empirical loss-based estimation of Riesz Representers.
The code for performing the Riesz Representer estimation has been abstracted to a separate package, SuperRiesz ( https://github.com/herbps10/SuperRiesz), which is intended to be in the style of mlr3superlearner.
The main difference between the Riesz Representer approach and estimating probability of treatment weights is that the probability of treatment weights need to be cumulatively multiplied to form the final weights, while the Riesz Representers do not. Therefore there is some extra code added to
lmtp
so that whether the weights need to be cumulated or not can be tracked.