DML-IV

This repository includes the implementation of the method proposed in "Learning Decision Policies with Instrumental Variables through Double Machine Learning", in proceedings of ICML 2024. Paper Link.

Citation

@inproceedings{shao2024dmliv,
    title={Learning Decision Policies with Instrumental Variables through Double Machine Learning},
    author={Daqian Shao, Ashkan Soleymani, Francesco Quinzan and Marta Kwiatkowska},
    year={2024},
    booktitle={Proceedings of the 41rd International Conference on Machine Learning},
}

Dependencies

Install all dependencies

pip install -r requirements.txt

Basic Usage

Run experiments using DML-IV, CE-DML-IV using the aeroplane demand dataset with low-dim, high-dim and the two real world datasets.

python main_low_d.py
python main_mnist.py
python main_realworld.py