ترغب بنشر مسار تعليمي؟ اضغط هنا

dame-flame: A Python Library Providing Fast Interpretable Matching for Causal Inference

151   0   0.0 ( 0 )
 نشر من قبل Neha R. Gupta
 تاريخ النشر 2021
  مجال البحث الهندسة المعلوماتية
والبحث باللغة English
 تأليف Neha R. Gupta




اسأل ChatGPT حول البحث

dame-flame is a Python package for performing matching for observational causal inference on datasets containing discrete covariates. This package implements the Dynamic Almost Matching Exactly (DAME) and Fast Large-Scale Almost Matching Exactly (FLAME) algorithms, which match treatment and control units on subsets of the covariates. The resulting matched groups are interpretable, because the matches are made on covariates (rather than, for instance, propensity scores), and high-quality, because machine learning is used to determine which covariates are important to match on. DAME solves an optimization problem that matches units on as many covariates as possible, prioritizing matches on important covariates. FLAME approximates the solution found by DAME via a much faster backward feature selection procedure. The package provides several adjustable parameters to adapt the algorithms to specific applications, and can calculate treatment effects after matching. Descriptions of these parameters, details on estimating treatment effects, and further examples, can be found in the documentation at https://almost-matching-exactly.github.io/DAME-FLAME-Python-Package/

قيم البحث

اقرأ أيضاً

We introduce Geomstats, an open-source Python toolbox for computations and statistics on nonlinear manifolds, such as hyperbolic spaces, spaces of symmetric positive definite matrices, Lie groups of transformations, and many more. We provide object-o riented and extensively unit-tested implementations. Among others, manifolds come equipped with families of Riemannian metrics, with associated exponential and logarithmic maps, geodesics and parallel transport. Statistics and learning algorithms provide methods for estimation, clustering and dimension reduction on manifolds. All associated operations are vectorized for batch computation and provide support for different execution backends, namely NumPy, PyTorch and TensorFlow, enabling GPU acceleration. This paper presents the package, compares it with related libraries and provides relevant code examples. We show that Geomstats provides reliable building blocks to foster research in differential geometry and statistics, and to democratize the use of Riemannian geometry in machine learning applications. The source code is freely available under the MIT license at url{geomstats.ai}.
We introduce giotto-ph, a high-performance, open-source software package for the computation of Vietoris-Rips barcodes. giotto-ph is based on Morozov and Nigmetovs lockfree (multicore) implementation of Ulrich Bauers Ripser package. It also contains a re-working of the GUDHI librarys implementation of Boissonnat and Pritams Edge Collapser, which can be used as a pre-processing step to dramatically reduce overall run-times in certain scenarios. Our contribution is twofold: on the one hand, we integrate existing state-of-the-art ideas coherently in a single library and provide Python bindings to the C++ code. On the other hand, we increase parallelization opportunities and improve overall performance by adopting more efficient data structures. Our persistent homology backend establishes a new state of the art, surpassing even GPU-accelerated implementations such as Ripser++ when using as few as 5-10 CPU cores. Furthermore, our implementation of Edge Collapser has fewer software dependencies and improved run-times relative to GUDHIs original implementation.
NIFTY, Numerical Information Field Theory, is a software package designed to enable the development of signal inference algorithms that operate regardless of the underlying spatial grid and its resolution. Its object-oriented framework is written in Python, although it accesses libraries written in Cython, C++, and C for efficiency. NIFTY offers a toolkit that abstracts discretized representations of continuous spaces, fields in these spaces, and operators acting on fields into classes. Thereby, the correct normalization of operations on fields is taken care of automatically without concerning the user. This allows for an abstract formulation and programming of inference algorithms, including those derived within information field theory. Thus, NIFTY permits its user to rapidly prototype algorithms in 1D, and then apply the developed code in higher-dimensional settings of real world problems. The set of spaces on which NIFTY operates comprises point sets, n-dimensional regular grids, spherical spaces, their harmonic counterparts, and product spaces constructed as combinations of those. The functionality and diversity of the package is demonstrated by a Wiener filter code example that successfully runs without modification regardless of the space on which the inference problem is defined.
Dealing with biased data samples is a common task across many statistical fields. In survey sampling, bias often occurs due to unrepresentative samples. In causal studies with observational data, the treated versus untreated group assignment is often correlated with covariates, i.e., not random. Empirical calibration is a generic weighting method that presents a unified view on correcting or reducing the data biases for the tasks mentioned above. We provide a Python library EC to compute the empirical calibration weights. The problem is formulated as convex optimization and solved efficiently in the dual form. Compared to existing software, EC is both more efficient and robust. EC also accommodates different optimization objectives, supports weight clipping, and allows inexact calibration, which improves usability. We demonstrate its usage across various experiments with both simulated and real-world data.
Constraint-based causal discovery from limited data is a notoriously difficult challenge due to the many borderline independence test decisions. Several approaches to improve the reliability of the predictions by exploiting redundancy in the independ ence information have been proposed recently. Though promising, existing approaches can still be greatly improved in terms of accuracy and scalability. We present a novel method that reduces the combinatorial explosion of the search space by using a more coarse-grained representation of causal information, drastically reducing computation time. Additionally, we propose a method to score causal predictions based on their confidence. Crucially, our implementation also allows one to easily combine observational and interventional data and to incorporate various types of available background knowledge. We prove soundness and asymptotic consistency of our method and demonstrate that it can outperform the state-of-the-art on synthetic data, achieving a speedup of several orders of magnitude. We illustrate its practical feasibility by applying it on a challenging protein data set.

الأسئلة المقترحة

التعليقات
جاري جلب التعليقات جاري جلب التعليقات
سجل دخول لتتمكن من متابعة معايير البحث التي قمت باختيارها
mircosoft-partner

هل ترغب بارسال اشعارات عن اخر التحديثات في شمرا-اكاديميا