Pytorch implementation of the multitasking RieszNet architecture for Auto-DML doubly-robust estimation of causal effects
Project description
PyRiesz
Flexible PyTorch implementations of Auto-DML estimators of the Riesz Representer for causal effects estimation with machine learning.
Implements the multitask learning RieszNet architecture from Chernozhukov, Newey, Quintas-Martı́nez, and Syrgkanis (2022, PMLR), as well as the LASSO estimator of the Riesz representation described in Chernozhukov, Newey, and Singh (2022, Econometrica)
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