Welcome to CausalTune’s documentation!
Installation guidelines can be found at Installation
CausalTune is a library for automated tuning and selection for causal estimators.
Its estimators are taken from EconML augmented by a couple of extra models (currently Transformed Outcome and a dummy model to be used as a baseline), all called in a uniform fashion via a DoWhy wrapper.
We perform automated hyperparameter tuning of first stage models (for the treatment and outcome models) as well as hyperparameter tuning and model selection for the second stage model (causal estimator).
The estimators provide not only per-row treatment impact estimates, but also confidence intervals for these, using builtin EconML functionality for that where it is available and bootstrapping where it is not (see example notebook).
Just like DoWhy and EconML, we assume that the causal graph provided by the user accurately describes the data-generating process. So for example, we assume that for CATE estimation, the list of backdoor variables under the graph/confounding variables provided by the user do reflect all sources of confounding between the treatment and the outcome. See here for a detailed explanation of causal graphs that are supported by CausalTune.
The validation methods in CausalTune cannot catch such violations and therefore this is an important assumption.
We also implement the ERUPT calculation (also known as policy value), allowing after an (even partially) randomized test to estimate what the impact of other treatment assignment policies would have been. This can also be used as an alternative out-of-sample score, though energy score performed better in our synthetic data experiments.
Date: Sep 01, 2023