James Nordlund

icon company Amazon icon location Redmond, WA icon location Tech Economist. Causal inference + machine learning.

Results 1 comments of James Nordlund

Reusing first-stage models for multiple `econml.dml.NonParamDML` runs

@EgorKraevTransferwise , am I mis-understanding your intended approach? The `econml.dml.NonParamDML` method is [uses](https://github.com/microsoft/EconML/blob/cc0af26fdc806529cfe3ef48f332f693e575bb32/econml/dml/dml.py#L1118) the [`sklearn.base.clone`](https://scikit-learn.org/stable/modules/generated/sklearn.base.clone.html) method on the instance, meaning it will use an un-fitted version of the estimator. Thus...