causallib.utils.crossfit module

causallib.utils.crossfit.cross_fitting(estimator, X, y, n_splits=5, predict_proba=False, return_estimator=True)

Parameters

• estimator (object) – sklearn object

• X (pd.DataFrame) – Covariate matrix of size (num_subjects, num_features).

• y (pd.Series) – Observed outcome of size (num_subjects,).

• n_splits (int) – number of folds

• predict_proba (bool) –

  If True, the treatment model is a classifier

  and use ‘predict_proba’,

  If False, use ‘predict’.

• return_estimator (bool) – If true return fitted estimators of each fold

Returns

array of held-out prediction, if return estimator:

a tuple of estimators on held-out-data