econml.grf.MultiOutputGRF

class econml.grf.MultiOutputGRF(estimator)[source]

Bases: sklearn.base.BaseEstimator

Simple wrapper estimator that enables multiple outcome labels for all the grf estimators that only accept a single outcome. Similar to MultiOutputRegressor.

__init__(estimator)[source]

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(estimator)

Initialize self.

feature_importances([max_depth, …])

fit(X, T, y, *[, sample_weight])

get_params([deep])

Get parameters for this estimator.

oob_predict(Xtrain)

predict(X[, interval, alpha])

predict_and_var(X)

predict_projection_and_var(X, projector)

set_params(**params)

Set the parameters of this estimator.

Attributes

feature_importances_

get_params(deep=True)

Get parameters for this estimator.

Parameters

deep (bool, default=True) – If True, will return the parameters for this estimator and contained subobjects that are estimators.

Returns

params – Parameter names mapped to their values.

Return type

dict

set_params(**params)

Set the parameters of this estimator.

The method works on simple estimators as well as on nested objects (such as Pipeline). The latter have parameters of the form <component>__<parameter> so that it’s possible to update each component of a nested object.

Parameters

**params (dict) – Estimator parameters.

Returns

self – Estimator instance.

Return type

estimator instance