Fix CausalForestDML ATE and ATT standard errors for multiple outputs - #1067
Open
kbattocchi wants to merge 1 commit into
Open
kbattocchi wants to merge 1 commit into
kbattocchi wants to merge 1 commit into
Conversation
kbattocchi
force-pushed
the
kebatt/causal-forest-standard-errors
branch
from
September 28, 2026 19:39
a3c0ba5 to
983c0d7
Compare
kbattocchi
changed the base branch from
main
to
kebatt/fix-ci-build-failures
September 28, 2026 19:39
kbattocchi
added this pull request to stack #1070
September 28, 2026 19:44
kbattocchi
force-pushed
the
kebatt/causal-forest-standard-errors
branch
from
September 28, 2026 19:51
983c0d7 to
d75bfa5
Compare
Count non-missing doubly robust predictions along the sample axis. Preserve output shapes and document per-outcome, per-treatment counts. Add deterministic masked/missing-value regressions and fitted-estimator inference coverage. Fixes #1066 Co-authored-by: Copilot App <223556219+Copilot@users.noreply.github.com> Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
kbattocchi
force-pushed
the
kebatt/causal-forest-standard-errors
branch
from
October 1, 2026 19:06
d75bfa5 to
722add0
Compare
This branch has not been deployed
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Summary
Fixes #1066.
_CausalForestFinalWrapper._ate_and_stderrpreviously counted all non-missing elements of the doubly robust prediction tensor, rather than counting observations separately for each outcome-treatment pair. This understated ATE and ATT standard errors whenever there were multiple outcomes or treatment contrasts.axis=0), including after ATT masking.The separately identified multi-output model-selection scoring issue is intentionally out of scope.
Validation
git diff --checkpassed.Local fitted-estimator validation initially encountered a native-code crash with Cython 3.3.0. Rebuilding with the repository's last-known-good Cython 3.2.4 resolved it; the passing results above use that build.