add plr sim

SvenKlaassen · SvenKlaassen · commit f35d661c8a04 · 2025-03-21T15:17:47.000+01:00
diff --git a/monte-cover/src/montecover/plm/plr_ate.py b/monte-cover/src/montecover/plm/plr_ate.py
@@ -51,7 +51,7 @@ def _convert_ml_string_to_object(self, ml_string):
         elif ml_string == "Random Forest":
             learner = RandomForestRegressor(n_estimators=100, max_features=20, max_depth=5, min_samples_leaf=2)
         elif ml_string == "LGBM":
-            learner = LGBMRegressor(n_estimators=100, learning_rate=0.05, verbose=-1)
+            learner = LGBMRegressor(n_estimators=100, learning_rate=0.05, verbose=-1, n_jobs=1)
         else:
             raise ValueError(f"Unknown learner type: {ml_string}")
 
diff --git a/results/plm/plr_ate_config.yml b/results/plm/plr_ate_config.yml
@@ -0,0 +1,332 @@
+confidence_parameters:
+  level:
+  - 0.95
+  - 0.9
+dgp_parameters:
+  dim_x:
+  - 20
+  n_obs:
+  - 500
+  theta:
+  - 0.5
+dml_parameters:
+  learners:
+  - ml_g: !!python/tuple
+    - Lasso
+    - !!python/object:sklearn.linear_model._coordinate_descent.LassoCV
+      _sklearn_version: 1.5.2
+      alphas: null
+      copy_X: true
+      cv: null
+      eps: 0.001
+      fit_intercept: true
+      max_iter: 1000
+      n_alphas: 100
+      n_jobs: null
+      positive: false
+      precompute: auto
+      random_state: null
+      selection: cyclic
+      tol: 0.0001
+      verbose: false
+    ml_m: !!python/tuple
+    - Lasso
+    - !!python/object:sklearn.linear_model._coordinate_descent.LassoCV
+      _sklearn_version: 1.5.2
+      alphas: null
+      copy_X: true
+      cv: null
+      eps: 0.001
+      fit_intercept: true
+      max_iter: 1000
+      n_alphas: 100
+      n_jobs: null
+      positive: false
+      precompute: auto
+      random_state: null
+      selection: cyclic
+      tol: 0.0001
+      verbose: false
+  - ml_g: !!python/tuple
+    - Random Forest
+    - !!python/object:sklearn.ensemble._forest.RandomForestRegressor
+      _sklearn_version: 1.5.2
+      bootstrap: true
+      ccp_alpha: 0.0
+      class_weight: null
+      criterion: squared_error
+      estimator: !!python/object:sklearn.tree._classes.DecisionTreeRegressor
+        _sklearn_version: 1.5.2
+        ccp_alpha: 0.0
+        class_weight: null
+        criterion: squared_error
+        max_depth: null
+        max_features: null
+        max_leaf_nodes: null
+        min_impurity_decrease: 0.0
+        min_samples_leaf: 1
+        min_samples_split: 2
+        min_weight_fraction_leaf: 0.0
+        monotonic_cst: null
+        random_state: null
+        splitter: best
+      estimator_params: &id001 !!python/tuple
+      - criterion
+      - max_depth
+      - min_samples_split
+      - min_samples_leaf
+      - min_weight_fraction_leaf
+      - max_features
+      - max_leaf_nodes
+      - min_impurity_decrease
+      - random_state
+      - ccp_alpha
+      - monotonic_cst
+      max_depth: 5
+      max_features: 20
+      max_leaf_nodes: null
+      max_samples: null
+      min_impurity_decrease: 0.0
+      min_samples_leaf: 2
+      min_samples_split: 2
+      min_weight_fraction_leaf: 0.0
+      monotonic_cst: null
+      n_estimators: 100
+      n_jobs: null
+      oob_score: false
+      random_state: null
+      verbose: 0
+      warm_start: false
+    ml_m: !!python/tuple
+    - Random Forest
+    - !!python/object:sklearn.ensemble._forest.RandomForestRegressor
+      _sklearn_version: 1.5.2
+      bootstrap: true
+      ccp_alpha: 0.0
+      class_weight: null
+      criterion: squared_error
+      estimator: !!python/object:sklearn.tree._classes.DecisionTreeRegressor
+        _sklearn_version: 1.5.2
+        ccp_alpha: 0.0
+        class_weight: null
+        criterion: squared_error
+        max_depth: null
+        max_features: null
+        max_leaf_nodes: null
+        min_impurity_decrease: 0.0
+        min_samples_leaf: 1
+        min_samples_split: 2
+        min_weight_fraction_leaf: 0.0
+        monotonic_cst: null
+        random_state: null
+        splitter: best
+      estimator_params: *id001
+      max_depth: 5
+      max_features: 20
+      max_leaf_nodes: null
+      max_samples: null
+      min_impurity_decrease: 0.0
+      min_samples_leaf: 2
+      min_samples_split: 2
+      min_weight_fraction_leaf: 0.0
+      monotonic_cst: null
+      n_estimators: 100
+      n_jobs: null
+      oob_score: false
+      random_state: null
+      verbose: 0
+      warm_start: false
+  - ml_g: !!python/tuple
+    - Lasso
+    - !!python/object:sklearn.linear_model._coordinate_descent.LassoCV
+      _sklearn_version: 1.5.2
+      alphas: null
+      copy_X: true
+      cv: null
+      eps: 0.001
+      fit_intercept: true
+      max_iter: 1000
+      n_alphas: 100
+      n_jobs: null
+      positive: false
+      precompute: auto
+      random_state: null
+      selection: cyclic
+      tol: 0.0001
+      verbose: false
+    ml_m: !!python/tuple
+    - Random Forest
+    - !!python/object:sklearn.ensemble._forest.RandomForestRegressor
+      _sklearn_version: 1.5.2
+      bootstrap: true
+      ccp_alpha: 0.0
+      class_weight: null
+      criterion: squared_error
+      estimator: !!python/object:sklearn.tree._classes.DecisionTreeRegressor
+        _sklearn_version: 1.5.2
+        ccp_alpha: 0.0
+        class_weight: null
+        criterion: squared_error
+        max_depth: null
+        max_features: null
+        max_leaf_nodes: null
+        min_impurity_decrease: 0.0
+        min_samples_leaf: 1
+        min_samples_split: 2
+        min_weight_fraction_leaf: 0.0
+        monotonic_cst: null
+        random_state: null
+        splitter: best
+      estimator_params: *id001
+      max_depth: 5
+      max_features: 20
+      max_leaf_nodes: null
+      max_samples: null
+      min_impurity_decrease: 0.0
+      min_samples_leaf: 2
+      min_samples_split: 2
+      min_weight_fraction_leaf: 0.0
+      monotonic_cst: null
+      n_estimators: 100
+      n_jobs: null
+      oob_score: false
+      random_state: null
+      verbose: 0
+      warm_start: false
+  - ml_g: !!python/tuple
+    - Random Forest
+    - !!python/object:sklearn.ensemble._forest.RandomForestRegressor
+      _sklearn_version: 1.5.2
+      bootstrap: true
+      ccp_alpha: 0.0
+      class_weight: null
+      criterion: squared_error
+      estimator: !!python/object:sklearn.tree._classes.DecisionTreeRegressor
+        _sklearn_version: 1.5.2
+        ccp_alpha: 0.0
+        class_weight: null
+        criterion: squared_error
+        max_depth: null
+        max_features: null
+        max_leaf_nodes: null
+        min_impurity_decrease: 0.0
+        min_samples_leaf: 1
+        min_samples_split: 2
+        min_weight_fraction_leaf: 0.0
+        monotonic_cst: null
+        random_state: null
+        splitter: best
+      estimator_params: *id001
+      max_depth: 5
+      max_features: 20
+      max_leaf_nodes: null
+      max_samples: null
+      min_impurity_decrease: 0.0
+      min_samples_leaf: 2
+      min_samples_split: 2
+      min_weight_fraction_leaf: 0.0
+      monotonic_cst: null
+      n_estimators: 100
+      n_jobs: null
+      oob_score: false
+      random_state: null
+      verbose: 0
+      warm_start: false
+    ml_m: !!python/tuple
+    - Lasso
+    - !!python/object:sklearn.linear_model._coordinate_descent.LassoCV
+      _sklearn_version: 1.5.2
+      alphas: null
+      copy_X: true
+      cv: null
+      eps: 0.001
+      fit_intercept: true
+      max_iter: 1000
+      n_alphas: 100
+      n_jobs: null
+      positive: false
+      precompute: auto
+      random_state: null
+      selection: cyclic
+      tol: 0.0001
+      verbose: false
+  - ml_g: !!python/tuple
+    - LGBM
+    - !!python/object:lightgbm.sklearn.LGBMRegressor
+      _Booster: null
+      _best_iteration: -1
+      _best_score: {}
+      _class_map: null
+      _class_weight: null
+      _classes: null
+      _evals_result: {}
+      _n_classes: -1
+      _n_features: -1
+      _n_features_in: -1
+      _objective: null
+      _other_params:
+        verbose: -1
+      boosting_type: gbdt
+      class_weight: null
+      colsample_bytree: 1.0
+      importance_type: split
+      learning_rate: 0.05
+      max_depth: -1
+      min_child_samples: 20
+      min_child_weight: 0.001
+      min_split_gain: 0.0
+      n_estimators: 100
+      n_jobs: 1
+      num_leaves: 31
+      objective: null
+      random_state: null
+      reg_alpha: 0.0
+      reg_lambda: 0.0
+      subsample: 1.0
+      subsample_for_bin: 200000
+      subsample_freq: 0
+      verbose: -1
+    ml_m: !!python/tuple
+    - LGBM
+    - !!python/object:lightgbm.sklearn.LGBMRegressor
+      _Booster: null
+      _best_iteration: -1
+      _best_score: {}
+      _class_map: null
+      _class_weight: null
+      _classes: null
+      _evals_result: {}
+      _n_classes: -1
+      _n_features: -1
+      _n_features_in: -1
+      _objective: null
+      _other_params:
+        verbose: -1
+      boosting_type: gbdt
+      class_weight: null
+      colsample_bytree: 1.0
+      importance_type: split
+      learning_rate: 0.05
+      max_depth: -1
+      min_child_samples: 20
+      min_child_weight: 0.001
+      min_split_gain: 0.0
+      n_estimators: 100
+      n_jobs: 1
+      num_leaves: 31
+      objective: null
+      random_state: null
+      reg_alpha: 0.0
+      reg_lambda: 0.0
+      subsample: 1.0
+      subsample_for_bin: 200000
+      subsample_freq: 0
+      verbose: -1
+  score:
+  - partialling out
+  - IV-type
+simulation_parameters:
+  max_runtime: 19800
+  n_jobs: -2
+  random_seed: 42
+  repetitions: 1000
diff --git a/results/plm/plr_ate_coverage.csv b/results/plm/plr_ate_coverage.csv
@@ -1,17 +1,21 @@
-Learner g,Learner m,score,level,Coverage,CI Length,Bias,repetition
-Lasso,Lasso,IV-type,0.9,0.881,0.1393979255576113,0.0352891099128789,1000
-Lasso,Lasso,IV-type,0.95,0.945,0.16610287331091153,0.0352891099128789,1000
-Lasso,Lasso,partialling out,0.9,0.908,0.14646362984437974,0.034686755904342816,1000
-Lasso,Lasso,partialling out,0.95,0.956,0.17452217926042807,0.034686755904342816,1000
-Lasso,Random Forest,IV-type,0.9,0.895,0.14672332096879584,0.03621404411832195,1000
-Lasso,Random Forest,IV-type,0.95,0.953,0.17483162032109167,0.03621404411832195,1000
-Lasso,Random Forest,partialling out,0.9,0.816,0.14332193251141256,0.04209132271298422,1000
-Lasso,Random Forest,partialling out,0.95,0.888,0.17077861599008798,0.04209132271298422,1000
-Random Forest,Lasso,IV-type,0.9,0.883,0.14193144590758777,0.03591650651278451,1000
-Random Forest,Lasso,IV-type,0.95,0.951,0.16912174900823193,0.03591650651278451,1000
-Random Forest,Lasso,partialling out,0.9,0.901,0.1519648979095884,0.03615745065828101,1000
-Random Forest,Lasso,partialling out,0.95,0.952,0.181077344474182,0.03615745065828101,1000
-Random Forest,Random Forest,IV-type,0.9,0.893,0.14942288181113228,0.03672076481604481,1000
-Random Forest,Random Forest,IV-type,0.95,0.948,0.17804834546815554,0.03672076481604481,1000
-Random Forest,Random Forest,partialling out,0.9,0.878,0.14635785065361873,0.037417599679567926,1000
-Random Forest,Random Forest,partialling out,0.95,0.946,0.17439613558042621,0.037417599679567926,1000
+Learner g,Learner m,Score,level,Coverage,CI Length,Bias
+LGBM,LGBM,IV-type,0.9,0.881,0.16045495852616187,0.041395241786732526
+LGBM,LGBM,IV-type,0.95,0.929,0.19119387567330545,0.041395241786732526
+LGBM,LGBM,partialling out,0.9,0.843,0.14699796562424566,0.042234936165735856
+LGBM,LGBM,partialling out,0.95,0.91,0.17515887961298732,0.042234936165735856
+Lasso,Lasso,IV-type,0.9,0.88,0.139906736409111,0.03566583231811613
+Lasso,Lasso,IV-type,0.95,0.935,0.16670915883537538,0.03566583231811613
+Lasso,Lasso,partialling out,0.9,0.895,0.14682161377285347,0.03567834426028154
+Lasso,Lasso,partialling out,0.95,0.94,0.1749487434211267,0.03567834426028154
+Lasso,Random Forest,IV-type,0.9,0.886,0.14706644661357227,0.03746782142897475
+Lasso,Random Forest,IV-type,0.95,0.94,0.17524047974475984,0.03746782142897475
+Lasso,Random Forest,partialling out,0.9,0.806,0.14380399961661133,0.04440852985313324
+Lasso,Random Forest,partialling out,0.95,0.869,0.1713530343753106,0.04440852985313324
+Random Forest,Lasso,IV-type,0.9,0.878,0.14220975326271637,0.03662484099631004
+Random Forest,Lasso,IV-type,0.95,0.933,0.16945337267598382,0.03662484099631004
+Random Forest,Lasso,partialling out,0.9,0.893,0.15213074253257877,0.03746402925271374
+Random Forest,Lasso,partialling out,0.95,0.948,0.18127496053117625,0.03746402925271374
+Random Forest,Random Forest,IV-type,0.9,0.886,0.14967937696801667,0.037873686545345016
+Random Forest,Random Forest,IV-type,0.95,0.94,0.17835397829861846,0.037873686545345016
+Random Forest,Random Forest,partialling out,0.9,0.878,0.14693420687636086,0.03830834442193379
+Random Forest,Random Forest,partialling out,0.95,0.934,0.17508290637895235,0.03830834442193379
diff --git a/results/plm/plr_ate_metadata.csv b/results/plm/plr_ate_metadata.csv
@@ -0,0 +1,2 @@
+DoubleML Version,Script,Date,Total Runtime (minutes),Python Version,Config File
+0.10.dev0,PLRATECoverageSimulation,2025-03-21 15:10,12.47926504611969,3.12.9,scripts/plm/plr_ate_config.yml
diff --git a/scripts/plm/plr_ate_config.yml b/scripts/plm/plr_ate_config.yml

Original file line number	Diff line number	Diff line change
`@@ -0,0 +1,2 @@`
	`1`	`+DoubleML Version,Script,Date,Total Runtime (minutes),Python Version,Config File`
	`2`	`+0.10.dev0,PLRATECoverageSimulation,2025-03-21 15:10,12.47926504611969,3.12.9,scripts/plm/plr_ate_config.yml`