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context("Unit tests for parameter passing of IRM")
lgr::get_logger("mlr3")$set_threshold("warn")
on_cran = !identical(Sys.getenv("NOT_CRAN"), "true")
if (on_cran) {
test_cases = expand.grid(
learner = "rpart",
dml_procedure = "dml2",
score = "ATE",
trimming_threshold = 1e-5,
stringsAsFactors = FALSE)
} else {
test_cases = expand.grid(
learner = "rpart",
dml_procedure = c("dml1", "dml2"),
score = c("ATE", "ATTE"),
trimming_threshold = 1e-5,
stringsAsFactors = FALSE)
}
test_cases_nocf = expand.grid(
learner = "rpart",
dml_procedure = "dml1",
score = c("ATE", "ATTE"),
trimming_threshold = 1e-5,
stringsAsFactors = FALSE)
test_cases[".test_name"] = apply(test_cases, 1, paste, collapse = "_")
test_cases_nocf[".test_name"] = apply(test_cases_nocf, 1, paste, collapse = "_")
patrick::with_parameters_test_that("Unit tests for parameter passing of IRM (oop vs fun):",
.cases = test_cases, {
n_rep_boot = 498
n_folds = 2
n_rep = 3
learner_pars = get_default_mlmethod_irm(learner)
set.seed(3141)
irm_hat = dml_irm(data_irm$df,
y = "y", d = "d",
n_folds = n_folds,
n_rep = n_rep,
ml_g = mlr3::lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = mlr3::lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
params_g = learner_pars$params$params_g,
params_m = learner_pars$params$params_m,
dml_procedure = dml_procedure, score = score,
trimming_threshold = trimming_threshold)
theta = irm_hat$coef
se = irm_hat$se
boot_theta = bootstrap_irm(irm_hat$thetas, irm_hat$ses,
data_irm$df,
y = "y", d = "d",
n_folds = n_folds, n_rep = n_rep,
smpls = irm_hat$smpls,
all_preds = irm_hat$all_preds,
score = score,
bootstrap = "normal", n_rep_boot = n_rep_boot,
trimming_threshold = trimming_threshold)$boot_coef
set.seed(3141)
double_mlirm_obj = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
n_rep = n_rep, trimming_threshold = trimming_threshold)
# set params for nuisance part m
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_m",
treat_var = "d",
params = learner_pars$params$params_m)
# set params for nuisance part g
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g0",
treat_var = "d",
params = learner_pars$params$params_g)
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g1",
treat_var = "d",
params = learner_pars$params$params_g)
double_mlirm_obj$fit()
theta_obj = double_mlirm_obj$coef
se_obj = double_mlirm_obj$se
# bootstrap
double_mlirm_obj$bootstrap(method = "normal", n_rep = n_rep_boot)
boot_theta_obj = double_mlirm_obj$boot_coef
expect_equal(theta, theta_obj, tolerance = 1e-8)
expect_equal(se, se_obj, tolerance = 1e-8)
expect_equal(as.vector(boot_theta), as.vector(boot_theta_obj), tolerance = 1e-8)
}
)
patrick::with_parameters_test_that("Unit tests for parameter passing of IRM (no cross-fitting)",
.cases = test_cases_nocf, {
n_folds = 2
learner_pars = get_default_mlmethod_irm(learner)
# Passing for non-cross-fitting case
set.seed(3141)
my_task = Task$new("help task", "regr", data_irm$df)
my_sampling = rsmp("holdout", ratio = 0.5)$instantiate(my_task)
train_ids = list(my_sampling$train_set(1))
test_ids = list(my_sampling$test_set(1))
smpls = list(list(train_ids = train_ids, test_ids = test_ids))
irm_hat = dml_irm(data_irm$df,
y = "y", d = "d",
n_folds = 1,
ml_g = mlr3::lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = mlr3::lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
params_g = learner_pars$params$params_g,
params_m = learner_pars$params$params_m,
dml_procedure = dml_procedure, score = score,
trimming_threshold = trimming_threshold,
smpls = smpls)
theta = irm_hat$coef
se = irm_hat$se
set.seed(3141)
dml_irm_nocf = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
trimming_threshold = trimming_threshold,
apply_cross_fitting = FALSE)
# set params for nuisance part m
dml_irm_nocf$set_ml_nuisance_params(
learner = "ml_m",
treat_var = "d",
params = learner_pars$params$params_m)
# set params for nuisance part g
dml_irm_nocf$set_ml_nuisance_params(
learner = "ml_g0",
treat_var = "d",
params = learner_pars$params$params_g)
dml_irm_nocf$set_ml_nuisance_params(
learner = "ml_g1",
treat_var = "d",
params = learner_pars$params$params_g)
dml_irm_nocf$fit()
theta_obj = dml_irm_nocf$coef
se_obj = dml_irm_nocf$se
expect_equal(theta, theta_obj, tolerance = 1e-8)
expect_equal(se, se_obj, tolerance = 1e-8)
}
)
patrick::with_parameters_test_that("Unit tests for parameter passing of IRM (fold-wise vs global)",
.cases = test_cases, {
n_folds = 2
n_rep = 3
learner_pars = get_default_mlmethod_irm(learner)
set.seed(3141)
double_mlirm_obj = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
n_rep = n_rep, trimming_threshold = trimming_threshold)
# set params for nuisance part m
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_m",
treat_var = "d",
params = learner_pars$params$params_m)
# set params for nuisance part g
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g0",
treat_var = "d",
params = learner_pars$params$params_g)
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g1",
treat_var = "d",
params = learner_pars$params$params_g)
double_mlirm_obj$fit()
theta = double_mlirm_obj$coef
se = double_mlirm_obj$se
params_g_fold_wise = rep(list(rep(list(learner_pars$params$params_g), n_folds)), n_rep)
params_m_fold_wise = rep(list(rep(list(learner_pars$params$params_m), n_folds)), n_rep)
set.seed(3141)
dml_irm_fold_wise = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn(learner_pars$mlmethod$mlmethod_g),
ml_m = lrn(learner_pars$mlmethod$mlmethod_m, predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
n_rep = n_rep, trimming_threshold = trimming_threshold)
# set params for nuisance part m
dml_irm_fold_wise$set_ml_nuisance_params(
learner = "ml_m",
treat_var = "d",
params = params_m_fold_wise,
set_fold_specific = TRUE)
# set params for nuisance part g
dml_irm_fold_wise$set_ml_nuisance_params(
learner = "ml_g0",
treat_var = "d",
params = params_g_fold_wise,
set_fold_specific = TRUE)
dml_irm_fold_wise$set_ml_nuisance_params(
learner = "ml_g1",
treat_var = "d",
params = params_g_fold_wise,
set_fold_specific = TRUE)
dml_irm_fold_wise$fit()
theta_fold_wise = dml_irm_fold_wise$coef
se_fold_wise = dml_irm_fold_wise$se
expect_equal(theta, theta_fold_wise, tolerance = 1e-8)
expect_equal(se, se_fold_wise, tolerance = 1e-8)
}
)
patrick::with_parameters_test_that("Unit tests for parameter passing of IRM (default vs explicit)",
.cases = test_cases, {
n_folds = 2
n_rep = 3
params_g = list(cp = 0.01, minsplit = 20) # this are defaults
params_m = list(cp = 0.01, minsplit = 20) # this are defaults
set.seed(3141)
dml_irm_default = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn("regr.rpart"),
ml_m = lrn("classif.rpart", predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
n_rep = n_rep, trimming_threshold = trimming_threshold)
dml_irm_default$fit()
theta_default = dml_irm_default$coef
se_default = dml_irm_default$se
set.seed(3141)
double_mlirm_obj = DoubleMLIRM$new(
data = data_irm$dml_data,
n_folds = n_folds,
ml_g = lrn("regr.rpart"),
ml_m = lrn("classif.rpart", predict_type = "prob"),
dml_procedure = dml_procedure,
score = score,
n_rep = n_rep, trimming_threshold = trimming_threshold)
# set params for nuisance part m
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_m",
treat_var = "d",
params = params_m)
# set params for nuisance part g
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g0",
treat_var = "d",
params = params_g)
double_mlirm_obj$set_ml_nuisance_params(
learner = "ml_g1",
treat_var = "d",
params = params_g)
double_mlirm_obj$fit()
theta = double_mlirm_obj$coef
se = double_mlirm_obj$se
expect_equal(theta, theta_default, tolerance = 1e-8)
expect_equal(se, se_default, tolerance = 1e-8)
}
)
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