knitr::opts_chunk$set(echo = TRUE)
set.seed(123) n <- 500 X <- runif(n, -1,1) pi <- plogis(2*X) A <- rbinom(n, 1, pi) mu <- X + A * (1 + X) mu1 <- 1 + 2*X mu0 <- X Y <- rnorm(n, mu, 0.5) t <- Sys.time() plan(multiprocess,workers=1) out <- EP_learn(list( Lrnr_xgboost$new(max_depth = 1, verbosity=0), Lrnr_xgboost$new(max_depth = 5, verbosity=0),Lrnr_xgboost$new(max_depth = 7),Lrnr_xgboost$new(max_depth = 3, verbosity=0), Lrnr_xgboost$new(max_depth = 10, verbosity=0)), V = data.frame(X=X), A = A, Y = Y, EY1W = mu1 , EY0W = mu0 , pA1W = pi, sieve_basis_generator_list = list(NULL, fourier_basis$new(1,1),fourier_basis$new(2,1) ) ,EP_learner_spec = EP_learner_spec_CATE, cross_validate = TRUE) print( Sys.time() - t) out$cv_predictions out$full_predictions
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