X_RF_autotune_hyperband: Autotuning for X-Learner with honest RF for both stages

Description Usage Arguments See Also Examples

View source: R/Xhrf_autotune_hyperband.R

Description

This function tunes

Usage

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X_RF_autotune_hyperband(feat, tr, yobs, sample.fraction = 0.75,
  num_iter = 3^8, eta = 3, verbose = TRUE, seed = 24750371,
  nthread = 0)

Arguments

feat

A data frame of all the features.

tr

A numeric vector contain 0 for control and 1 for treated variables.

yobs

A numeric vector containing the observed outcomes.

num_iter

number of iterations.

eta

..

verbose

..

seed

..

nthread

..

sampsize

..

firststageVar

..

secondstageVar

..

See Also

X_RF_autotune_simple, X_RF_autotune_gpp,

Examples

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  set.seed(14236142)
  feat <- iris[, -1]
  tr <- rbinom(nrow(iris), 1, .5)
  yobs <- iris[, 1]
  # train a
  xl_gpp <- X_RF_autotune_hyperband(feat, tr, yobs, ntree = 100, nthread = 0,
  verbose = FALSE, init_points = 5, n_iter = 1)
  # computes the CATE and confidence intervals for CATE
  EstimateCate(xl_gpp, feat)
  CateCI(xl_gpp, feat, B = 5, verbose = FALSE)

soerenkuenzel/hte documentation built on June 12, 2018, 4:26 p.m.