First rough cut of simultaneous search for estimator and outcome function #310
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Problem
Refitting AutoML for each estimator is far too slow
Proposed changes
Now if
outcome_model="auto"
in the CausalTune constructor, we search over a simultaneous search space for the EconML estimators and for FLAML wrappers for common regressors. The old behavior is now achieved byoutcome_model="nested"
(the default for now)This was written against the latest flaml version, that will need to be bumped in package reqs
Types of changes
What types of changes does your code introduce to causaltune?
Put an
x
in the boxes that applyChecklist
setup.py
is an individual PR and not mixed with feature or bugfix PRs