catenets.models.jax.disentangled_nets module

Class implements SNet-3, a variation on DR-CFR discussed in Hassanpour and Greiner (2020) and Wu et al (2020).

class SNet3(binary_y: bool = False, n_layers_r: int = 3, n_units_r: int = 150, n_layers_out: int = 2, n_units_r_small: int = 50, n_units_out: int = 100, n_units_out_prop: int = 100, n_layers_out_prop: int = 2, penalty_l2: float = 0.0001, penalty_orthogonal: float = 0.01, penalty_disc: float = 0, step_size: float = 0.0001, n_iter: int = 10000, batch_size: int = 100, val_split_prop: float = 0.3, early_stopping: bool = True, patience: int = 10, n_iter_min: int = 200, n_iter_print: int = 50, seed: int = 42, nonlin: str = 'elu', reg_diff: bool = False, penalty_diff: float = 0.0001, same_init: bool = False)

Bases: catenets.models.jax.base.BaseCATENet

Class implements SNet-3, which is based on Hassanpour & Greiner (2020)’s DR-CFR (Without propensity weighting), using an orthogonal regularizer to enforce decomposition similar to Wu et al (2020).

Parameters

  • binary_y (bool, default False) – Whether the outcome is binary

  • n_layers_out (int) – Number of hypothesis layers (n_layers_out x n_units_out + 1 x Dense layer)

  • n_layers_out_prop (int) – Number of hypothesis layers for propensity score(n_layers_out x n_units_out + 1 x Dense layer)

  • n_units_out (int) – Number of hidden units in each hypothesis layer

  • n_units_out_prop (int) – Number of hidden units in each propensity score hypothesis layer

  • n_layers_r (int) – Number of shared & private representation layers before hypothesis layers

  • n_units_r (int) – Number of hidden units in representation layer shared by propensity score and outcome function (the ‘confounding factor’)

  • n_units_r_small (int) – Number of hidden units in representation layer NOT shared by propensity score and outcome functions (the ‘outcome factor’ and the ‘instrumental factor’)

  • penalty_l2 (float) – l2 (ridge) penalty

  • step_size (float) – learning rate for optimizer

  • n_iter (int) – Maximum number of iterations

  • batch_size (int) – Batch size

  • val_split_prop (float) – Proportion of samples used for validation split (can be 0)

  • early_stopping (bool, default True) – Whether to use early stopping

  • patience (int) – Number of iterations to wait before early stopping after decrease in validation loss

  • n_iter_min (int) – Minimum number of iterations to go through before starting early stopping

  • n_iter_print (int) – Number of iterations after which to print updates

  • seed (int) – Seed used

  • reg_diff (bool, default False) – Whether to regularize the difference between the two potential outcome heads

  • penalty_diff (float) – l2-penalty for regularizing the difference between output heads. used only if train_separate=False

  • same_init (bool, False) – Whether to initialise the two output heads with same values

  • nonlin (string, default 'elu') – Nonlinearity to use in NN

  • penalty_disc (float, default zero) – Discrepancy penalty. Defaults to zero as this feature is not tested.

_abc_impl = <_abc_data object>
_get_predict_function() → Callable
_get_train_function() → Callable
_concatenate_representations(reps: jax._src.basearray.Array) → jax._src.basearray.Array
_get_absolute_rowsums(mat: jax._src.basearray.Array) → jax._src.basearray.Array
predict_snet3(X: jax._src.basearray.Array, trained_params: dict, predict_funs: list, return_po: bool = False, return_prop: bool = False) → jax._src.basearray.Array
train_snet3(X: jax._src.basearray.Array, y: jax._src.basearray.Array, w: jax._src.basearray.Array, binary_y: bool = False, n_layers_r: int = 3, n_units_r: int = 150, n_units_r_small: int = 50, n_layers_out: int = 2, n_units_out: int = 100, n_units_out_prop: int = 100, n_layers_out_prop: int = 2, penalty_l2: float = 0.0001, penalty_disc: float = 0, penalty_orthogonal: float = 0.01, step_size: float = 0.0001, n_iter: int = 10000, batch_size: int = 100, val_split_prop: float = 0.3, early_stopping: bool = True, n_iter_min: int = 200, patience: int = 10, n_iter_print: int = 50, seed: int = 42, return_val_loss: bool = False, reg_diff: bool = False, penalty_diff: float = 0.0001, nonlin: str = 'elu', avg_objective: bool = True, same_init: bool = False) → Any

SNet-3, based on the decompostion used in Hassanpour and Greiner (2020)