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Update Sensitivity Operations & APO Model #295

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@SvenKlaassen SvenKlaassen commented Feb 3, 2025

Update the sensitivity calculations in the DoubleMLFramework:

  • Remove psi_sigma2 and psi_nu2 from sensitivity_elements (still contained in DoubleML)
  • Add max_bias and psi_max_bias to sensitivity_elements
  • Update operations +, - and *

Update APO and IRM model

  • Improve DoubleMLAPO nuisance estimation for main regression (S learner for $d\neq \text{treatment level}$)
  • Includes sharper bounds for causal_contrast() sensitivity analysis
  • Update IRM and APO model scores: $\psi_a = -1 \cdot \omega(Y, D, X) / E[\omega(Y, D, X)] $
  • Update propensity score normalization for sensitivity analysis

Further changes

  • add pytest-coverage to development dependencies
  • add .coverage to .gitignore

PR Checklist

  • The title of the pull request summarizes the changes made.
  • The PR contains a detailed description of all changes and additions.
  • References to related issues or PRs are added.
  • The code passes all (unit) tests.
  • Enhancements or new feature are equipped with unit tests.
  • The changes adhere to the PEP8 standards.

@SvenKlaassen SvenKlaassen added the enhancement extension of existing feature label Feb 6, 2025
@SvenKlaassen SvenKlaassen changed the title Update Sensitivity Operations Update Sensitivity Operations & APO Model Feb 7, 2025
@SvenKlaassen SvenKlaassen marked this pull request as ready for review February 10, 2025 11:14
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