Flexible PyTorch implementations of Auto-DML estimators of the Riesz Representer for causal effects estimation with machine learning.
Implements the multitask learning RieszNet architecture from Chernozhukov, Newey, Quintas-Martı́nez, and Syrgkanis (2022, PMLR), as well as the LASSO estimator of the Riesz representation described in Chernozhukov, Newey, and Singh (2022, Econometrica)
Install using
pip install pyriesz