You signed in with another tab or window. Reload to refresh your session.You signed out in another tab or window. Reload to refresh your session.You switched accounts on another tab or window. Reload to refresh your session.Dismiss alert
Added tools too to use fit_fast() with large datasets. This includes the sample_frac option to MTLassoCV_MatchSpace_factory() to estimate the match space on a subset of the observations. It also includes fit_fast() option avoid_NxN_mats which will avoid making large matrices (at the expense of only returning the Synthetic control targets and targets_aux and not the full weight matrix)
Added logging in fit_fast via the verbose numerical option. This can help identify out-of-memory errors.
Added a pseudo-Doubly robust match space maker D_LassoCV_MatchSpace_factory. It apporptions some of the normalized variable V weight to those variables that are good predictors of treatment. This should only be done if there are many treated units so that one can reasonably model this relationship.
Extracted the Azure Batch configuration to a dedicated Batch-Config package