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v0.2.0

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@bquistorff bquistorff released this 26 May 23:55
  • 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