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Code for "Characterization of Overlap in Observational Studies" (AISTATS 2020)

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OverRule: Overlap Estimation using Rule Sets

Prerequisites

OverRule is built on Python 3 with Pandas, numpy, scikit-learn and cvxpy.

The script setup.sh assumes that anaconda is installed, and creates a virtual environment named overrule for the relevant packages. It is divided into two sections: The first installs the minimum dependencies for overrule to run, and the second install dependencies required to reproducing results end-to-end (including e.g., jupyter and sacred for logging experiment results)

Reproducing Synthetic Experiments

Once setup.sh has been run, the Jupyter Notebook ./exps/iris/exp_iris_2d.ipynb runs OverRule on the Iris dataset and stores the output in the folder ./exps/iris/results. This reproduces Figure 2 in the main paper.

Similarly, ./exps/supp-synthetic/README.md gives details on how to reproduce the purely synthetic experiments in the supplement. This reproduces Tables S1, S2, and S5 in the supplement.

Acknowledgements

The script maxbox.R is due to Colin B. Fogarty from http://www.mit.edu/~cfogarty/maxbox.R, and is used to replicate MaxBox as a baseline method

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