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
Documentation for the key methods is available here