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SvenKlaassenSvenKlaassen
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rerun did sim
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-33
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6 files changed

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‎monte-cover/src/montecover/did/did_pa_multi_tune.py‎

Lines changed: 12 additions & 16 deletions
Original file line numberDiff line numberDiff line change
@@ -37,27 +37,23 @@ def __init__(
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# parameter space for the outcome regression tuning
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def ml_g_params(trial):
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return {
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"n_estimators": trial.suggest_int("n_estimators", 100, 300, step=25),
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"learning_rate": trial.suggest_float("learning_rate", 0.005, 0.1),
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"min_child_samples": trial.suggest_int(
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"min_child_samples", 5, 50, step=5
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),
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"max_depth": 3,
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"lambda_l1": trial.suggest_float("lambda_l1", 1e-1, 10.0),
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"lambda_l2": trial.suggest_float("lambda_l2", 1e-1, 10.0),
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'n_estimators': 100,
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'learning_rate': trial.suggest_float('learning_rate', 0.001, 0.1, log=True),
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'max_depth': 3,
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'min_child_samples': trial.suggest_int('min_child_samples', 10, 20, step=5),
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'lambda_l1': trial.suggest_float('lambda_l1', 1e-2, 10.0, log=True),
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'lambda_l2': trial.suggest_float('lambda_l2', 1e-2, 10.0, log=True),
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}
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# parameter space for the propensity score tuning
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def ml_m_params(trial):
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return {
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"n_estimators": trial.suggest_int("n_estimators", 100, 300, step=25),
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"learning_rate": trial.suggest_float("learning_rate", 0.005, 0.1),
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"min_child_samples": trial.suggest_int(
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"min_child_samples", 5, 50, step=5
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),
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"max_depth": 3,
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"lambda_l1": trial.suggest_float("lambda_l1", 1e-1, 10.0),
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"lambda_l2": trial.suggest_float("lambda_l2", 1e-1, 10.0),
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'n_estimators': 100,
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'learning_rate': trial.suggest_float('learning_rate', 0.001, 0.1, log=True),
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'max_depth': 3,
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'min_child_samples': trial.suggest_int('min_child_samples', 10, 20, step=5),
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'lambda_l1': trial.suggest_float('lambda_l1', 1e-2, 10.0, log=True),
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'lambda_l2': trial.suggest_float('lambda_l2', 1e-2, 10.0, log=True),
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}
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self._param_space = {"ml_g": ml_g_params, "ml_m": ml_m_params}

‎results/did/did_pa_multi_tune_detailed.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,5 @@
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Learner g,Learner m,Score,In-sample-norm.,DGP,level,Tuned,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
2-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.9316666666666668,1.4966891600161318,0.32660664033390235,0.92,2.3216053508736927,50
3-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.7116666666666667,0.6931755373364055,0.26877949164802883,0.52,1.075386978472972,50
4-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.9666666666666667,1.783415132883231,0.32660664033390235,0.98,2.5480137105876035,50
5-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.805,0.8259695974659736,0.26877949164802883,0.8,1.1805791952374205,50
2+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.92,1.348642264453785,0.3052825096979891,0.92,2.098844496580318,50
3+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.7533333333333333,0.7307170319438454,0.25209824311524026,0.58,1.1328574508344817,50
4+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.965,1.6070063761582027,0.3052825096979891,0.94,2.299873978116884,50
5+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.8483333333333333,0.8707030473917022,0.25209824311524026,0.72,1.2446051133150078,50

‎results/did/did_pa_multi_tune_eventstudy.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,5 @@
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Learner g,Learner m,Score,In-sample-norm.,DGP,level,Tuned,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
2-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.93,1.4917723511590009,0.31094318906305424,1.0,2.046812212784216,50
3-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.6133333333333334,0.6538130173979115,0.2872303658356806,0.56,0.9020402355007543,50
4-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.9866666666666667,1.777556393770557,0.31094318906305424,1.0,2.302979981417753,50
5-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.7533333333333333,0.7790662620225798,0.2872303658356806,0.7,1.0094757455236818,50
2+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.9133333333333333,1.3059006382995975,0.28281151638077767,0.92,1.8076721639449533,50
3+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.6933333333333332,0.6935329291378785,0.27189850445260494,0.6,0.9561393211979365,50
4+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.9633333333333333,1.5560765873124054,0.28281151638077767,0.96,2.0177850919183284,50
5+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.7766666666666667,0.8263954560638327,0.27189850445260494,0.7,1.0722540700492953,50

‎results/did/did_pa_multi_tune_group.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,5 @@
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Learner g,Learner m,Score,In-sample-norm.,DGP,level,Tuned,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
2-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.9533333333333333,1.523584682406954,0.2957296523184597,0.98,1.9163577588137022,50
3-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.68,0.7074931257281757,0.29440880930589985,0.6,0.9006828631295234,50
4-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.9933333333333333,1.8154631244903028,0.2957296523184597,0.98,2.1923219567713677,50
5-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.7666666666666666,0.8430300563016622,0.29440880930589985,0.74,1.0223420230094116,50
2+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.94,1.335317766310145,0.2896013491766717,0.96,1.698765271200942,50
3+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.6666666666666667,0.7417801146292107,0.28018974004255187,0.64,0.9458331628750551,50
4+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.98,1.5911292573400337,0.2896013491766717,0.96,1.9275714352433053,50
5+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.8066666666666668,0.8838855234892817,0.28018974004255187,0.74,1.0623714755405609,50

‎results/did/did_pa_multi_tune_metadata.csv‎

Lines changed: 1 addition & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -1,2 +1,2 @@
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DoubleML Version,Script,Date,Total Runtime (minutes),Python Version,Config File
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0.12.dev0,DIDMultiTuningCoverageSimulation,2025-11-28 08:04,10.720669198036195,3.12.9,scripts/did/did_pa_multi_tune_config.yml
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0.12.dev0,DIDMultiTuningCoverageSimulation,2025-11-28 10:36,6.335572187105814,3.12.9,scripts/did/did_pa_multi_tune_config.yml

‎results/did/did_pa_multi_tune_time.csv‎

Lines changed: 4 additions & 4 deletions
Original file line numberDiff line numberDiff line change
@@ -1,5 +1,5 @@
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Learner g,Learner m,Score,In-sample-norm.,DGP,level,Tuned,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
2-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.9533333333333333,1.5850230603285973,0.31390770251930433,0.96,1.9287985346498584,50
3-
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.5333333333333333,0.6805542616676624,0.31796626809821743,0.46,0.8338119946003776,50
4-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.9733333333333333,1.888671467179226,0.31390770251930433,0.98,2.212665951882592,50
5-
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.68,0.8109304199097704,0.31796626809821743,0.62,0.9546449744673592,50
2+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,False,0.9266666666666667,1.3680691335956139,0.2862973732054817,0.9,1.6857878745010273,50
3+
LGBM Regr.,LGBM Clas.,observational,True,4,0.9,True,0.6533333333333333,0.7330060851496288,0.29002355600549995,0.54,0.9000560955775124,50
4+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,False,0.96,1.630154918512653,0.2862973732054817,0.94,1.9313064378387346,50
5+
LGBM Regr.,LGBM Clas.,observational,True,4,0.95,True,0.74,0.8734306225196768,0.29002355600549995,0.62,1.0346551755913964,50

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