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31 changes: 31 additions & 0 deletions econml/tests/test_drtester.py
Original file line number Diff line number Diff line change
Expand Up @@ -286,3 +286,34 @@ def test_exceptions(self):

autoc_res = my_dr_tester.evaluate_uplift(Xval, Xtrain, metric='toc')
self.assertLess(autoc_res.pvals[0], 0.05)

def test_dataframe_input(self):
Xtrain, Dtrain, Ytrain, Xval, Dval, Yval = self._get_data(num_treatments=1)

reg_t = RandomForestClassifier(random_state=0)
reg_y = GradientBoostingRegressor(random_state=0)

cate = DML(
model_y=reg_y,
model_t=reg_t,
model_final=reg_y,
discrete_treatment=True
).fit(Y=Ytrain, T=Dtrain, X=Xtrain)

# Fit with numpy arrays as baseline
dr_numpy = DRTester(
model_regression=reg_y,
model_propensity=reg_t,
cate=cate
).fit_nuisance(Xval, Dval, Yval, Xtrain, Dtrain, Ytrain)

# Fit with DataFrames/Series
dr_pandas = DRTester(
model_regression=reg_y,
model_propensity=reg_t,
cate=cate
).fit_nuisance(
pd.DataFrame(Xval), pd.Series(Dval), pd.Series(Yval),
pd.DataFrame(Xtrain), pd.Series(Dtrain), pd.Series(Ytrain)
)
np.testing.assert_array_equal(dr_pandas.dr_val_, dr_numpy.dr_val_)
5 changes: 4 additions & 1 deletion econml/validate/drtester.py
Original file line number Diff line number Diff line change
Expand Up @@ -8,7 +8,7 @@
from statsmodels.api import OLS
from statsmodels.tools import add_constant

from econml.utilities import deprecated
from econml.utilities import check_input_arrays, deprecated

from .results import CalibrationEvaluationResults, BLPEvaluationResults, UpliftEvaluationResults, EvaluationResults
from .utils import calculate_dr_outcomes, calc_uplift
Expand Down Expand Up @@ -221,6 +221,9 @@ def fit_nuisance(
If training data is provided, also adds attributes for the doubly robust outcomes for the training
set (dr_train) and the training treatments (Dtrain)
"""
Xval, Dval, yval = check_input_arrays(Xval, Dval, yval)
Xtrain, Dtrain, ytrain = check_input_arrays(Xtrain, Dtrain, ytrain)

self.Dval = Dval

# Unique treatments (ordered, includes control)
Expand Down
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