causal-forge-estimators / evaluation.json
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Publish Cross-fitted doubly robust causal-effect estimators
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{
"benchmark": "Causal Forge",
"replications": 100,
"samples_per_replication": 3000,
"cross_fitting_folds": 5,
"structural_truth": "known heterogeneous individual treatment effects",
"summary": {
"both_correct": {
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"bias": 1.110939263534936,
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"rmse": 1.1132682867094192
},
"ipw": {
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"mean_absolute_error": 0.0643549025548575,
"rmse": 0.07985124612336089
},
"outcome_regression": {
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"bias": 0.0017376489959579633,
"mean_absolute_error": 0.038795035337436425,
"rmse": 0.04801133697032812
},
"aipw": {
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"bias": 0.00035435824231527135,
"mean_absolute_error": 0.04261334125461211,
"rmse": 0.05444966094807796,
"confidence_interval_coverage": 0.89
}
},
"propensity_misspecified": {
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},
"ipw": {
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"rmse": 0.14885056735045618
},
"outcome_regression": {
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},
"aipw": {
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"mean_absolute_error": 0.04142272629021512,
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"confidence_interval_coverage": 0.92
}
},
"outcome_misspecified": {
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},
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},
"outcome_regression": {
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"rmse": 0.2753485792353652
},
"aipw": {
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"mean_absolute_error": 0.048137374861682396,
"rmse": 0.06166591119979539,
"confidence_interval_coverage": 0.99
}
},
"both_misspecified": {
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},
"outcome_regression": {
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},
"aipw": {
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"bias": 0.395256725503877,
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"rmse": 0.4048953844650616,
"confidence_interval_coverage": 0.01
}
}
}
}