from __future__ import annotations import json from pathlib import Path import joblib import numpy as np import pandas as pd import trackio from causal import estimate_effects, fit_nuisance, generate_scm PROJECT_DIR = Path(__file__).resolve().parent ARTIFACT_DIR = PROJECT_DIR / "artifacts" / "causal-forge" DATA_DIR = PROJECT_DIR / "data" REGIMES = { "both_correct": (True, True), "propensity_misspecified": (False, True), "outcome_misspecified": (True, False), "both_misspecified": (False, False), } ESTIMATORS = ["naive", "ipw", "outcome_regression", "aipw"] def summarize(records: list[dict]) -> dict: summary = {} for regime in REGIMES: subset = [record for record in records if record["regime"] == regime] truth = np.asarray([record["truth"] for record in subset]) regime_summary = {} for estimator in ESTIMATORS: estimates = np.asarray([record[estimator] for record in subset]) errors = estimates - truth regime_summary[estimator] = { "mean_estimate": float(estimates.mean()), "bias": float(errors.mean()), "mean_absolute_error": float(np.abs(errors).mean()), "rmse": float(np.sqrt(np.mean(errors**2))), } coverage = np.mean( [ record["aipw_ci_low"] <= record["truth"] <= record["aipw_ci_high"] for record in subset ] ) regime_summary["aipw"]["confidence_interval_coverage"] = float(coverage) summary[regime] = regime_summary return summary def save_dataset(sample) -> None: frame = pd.DataFrame(sample.x, columns=["x1", "x2", "x3"]) frame["treatment"] = sample.treatment frame["outcome"] = sample.outcome frame["true_propensity"] = sample.propensity frame["potential_outcome_control"] = sample.y0 frame["potential_outcome_treated"] = sample.y1 frame["individual_treatment_effect"] = sample.ite DATA_DIR.mkdir(parents=True, exist_ok=True) frame.to_parquet(DATA_DIR / "causal_benchmark.parquet", index=False) def main() -> None: replications = 100 samples_per_replication = 3_000 trackio.init( project="causal-forge", name="double-robustness-benchmark-v1", config={ "replications": replications, "samples_per_replication": samples_per_replication, "cross_fitting_folds": 5, "regimes": list(REGIMES), }, ) records = [] for replication in range(replications): sample = generate_scm(samples_per_replication, seed=9100 + replication) for regime, (propensity_correct, outcome_correct) in REGIMES.items(): estimates = estimate_effects( sample, propensity_correct=propensity_correct, outcome_correct=outcome_correct, folds=5, seed=replication, ) records.append( {"replication": replication, "regime": regime, **estimates} ) if (replication + 1) % 10 == 0: recent = records[-40:] trackio.log( { "replication": replication + 1, "aipw_recent_mae": float( np.mean( [ abs(record["aipw"] - record["truth"]) for record in recent ] ) ), } ) summary = summarize(records) benchmark = generate_scm(20_000, seed=12043) final_models = fit_nuisance( benchmark.x, benchmark.treatment, benchmark.outcome, propensity_correct=True, outcome_correct=True, ) save_dataset(benchmark) ARTIFACT_DIR.mkdir(parents=True, exist_ok=True) joblib.dump(final_models, ARTIFACT_DIR / "nuisance_models.joblib") results = { "benchmark": "Causal Forge", "replications": replications, "samples_per_replication": samples_per_replication, "cross_fitting_folds": 5, "structural_truth": "known heterogeneous individual treatment effects", "summary": summary, } (ARTIFACT_DIR / "evaluation.json").write_text( json.dumps(results, indent=2), encoding="utf-8" ) pd.DataFrame(records).to_parquet( ARTIFACT_DIR / "replication_estimates.parquet", index=False ) trackio.log( { "both_correct_aipw_mae": summary["both_correct"]["aipw"][ "mean_absolute_error" ], "both_correct_naive_mae": summary["both_correct"]["naive"][ "mean_absolute_error" ], "propensity_misspecified_aipw_mae": summary[ "propensity_misspecified" ]["aipw"]["mean_absolute_error"], "outcome_misspecified_aipw_mae": summary["outcome_misspecified"][ "aipw" ]["mean_absolute_error"], } ) trackio.finish() print(json.dumps(results, indent=2)) if __name__ == "__main__": main()