EconML Files

This is a major update to EconML, with new features, support for newer versions of Python and for updated versions of our dependencies, and many bugfixes. The biggest new feature is the addition of a method for sensitivity analysis for several of our estimators - see validation.rst.

What's Changed

New features

• Add sensitivity analysis methods by @fverac in https://github.com/py-why/EconML/pull/967, https://github.com/py-why/EconML/pull/975
• Alternative scoring metrics by @carl-offerfit in https://github.com/py-why/EconML/pull/988
• Add support for numpy 2, Cython 3, Python 3.13 by @kbattocchi in https://github.com/py-why/EconML/pull/984
• Note that since Python 3.8 is no longer supported, we no longer support DeepIV, which relied on an outdated version of TensorFlow. We hope to add a pytorch replacement in the future, see [#87].

Bug fixes, minor enhancements, and build improvements

• Fix documentation publishing workflow by @kbattocchi in https://github.com/py-why/EconML/pull/894
• Fix ATE bounds frequency by @kgao in https://github.com/py-why/EconML/pull/899
• Disable Python 3.13 when building wheels for CI by @kbattocchi in https://github.com/py-why/EconML/pull/909
• Switch from pycodestyle to ruff by @kbattocchi in https://github.com/py-why/EconML/pull/901
• fix bug in check_high_dimensional by @itamarfaran in https://github.com/py-why/EconML/pull/906
• add compiled .c files to .gitignore by @vojavocni in https://github.com/py-why/EconML/pull/911
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-why/EconML/pull/910
• Update README information by @kbattocchi in https://github.com/py-why/EconML/pull/916
• Fix coverage upload by @kbattocchi in https://github.com/py-why/EconML/pull/923
• "Fixes linear DRIV shape inconsistency" by @ssemov in https://github.com/py-why/EconML/pull/920
• Add LKG generation to CI by @kbattocchi in https://github.com/py-why/EconML/pull/803
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-why/EconML/pull/917
• Enable Discrete Outcomes w/ RScorer by @jakepenzak in https://github.com/py-why/EconML/pull/927
• Correct "Help Wanted" url in readme by @KomiB-Atsou in https://github.com/py-why/EconML/pull/934
• fix dowhy_ not existance issue by @louis-she in https://github.com/py-why/EconML/pull/929
• Enable support for dowhy 0.12 by @kbattocchi in https://github.com/py-why/EconML/pull/935
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-why/EconML/pull/928
• Miscellaneous fixes by @kbattocchi in https://github.com/py-why/EconML/pull/939
• Fix numpy iterable import in _causal_analysis.py for numpy>2.0 by @imatiach-msft in https://github.com/py-why/EconML/pull/945
• [pre-commit.ci] pre-commit autoupdate by @pre-commit-ci in https://github.com/py-why/EconML/pull/937
• Update supported shap versions by @kbattocchi in https://github.com/py-why/EconML/pull/948
• Fix typos in the Customer Segmentation case study by @KuanHaoHuang in https://github.com/py-why/EconML/pull/957
• update datasets host url for notebooks by @kgao in https://github.com/py-why/EconML/pull/959
• minor readme fix by @fverac in https://github.com/py-why/EconML/pull/974
• Bugfix rscorer discrete outcome treatment by @maartenvanhooftds in https://github.com/py-why/EconML/pull/977
• allow missing values in X when inferencing for specific ests by @fverac in https://github.com/py-why/EconML/pull/982
• ENH: _check_sample_weight dtype made kwarg in sklearn 1.7.x by @atharva-novi in https://github.com/py-why/EconML/pull/980

New Contributors

• @itamarfaran made their first contribution in https://github.com/py-why/EconML/pull/906
• @vojavocni made their first contribution in https://github.com/py-why/EconML/pull/911
• @pre-commit-ci made their first contribution in https://github.com/py-why/EconML/pull/910
• @ssemov made their first contribution in https://github.com/py-why/EconML/pull/920
• @jakepenzak made their first contribution in https://github.com/py-why/EconML/pull/927
• @KomiB-Atsou made their first contribution in https://github.com/py-why/EconML/pull/934
• @louis-she made their first contribution in https://github.com/py-why/EconML/pull/929
• @KuanHaoHuang made their first contribution in https://github.com/py-why/EconML/pull/957
• @maartenvanhooftds made their first contribution in https://github.com/py-why/EconML/pull/977
• @atharva-novi made their first contribution in https://github.com/py-why/EconML/pull/980
• @carl-offerfit made their first contribution in https://github.com/py-why/EconML/pull/988

Full Changelog: https://github.com/py-why/EconML/compare/v0.15.1...v0.16.0