skdr-eval 0.1.1__tar.gz
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- skdr_eval-0.1.1/.editorconfig +22 -0
- skdr_eval-0.1.1/.github/workflows/ci.yml +83 -0
- skdr_eval-0.1.1/.github/workflows/release.yml +69 -0
- skdr_eval-0.1.1/.gitignore +178 -0
- skdr_eval-0.1.1/.pre-commit-config.yaml +29 -0
- skdr_eval-0.1.1/.ruff.toml +41 -0
- skdr_eval-0.1.1/CHANGELOG.md +41 -0
- skdr_eval-0.1.1/CITATION.cff +24 -0
- skdr_eval-0.1.1/LICENSE +21 -0
- skdr_eval-0.1.1/PKG-INFO +300 -0
- skdr_eval-0.1.1/README.md +258 -0
- skdr_eval-0.1.1/RELEASE_NOTES_v0.1.0.md +153 -0
- skdr_eval-0.1.1/RELEASE_NOTES_v0.1.1.md +84 -0
- skdr_eval-0.1.1/examples/quickstart.py +147 -0
- skdr_eval-0.1.1/mypy.ini +26 -0
- skdr_eval-0.1.1/pyproject.toml +129 -0
- skdr_eval-0.1.1/setup.cfg +4 -0
- skdr_eval-0.1.1/src/skdr_eval/__init__.py +33 -0
- skdr_eval-0.1.1/src/skdr_eval/_version.py +34 -0
- skdr_eval-0.1.1/src/skdr_eval/core.py +793 -0
- skdr_eval-0.1.1/src/skdr_eval/synth.py +143 -0
- skdr_eval-0.1.1/src/skdr_eval.egg-info/PKG-INFO +300 -0
- skdr_eval-0.1.1/src/skdr_eval.egg-info/SOURCES.txt +27 -0
- skdr_eval-0.1.1/src/skdr_eval.egg-info/dependency_links.txt +1 -0
- skdr_eval-0.1.1/src/skdr_eval.egg-info/requires.txt +18 -0
- skdr_eval-0.1.1/src/skdr_eval.egg-info/top_level.txt +1 -0
- skdr_eval-0.1.1/tests/test_api.py +185 -0
- skdr_eval-0.1.1/tests/test_design_and_propensity.py +245 -0
- skdr_eval-0.1.1/tests/test_dr_sndr_smoke.py +190 -0
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build/
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# be added to the global gitignore or merged into this project gitignore. For a PyCharm
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# project, it is recommended to ignore the entire .idea directory.
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.idea/
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# VS Code
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.vscode/
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# macOS
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.DS_Store
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# Windows
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Thumbs.db
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ehthumbs.db
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Desktop.ini
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# Editor backups
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*~
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*.swp
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*.swo
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# Pre-commit
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.pre-commit-config.yaml.bak
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repos:
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- repo: https://github.com/pre-commit/pre-commit-hooks
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rev: v4.4.0
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hooks:
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- id: trailing-whitespace
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- id: end-of-file-fixer
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- id: check-yaml
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- id: check-added-large-files
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- id: check-merge-conflict
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- id: debug-statements
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- repo: https://github.com/psf/black
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rev: 23.7.0
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hooks:
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- id: black
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language_version: python3
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- repo: https://github.com/charliermarsh/ruff-pre-commit
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rev: v0.0.287
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hooks:
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- id: ruff
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args: [--fix, --exit-non-zero-on-fix]
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- repo: https://github.com/pre-commit/mirrors-mypy
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rev: v1.5.1
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hooks:
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- id: mypy
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additional_dependencies: [types-all]
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args: [--strict, --ignore-missing-imports]
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line-length = 88
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target-version = "py39"
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[lint]
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select = [
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"E", # pycodestyle errors
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"W", # pycodestyle warnings
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"F", # pyflakes
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"I", # isort
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"B", # flake8-bugbear
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"C4", # flake8-comprehensions
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"UP", # pyupgrade
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"ARG", # flake8-unused-arguments
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"SIM", # flake8-simplify
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"TCH", # flake8-type-checking
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"PTH", # flake8-use-pathlib
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"ERA", # eradicate
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"PL", # pylint
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"RUF", # ruff-specific rules
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]
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ignore = [
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"E501", # line too long, handled by black
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"B008", # do not perform function calls in argument defaults
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"C901", # too complex
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"PLR0913", # too many arguments
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"PLR0912", # too many branches
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"PLR0915", # too many statements
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]
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[lint.per-file-ignores]
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"tests/*" = ["ARG", "S101", "PLR2004"]
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"examples/*" = ["T201", "S101"]
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[lint.isort]
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known-first-party = ["skdr_eval"]
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[format]
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quote-style = "double"
|
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indent-style = "space"
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skip-magic-trailing-comma = false
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line-ending = "auto"
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# Changelog
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|
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All notable changes to this project will be documented in this file.
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|
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|
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The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
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|
+
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
|
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## [0.1.0] - 2025-01-12
|
|
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|
+
|
|
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|
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### Added
|
|
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|
+
- Initial release of skdr-eval library
|
|
12
|
+
- Core implementation of Doubly Robust (DR) and Stabilized Doubly Robust (SNDR) estimators
|
|
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|
+
- Time-aware cross-validation with proper timestamp sorting for offline policy evaluation
|
|
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|
+
- Synthetic data generation for testing and evaluation (`make_synth_logs`)
|
|
15
|
+
- Design matrix construction with context and action features (`build_design`)
|
|
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|
+
- Propensity score fitting with time-aware calibration (`fit_propensity_timecal`)
|
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|
+
- Outcome model fitting with cross-validation (`fit_outcome_crossfit`)
|
|
18
|
+
- Policy induction from sklearn models (`induce_policy_from_sklearn`)
|
|
19
|
+
- Bootstrap confidence intervals with moving-block bootstrap for time-series data
|
|
20
|
+
- Comprehensive evaluation function for sklearn models (`evaluate_sklearn_models`)
|
|
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|
+
- Complete test suite with 17 tests covering all major functionality
|
|
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|
+
- CI/CD workflows for automated testing and building
|
|
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|
+
- Comprehensive documentation with examples and API reference
|
|
24
|
+
- Quickstart example demonstrating full evaluation workflow
|
|
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|
+
|
|
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|
+
### Features
|
|
27
|
+
- 🎯 **Doubly Robust Estimation**: Implements both DR and Stabilized DR (SNDR) estimators
|
|
28
|
+
- ⏰ **Time-Aware Evaluation**: Uses time-series splits and calibrated propensity scores
|
|
29
|
+
- 🔧 **Sklearn Integration**: Easy integration with scikit-learn models
|
|
30
|
+
- 📊 **Comprehensive Diagnostics**: ESS, match rates, propensity score analysis
|
|
31
|
+
- 🚀 **Production Ready**: Type-hinted, tested, and documented
|
|
32
|
+
- 📈 **Bootstrap Confidence Intervals**: Moving-block bootstrap for time-series data
|
|
33
|
+
|
|
34
|
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### Technical Details
|
|
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|
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- Supports Python 3.9+
|
|
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|
+
- Dependencies: numpy, pandas, scikit-learn>=1.1
|
|
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|
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- Full type hints and comprehensive error handling
|
|
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|
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- 74% test coverage
|
|
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|
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- Follows modern Python packaging standards
|
|
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|
+
|
|
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|
+
[0.1.0]: https://github.com/dandrsantos/skdr-eval/releases/tag/v0.1.0
|
|
@@ -0,0 +1,24 @@
|
|
|
1
|
+
cff-version: 1.2.0
|
|
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|
+
message: "If you use this software, please cite it as below."
|
|
3
|
+
type: software
|
|
4
|
+
title: "skdr-eval: Offline Policy Evaluation for Service-Time Minimization"
|
|
5
|
+
version: "0.1.0"
|
|
6
|
+
date-released: "2024-08-12"
|
|
7
|
+
url: "https://github.com/dandrsantos/skdr-eval"
|
|
8
|
+
repository-code: "https://github.com/dandrsantos/skdr-eval"
|
|
9
|
+
license: MIT
|
|
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|
+
authors:
|
|
11
|
+
- family-names: "Santos"
|
|
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|
+
given-names: "Diogo"
|
|
13
|
+
email: "diogofcul@gmail.com"
|
|
14
|
+
orcid: "https://orcid.org/0000-0000-0000-0000"
|
|
15
|
+
keywords:
|
|
16
|
+
- "offline evaluation"
|
|
17
|
+
- "doubly robust"
|
|
18
|
+
- "bandits"
|
|
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|
+
- "causal inference"
|
|
20
|
+
- "policy evaluation"
|
|
21
|
+
abstract: >-
|
|
22
|
+
A Python library for offline policy evaluation using Doubly Robust (DR) and
|
|
23
|
+
Stabilized Doubly Robust (SNDR) estimators with time-aware splits and calibration
|
|
24
|
+
for service-time minimization problems.
|
skdr_eval-0.1.1/LICENSE
ADDED
|
@@ -0,0 +1,21 @@
|
|
|
1
|
+
MIT License
|
|
2
|
+
|
|
3
|
+
Copyright (c) 2024 Diogo Santos
|
|
4
|
+
|
|
5
|
+
Permission is hereby granted, free of charge, to any person obtaining a copy
|
|
6
|
+
of this software and associated documentation files (the "Software"), to deal
|
|
7
|
+
in the Software without restriction, including without limitation the rights
|
|
8
|
+
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
|
|
9
|
+
copies of the Software, and to permit persons to whom the Software is
|
|
10
|
+
furnished to do so, subject to the following conditions:
|
|
11
|
+
|
|
12
|
+
The above copyright notice and this permission notice shall be included in all
|
|
13
|
+
copies or substantial portions of the Software.
|
|
14
|
+
|
|
15
|
+
THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
|
|
16
|
+
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
|
|
17
|
+
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
|
|
18
|
+
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
|
|
19
|
+
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
|
|
20
|
+
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
|
|
21
|
+
SOFTWARE.
|