Merge pull request #51 from StochasticTree/multivariate_example_fix

Updated multivariate treatment python demo to be an observational study

Author: andrewherren

demo/notebooks/multivariate_treatment_causal_inference.ipynb

@@ -48,12 +48,12 @@
     "n = 5000\n",
     "p_X = 5\n",
     "X = rng.uniform(0, 1, (n, p_X))\n",
-    "pi_X = 0.25 + 0.5*X[:,0]\n",
+    "pi_X = np.c_[0.25 + 0.5*X[:,0], 0.75 - 0.5*X[:,1]]\n",
     "# Z = rng.uniform(0, 1, (n, 2))\n",
-    "Z = rng.binomial(1, 0.5, (n, 2))\n",
+    "Z = rng.binomial(1, pi_X, (n, 2))\n",
     "\n",
     "# Define the outcome mean functions (prognostic and treatment effects)\n",
-    "mu_X = pi_X*5 + 2*X[:,2]\n",
+    "mu_X = pi_X[:,0]*5 + pi_X[:,1]*2 + 2*X[:,2]\n",
     "tau_X = np.stack((X[:,1], X[:,2]), axis=-1)\n",
     "\n",
     "# Generate outcome\n",
@@ -129,6 +129,15 @@
     "plt.show()"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "np.sqrt(np.mean(np.power(y_avg_mcmc - y_test, 2)))"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": null,
@@ -144,6 +153,21 @@
     "plt.show()"
    ]
   },
+  {
+   "cell_type": "code",
+   "execution_count": null,
+   "metadata": {},
+   "outputs": [],
+   "source": [
+    "treatment_idx = 1\n",
+    "forest_preds_tau_mcmc = np.squeeze(bcf_model.tau_hat_test[:,:,treatment_idx])\n",
+    "tau_avg_mcmc = np.squeeze(forest_preds_tau_mcmc).mean(axis = 1, keepdims = True)\n",
+    "tau_df_mcmc = pd.DataFrame(np.concatenate((np.expand_dims(tau_test[:,treatment_idx],1), tau_avg_mcmc), axis = 1), columns=[\"True tau\", \"Average estimated tau\"])\n",
+    "sns.scatterplot(data=tau_df_mcmc, x=\"True tau\", y=\"Average estimated tau\")\n",
+    "plt.axline((0, 0), slope=1, color=\"black\", linestyle=(0, (3,3)))\n",
+    "plt.show()"
+   ]
+  },
   {
    "cell_type": "code",
    "execution_count": null,