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Miruna Oprescu
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DebiasedLasso implementation. (#138)
* DebiasedLasso implementation. * Added DebiasedLasso algorithm as a Lasso extension * Moved all the lasso extensions to a `sklearn_extensions` file * Fixed some bugs and wrote more tests * Applied suggestions from code review Co-Authored-By: Keith Battocchi <kebatt@microsoft.com> * Addressed PR comments. Added MultiOutputDebiasedLasso to Lasso extensions. Added WeightedModelMixin
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econml/drlearner.py

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import numpy as np
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from sklearn.linear_model import LogisticRegressionCV, LinearRegression, LassoCV
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from econml.utilities import WeightedLassoCV, inverse_onehot
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from econml.utilities import inverse_onehot
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from econml.sklearn_extensions.linear_model import WeightedLassoCV
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from sklearn.base import clone
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from econml._ortho_learner import _OrthoLearner
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from econml.cate_estimator import StatsModelsCateEstimatorDiscreteMixin

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