DoubleML -- An Object-Oriented Implementation of Double Machine Learning in Python
Bach, Philipp, Chernozhukov, Victor, Kurz, Malte S., Spindler, Martin
DoubleML is an open-source Python library implementing the double machine learning framework of Chernozhukov et al. (2018) for a variety of causal models. It contains functionalities for valid statistical inference on causal parameters when the estimation of nuisance parameters is based on machine learning methods. The object-oriented implementation of DoubleML provides a high flexibility in terms of model specifications and makes it easily extendable. The package is distributed under the MIT license and relies on core libraries from the scientific Python ecosystem: scikit-learn, numpy, pandas, scipy, statsmodels and joblib.
Apr-7-2021
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