Enable support for more recent versions of sklearn

Signed-off-by: Keith Battocchi <kebatt@microsoft.com>

Author: kbattocchi

.github/workflows/publish-documentation.yml

@@ -79,7 +79,7 @@ jobs:
       - name: Install graphviz
         run: sudo apt-get -yq install graphviz
       - name: Build documentation
-        run: pip install "sphinx~=7.0" "sphinx_rtd_theme~=2.0.0" && sphinx-build ./doc/ ./build/sphinx/html/ -W
+        run: pip install "sphinx~=7.0" "sphinx_rtd_theme~=2.0.0" scipy-doctest && sphinx-build ./doc/ ./build/sphinx/html/ -W
       - name: Upload docs as artifact
         uses: actions/upload-artifact@v4
         with:

doc/conf.py

@@ -18,6 +18,22 @@
 import econml
 sys.path.insert(0, os.path.abspath('econml'))
 
+# Use scipy-doctest's float-tolerant output checker for compatibility
+# with inherited sklearn docstrings that use it for approximate float comparisons.
+#
+# Why monkey-patch instead of switching to scipy-doctest entirely?
+# We run doctests via `sphinx-build -b doctest`, which uses sphinx.ext.doctest.
+# This lets us use Sphinx-specific directives like `.. testcode::` and
+# `.. testoutput::` blocks throughout our documentation. scipy-doctest only
+# supports standard Python doctest syntax and cannot parse these directives.
+# By monkey-patching the OutputChecker, we get scipy-doctest's float-tolerant
+# comparisons while retaining full Sphinx doctest functionality.
+try:
+    from scipy_doctest import DTChecker
+    doctest.OutputChecker = DTChecker
+except ImportError:
+    pass  # Fall back to default if scipy-doctest not installed
+
 
 # -- Project information -----------------------------------------------------
 
@@ -257,4 +273,3 @@ def exclude_entity(app, what, name, obj, skip, opts):
 
 def setup(app):
     app.connect('autodoc-skip-member', exclude_entity)
-    ()

econml/sklearn_extensions/linear_model.py

@@ -1247,13 +1247,13 @@ def score(self, X, y, sample_weight=None):
         return self.model.score(X, y, sample_weight)
 
     def __getattr__(self, key):
-        if key in self._known_params:
+        if key in self._known_params or key == '__sklearn_tags__':
             return getattr(self.model, key)
         else:
             raise AttributeError("No attribute " + key)
 
     def __setattr__(self, key, value):
-        if key in self._known_params:
+        if key in self._known_params or key == '__sklearn_tags__':
             setattr(self.model, key, value)
         else:
             super().__setattr__(key, value)

pyproject.toml

@@ -26,7 +26,7 @@ dependencies = [
     # in addition to dependencies)
     "numba > 0.53.1",
     "scipy > 1.4.0",
-    "scikit-learn >= 1.0, < 1.7",
+    "scikit-learn >= 1.0, < 1.9",
     "sparse",
     "joblib >= 0.13.0",
     "statsmodels >= 0.10",