Treatment featurizer in CausalForestDML #1012
Description
I’m trying to build a model for the heterogenous treatment effect using the CausalForestDML class where the nuisance functions are fitted by a CatBoost regressor. Although this works fine for a linear continuous treatment, I get an error from CatBoost when trying polynomial features for the treatment using the treatment_featurizer argument.
The CatBoost nuisance model for the treatment is receiving a multi-column target, which doesn’t seem to support. Is this the intended behavior? Can a model be fitted to each polynomial degree of the feature or do I need a multi-output regressor?