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Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
Signed-off-by: Keith Battocchi <kebatt@microsoft.com>
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Pull request overview
This PR addresses two important issues: correcting documentation examples to avoid linear dependence between bias terms and intercepts in OLS models, and fixing a bug in Jacobian calculation for PolynomialFeatures that produced NaN values when evaluated at zero.
- Fixed Jacobian calculation to avoid NaN when X contains zeros by only decrementing positive powers
- Updated documentation examples to set
include_bias=Falsefor featurizers when fitting models with intercepts - Added test coverage for the zero-value case in Jacobian calculation
Reviewed changes
Copilot reviewed 4 out of 4 changed files in this pull request and generated 3 comments.
| File | Description |
|---|---|
| econml/utilities.py | Fixed Jacobian calculation in _TransformerWrapper.jac() to avoid NaN by only decrementing positive polynomial powers |
| econml/iv/sieve/_tsls.py | Applied same Jacobian fix in DPolynomialFeatures.transform() for consistency |
| econml/tests/test_treatment_featurization.py | Updated test to use include_bias=True and added zero-value test case for NaN fix verification |
| doc/spec/estimation/dml.rst | Corrected include_bias parameter in examples and updated test setup, but introduced generator expression bugs |
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This makes two changes:
yasx^0 y^1, and generating a derivative with respect toxof0 x^(-1) y^1, which resulted in nan when evaluated at x=0 but 0 as expected when evaluated at any other value of x)