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'''
References:
https://medium.com/teconomics-blog/using-ml-to-resolve-experiments-faster-bd8053ff602e
https://insightr.wordpress.com/2017/06/28/cross-fitting-double-machine-learning-estimator/
https://arxiv.org/pdf/1608.00060.pdf
'''
import numpy as np
from sklearn.linear_model import LassoCV, LinearRegression, BayesianRidge, LogisticRegression
@sergeyf
sergeyf / install-choco-script.bat
Last active July 13, 2020 23:31 — forked from zaccb/install-choco-script.bat
Chocolatey install script
:: Install choco .exe and add choco to PATH
@powershell -NoProfile -ExecutionPolicy Bypass -Command "iex ((New-Object System.Net.WebClient).DownloadString('https://chocolatey.org/install.ps1'))" && SET "PATH=%PATH%;%ALLUSERSPROFILE%\chocolatey\bin"
:: for ease of updating
choco install ChocolateyGUI -fy
:: basics
choco install googlechrome -fy
choco install agentransack -fy
choco install vlc -fy
@sergeyf
sergeyf / mice_n_imputations_experiment.py
Last active June 14, 2018 17:55
mice_n_imputations_experiment.py
import numpy as np
from sklearn.impute import MICEImputer
from sklearn.datasets import load_boston
from sklearn.ensemble import RandomForestRegressor
from sklearn.pipeline import Pipeline
from sklearn.model_selection import cross_val_score
import matplotlib.pyplot as plt
import seaborn as sns
sns.set(context='poster')
# -*- coding: utf-8 -*-
"""
Created on Tue Jul 21 07:44:21 2020
@author: serge
"""
import matplotlib.pyplot as plt
import pandas as pd
import seaborn as sns