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SvenKlaassenSvenKlaassen
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rerun quantile simulations
1 parent 3633062 commit c3119f4

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lines changed

‎results/irm/cvar_Y0_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,repetition
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LGBM Regr.,LGBM Clas.,0.9,0.85,0.5670142676988336,0.15380806524383983,200
3+
LGBM Regr.,LGBM Clas.,0.95,0.917142857142857,0.6756391725078731,0.15380806524383983,200
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LGBM Regr.,Logistic,0.9,0.7985714285714286,0.4385225256106473,0.13981066432860312,200
5+
LGBM Regr.,Logistic,0.95,0.8857142857142857,0.5225318183474872,0.13981066432860312,200
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Linear,LGBM Clas.,0.9,0.807142857142857,0.5780831437073561,0.16505729067291136,200
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Linear,LGBM Clas.,0.95,0.8778571428571429,0.6888285517757731,0.16505729067291136,200
8+
Linear,Logistic,0.9,0.7535714285714286,0.46127673668330255,0.14620789056223912,200
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Linear,Logistic,0.95,0.8271428571428571,0.5496451331545211,0.14620789056223912,200

‎results/irm/cvar_Y1_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,repetition
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LGBM Regr.,LGBM Clas.,0.9,0.9214285714285714,0.1913460262511472,0.0431261794473061,200
3+
LGBM Regr.,LGBM Clas.,0.95,0.9592857142857143,0.22800285319744668,0.0431261794473061,200
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LGBM Regr.,Logistic,0.9,0.9192857142857143,0.18097901112163345,0.041041888975454605,200
5+
LGBM Regr.,Logistic,0.95,0.9614285714285714,0.2156497927499421,0.041041888975454605,200
6+
Linear,LGBM Clas.,0.9,0.9164285714285714,0.2132575331275393,0.046942310613367344,200
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Linear,LGBM Clas.,0.95,0.9621428571428571,0.2541120240203392,0.046942310613367344,200
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Linear,Logistic,0.9,0.9228571428571429,0.1968307741542601,0.04490834814057729,200
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Linear,Logistic,0.95,0.9557142857142857,0.23453833342391914,0.04490834814057729,200

‎results/irm/cvar_config.yml‎

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simulation_parameters:
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repetitions: 200
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max_runtime: 19800
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random_seed: 42
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n_jobs: -2
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dgp_parameters:
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n_obs:
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- 5000
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dim_x:
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- 5
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learner_definitions:
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linear: &id001
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name: Linear
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logit: &id002
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name: Logistic
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lgbmr: &id003
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name: LGBM Regr.
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params:
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n_estimators: 200
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learning_rate: 0.05
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num_leaves: 15
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max_depth: 5
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min_child_samples: 10
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subsample: 0.9
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colsample_bytree: 0.9
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reg_alpha: 0.0
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reg_lambda: 0.1
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random_state: 42
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lgbmc: &id004
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name: LGBM Clas.
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params:
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n_estimators: 200
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learning_rate: 0.05
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num_leaves: 15
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max_depth: 5
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min_child_samples: 10
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subsample: 0.9
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colsample_bytree: 0.9
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reg_alpha: 0.0
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reg_lambda: 0.1
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random_state: 42
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dml_parameters:
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tau_vec:
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- - 0.2
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- 0.3
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- 0.4
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- 0.5
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- 0.6
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- 0.7
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- 0.8
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trimming_threshold:
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- 0.01
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learners:
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- ml_g: *id001
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ml_m: *id002
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- ml_g: *id003
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ml_m: *id004
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- ml_g: *id003
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ml_m: *id002
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- ml_g: *id001
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ml_m: *id004
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confidence_parameters:
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level:
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- 0.95
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- 0.9

‎results/irm/cvar_effect_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
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LGBM Regr.,LGBM Clas.,0.9,0.85,0.5796241888849147,0.15567372871154336,0.87,0.7009270285655491,200
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LGBM Regr.,LGBM Clas.,0.95,0.9292857142857143,0.6906648203634905,0.15567372871154336,0.92,0.8074443628687097,200
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LGBM Regr.,Logistic,0.9,0.8207142857142857,0.4505521904112434,0.1384841777144103,0.795,0.5426740272513005,200
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LGBM Regr.,Logistic,0.95,0.8928571428571429,0.5368660480740288,0.1384841777144103,0.88,0.6261735233895037,200
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Linear,LGBM Clas.,0.9,0.825,0.604031305594578,0.17336373457185203,0.78,0.7151775160876557,200
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Linear,LGBM Clas.,0.95,0.8971428571428571,0.719747693716827,0.17336373457185203,0.85,0.8269744576928215,200
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Linear,Logistic,0.9,0.775,0.4860331654639814,0.1489380406801104,0.74,0.5698020622218235,200
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Linear,Logistic,0.95,0.85,0.5791442375130592,0.1489380406801104,0.81,0.6599452421128806,200

‎results/irm/cvar_metadata.csv‎

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DoubleML Version,Script,Date,Total Runtime (minutes),Python Version,Config File
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0.10.0,CVARCoverageSimulation,2025-06-05 12:27,9.002358218034109,3.12.9,scripts/irm/cvar_config.yml

‎results/irm/lpq_Y0_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,repetition
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LGBM Clas.,LGBM Clas.,0.9,0.935,1.1830884138959616,0.24363577628567012,200
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LGBM Clas.,LGBM Clas.,0.95,0.966,1.4097367958876215,0.24363577628567012,200
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LGBM Clas.,Logistic,0.9,0.9470000000000001,1.1413178140016869,0.21854310075124617,200
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LGBM Clas.,Logistic,0.95,0.971,1.3599640561957957,0.21854310075124617,200
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Logistic,LGBM Clas.,0.9,0.932,1.1519919205445956,0.2330721806385721,200
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Logistic,LGBM Clas.,0.95,0.965,1.3726830386319526,0.2330721806385721,200
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Logistic,Logistic,0.9,0.9359999999999999,1.1121705811298108,0.21974489145697174,200
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Logistic,Logistic,0.95,0.9670000000000001,1.3252329860617573,0.21974489145697174,200

‎results/irm/lpq_Y1_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,repetition
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LGBM Clas.,LGBM Clas.,0.9,0.927,1.6166365116884824,0.31220031423527045,200
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LGBM Clas.,LGBM Clas.,0.95,0.963,1.9263412178957202,0.31220031423527045,200
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LGBM Clas.,Logistic,0.9,0.943,1.563138831397548,0.2947145026308053,200
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LGBM Clas.,Logistic,0.95,0.971,1.8625948000329942,0.2947145026308053,200
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Logistic,LGBM Clas.,0.9,0.9420000000000001,1.567514402933319,0.2888227334203665,200
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Logistic,LGBM Clas.,0.95,0.971,1.867808615099192,0.2888227334203665,200
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Logistic,Logistic,0.9,0.94,1.514063009772447,0.28729535217904684,200
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Logistic,Logistic,0.95,0.9690000000000001,1.8041173517537936,0.28729535217904684,200

‎results/irm/lpq_config.yml‎

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simulation_parameters:
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repetitions: 200
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max_runtime: 19800
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random_seed: 42
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n_jobs: -2
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dgp_parameters:
7+
n_obs:
8+
- 5000
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dim_x:
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- 5
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learner_definitions:
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logit: &id001
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name: Logistic
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lgbmc: &id002
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name: LGBM Clas.
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params:
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n_estimators: 200
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learning_rate: 0.05
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num_leaves: 15
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max_depth: 5
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min_child_samples: 10
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subsample: 0.9
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colsample_bytree: 0.9
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reg_alpha: 0.0
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reg_lambda: 0.1
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random_state: 42
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dml_parameters:
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tau_vec:
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- - 0.3
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- 0.4
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- 0.5
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- 0.6
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- 0.7
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trimming_threshold:
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- 0.01
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learners:
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- ml_g: *id001
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ml_m: *id001
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- ml_g: *id002
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ml_m: *id002
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- ml_g: *id002
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ml_m: *id001
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- ml_g: *id001
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ml_m: *id002
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confidence_parameters:
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level:
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- 0.95
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- 0.9

‎results/irm/lpq_effect_coverage.csv‎

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Learner g,Learner m,level,Coverage,CI Length,Bias,Uniform Coverage,Uniform CI Length,repetition
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LGBM Clas.,LGBM Clas.,0.9,0.872,1.6181705726529205,0.40951487126584607,0.845,2.1354108341964264,200
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LGBM Clas.,LGBM Clas.,0.95,0.9159999999999999,1.928169164280202,0.40951487126584607,0.9,2.415503519370637,200
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LGBM Clas.,Logistic,0.9,0.8740000000000001,1.5610121253821851,0.3740351656285603,0.85,2.0636125204752434,200
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LGBM Clas.,Logistic,0.95,0.922,1.860060673514064,0.3740351656285603,0.9,2.3356640837390916,200
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Logistic,LGBM Clas.,0.9,0.88,1.5741042679593236,0.3725851701898653,0.85,2.068634959359497,200
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Logistic,LGBM Clas.,0.95,0.924,1.8756609235978434,0.3725851701898653,0.9,2.3413181297561683,200
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Logistic,Logistic,0.9,0.867,1.517966599775595,0.37223450094097055,0.85,1.9954916237204523,200
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Logistic,Logistic,0.95,0.92,1.808768766135729,0.37223450094097055,0.92,2.260577010587138,200

‎results/irm/lpq_metadata.csv‎

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DoubleML Version,Script,Date,Total Runtime (minutes),Python Version,Config File
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0.10.0,LPQCoverageSimulation,2025-06-05 13:42,14.852794400850932,3.12.9,scripts/irm/lpq_config.yml

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