nnpiv.ensemble.Ensemble2IV

class nnpiv.ensemble.Ensemble2IV(adversary='auto', learnerg='auto', learnerh='auto', max_abs_value=4, n_iter=100, n_burn_in=10)[source]

Implements a nested ensemble learning IV method with two adversaries and two learners.

Parameters

  • adversary (str or estimator) – Adversary model. If ‘auto’, a default RandomForestRegressor is used.

  • learnerg (str or estimator) – Learner model for g. If ‘auto’, a default RandomForestClassifier is used.

  • learnerh (str or estimator) – Learner model for h. If ‘auto’, a default RandomForestClassifier is used.

  • max_abs_value (float) – Maximum absolute value for the predictions.

  • n_iter (int) – Number of iterations for the ensemble.

  • n_burn_in (int) – Number of burn-in iterations.