nnpiv.ensemble.EnsembleIVStar

class nnpiv.ensemble.EnsembleIVStar(adversary='auto', learner='auto', max_abs_value=4, n_iter=100)[source]

Similar to EnsembleIV but with a different method for updating the test predictions using a linear combination approach.

Parameters

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

  • learner (str or estimator) – Learner model. 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.