Module learner 

Nuisance learners: the Regressor / Classifier traits and the built-in implementations.

Structs

Lasso

Lasso regression with an unpenalised intercept, fitted by cyclic coordinate descent.

LogisticRegression

L2-penalised logistic regression with an unpenalised intercept, fitted by Newton’s method with backtracking line search.

Ols

Ordinary least squares with an intercept and optional ridge penalty.

Traits

Classifier

A classification learner returning P(label = 1 | X), used for propensity scores in models with a binary treatment such as Irm.

Regressor

A regression learner for nuisance functions such as E[Y | X] or E[D | X].