facebookresearch/balance

[FEATURE] Migrate from glmnet_python to sklearn

Opened this issue · 2 comments

SarigT commented

Currently the usage of glmnet_python in ipw fuction is a blocker to:

  1. Using ipw on Windows (due to installation of glment_pyton) (issue: #26)
  2. Migrating the license from GPL2 to MIT (issue: #16)
  3. Shorter installation (no need to install glmnet)

Current plan is to move from glmnet_python to sklearn during May-June 2023. This issue is to follow on progress.

talgalili commented

Two updates:

  1. the current glmnet library seems to not work with Python 3.11. Hence, moving to sklearn will be required in order to keep balance forward compatible with newer versions of python.
  2. Moving to sklearn would enable to to have the ipw also store the model itself, giving the user the ability to use it to predict values for users outside of the sample.
  3. sklearn would also let us move to other models (E.g.: random forest etc.), letting us move beyond glm based LASSO models only.
talgalili commented

UPDATE:
This issue is not planned to be addressed during 2023. We'll revisit it in 2024, and hopefully address it then.