ECONML

EconML is a Python package that applies the power of machine learning techniques to estimate individualized causal responses from observational or experimental data. The suite of estimation methods provided in EconML represents the latest advances in causal machine learning. By incorporating individual machine learning steps into interpretable causal models, these methods improve the reliability of what-if predictions and make causal analysis quicker and easier for a broad set of users... EconML is open source software developed by the ALICE team at Microsoft Research... What if I don't have a good instrument, can't run an experiment, and don't observe all confounders?