huigangchen's repositories
EconML
ALICE (Automated Learning and Intelligence for Causation and Economics) is a Microsoft Research project aimed at applying Artificial Intelligence concepts to economic decision making. One of its goals is to build a toolkit that combines state-of-the-art machine learning techniques with econometrics in order to bring automation to complex causal inference problems. To date, the ALICE Python SDK (econml) implements orthogonal machine learning algorithms such as the double machine learning work of Chernozhukov et al. This toolkit is designed to measure the causal effect of some treatment variable(s) t on an outcome variable y, controlling for a set of features x.
augsynth
Augmented Synthetic Control Method
gsynth
Generalized Synthetic Control Method
openai-cookbook
Examples and guides for using the OpenAI API
scikit-dsdp
scikit-dsdp provides Python interface to DSDP semidefinite programming library. The DSDP package implements a dual-scaling algorithm to find solutions to linear and semidefinite optimization problems.