update test cases + validate example notebook

Signed-off-by: amarv <amarvenu@stanford.edu>

econml/tests/test_drtester.py

@@ -5,7 +5,7 @@
 import scipy.stats as st
 from sklearn.ensemble import RandomForestClassifier, GradientBoostingRegressor
 
-from econml.validate.drtester import DRtester
+from validate.drtester import DRtester
 from econml.dml import DML
 
 
@@ -279,7 +279,7 @@ def test_exceptions(self):
         self.assertLess(qini_res.pvals[0], 0.05)
 
         with self.assertRaises(Exception) as exc:
-            qini_res.plot_uplift(metric='blah')
+            qini_res.plot_uplift(tmt=1, err_type='blah')
         self.assertTrue(
             str(exc.exception) == "Invalid error type; must be one of [None, 'ucb2', 'ucb1']"
         )

econml/validate/utils.py

@@ -53,7 +53,8 @@ def calc_uplift(
     cate_preds_val: np.array,
     dr_val: np.array,
     percentiles: np.array,
-    metric: str
+    metric: str,
+
 ) -> Tuple[float, float, pd.DataFrame]:
     """
     Helper function for uplift curve generation and coefficient calculation.
@@ -100,14 +101,8 @@ def calc_uplift(
 
         toc_std[it] = np.sqrt(np.mean(toc_psi[it] ** 2) / n)  # standard error of tau(q)
 
-    if dr_val.shape[0] > 1e6:  # avoid computational issues if dataset too large
-        mboot = np.zeros((len(qs), 1000))
-        for it in range(1000):
-            w = np.random.normal(0, 1, size=(n,))
-            mboot[:, it] = (toc_psi / toc_std.reshape(-1, 1)) @ w / n
-    else:
-        w = np.random.normal(0, 1, size=(n, 1000))
-        mboot = (toc_psi / toc_std.reshape(-1, 1)) @ w / n
+    w = np.random.normal(0, 1, size=(n, 1000))
+    mboot = (toc_psi / toc_std.reshape(-1, 1)) @ w / n
 
     max_mboot = np.max(np.abs(mboot), axis=0)
     uniform_critical_value = np.percentile(max_mboot, 95)

notebooks/CATE validation.ipynb

@@ -133,7 +133,7 @@
     {
      "data": {
       "text/plain": [
-       "<econml.dml.dml.DML at 0x7f7d1bcdb700>"
+       "<econml.dml.dml.DML at 0x7f7b4836cd00>"
       ]
      },
      "execution_count": 4,