v0.9.0b1

This is the beta for our next major release. It contains several major new features, as well as a few important breaks in backwards compatibility.

• Introduces Cython implementations of GRF and CausalForestDML, greatly improving the performance of these estimators (#341)

• Enables first stage nuisance estimates to be cached, allowing refitting only the final model for ortho learner subclasses (#360)

• Enables averaging nuisance estimates over several random splits, resulting in lower variance estimates for ortho learner subclasses (#360)

• Adds an RScorer class for performing model selection over different CATE estimators (#361)

• Enables getting SHAP feature importances for CATE estimates (#336, #369)

• Major Breaking Change: restructured package organization, moving estimators to more consistent locations; for example, the IntentToTreatDRIV estimator is now found at econml.iv.dr.IntentToTreatDRIV. For the moment, we also support using the old package organization (e.g. econml.ortho_iv.IntentToTreatDRIV), but this is deprecated and will be removed in a subsequent release (#370)

• Breaking Change: the n_splits initializer argument for ortho learner subclasses has been renamed to cv to better match sklearn. For the moment, it is still possible to use the name n_splits, but this will be removed in a future release (#362)

• Many small fixes and improvements (#337, #358, #373, #363, #365, #328)