Roadmap from Raaz

[albertgong1]

Benchmarks

• Migrate experiments from "Matrix competition for causal panel data" #26
• Migrate benchmarks from Causal Matrix Completion #27
• Migrate experiments from Devavrat Shah & Yassir Jedra #25
• HeartStepsV1: HeartSteps V1 data #12
• Financial datasets @jacobf18
• MTA @jacobf18

Methods

Two-sided
One-sided
Star (default algorithm)
Doubly Robust (default algorithm)

What is in the cell?

1. Scalar
2. Repeated measurements

Metrics:

1. MSE
2. Inference (i.e., confidence intervals)

Practical ways of autotuning

Fast CV (open problem)
Approximate NN (open problem)