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[FEATURE] export the propensity score model for predicting new weights #81

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talgalili opened this issue May 27, 2024 · 1 comment
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enhancement New feature or request

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@talgalili
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Currently running the model on many millions of observations is computationally costly.
A better solution would be to run the model a sample of observations (E.g., 10K-50K observations for sample and target). And then export the model, and use it to predict the weights of other observations.

This should probably be done only after issue #30 is resolved.

@talgalili talgalili added the enhancement New feature or request label May 27, 2024
@talgalili
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As a temporary hack: One option is to use balance to fit weights to a sample (with, say, 20K users).
And then use another model (say, XGboost/RandomForest, or something else) on this sample to predict (based on the same covariates), what the weights are.
With that model, you could then predict the weights to all of your users.

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