DeepFeatureIV

Code for "Learning Deep Features in Instrumental Variable Regression" (https://arxiv.org/abs/2010.07154))

How to Run codes?

1. Install all dependencies

   pip install -r requirements.txt
   

2. Create empty directories for logging

   mkdir logs
   mkdir dumps
   

3. Run codes

   python main.py <path-to-configs> <method_name>
   

   <method_name> can be selected from dfiv, deepiv, rffkiv, deepgmm. Make sure to input the corresponding config file to each method. The result can be found in dumps folder. You can run in parallel by specifing -t option.