causalkit.eda.eda.CausalEDA.fit_propensity#
- CausalEDA.fit_propensity()[source]#
Estimate cross-validated propensity scores P(T=1|X).
Uses a preprocessing+CatBoost classifier pipeline with stratified K-fold cross_val_predict to generate out-of-fold probabilities. CatBoost uses all available threads and handles categorical features natively. Returns a PropensityModel instance containing propensity scores and diagnostic methods.
- Returns:
A PropensityModel instance with methods for: - roc_auc: ROC AUC score property - shap: SHAP values DataFrame property - ps_graph(): method to plot propensity score overlap - positivity_check(): method to check positivity/overlap
- Return type: