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Add DR and plug-in T scoring metrics for CATE model evaluation#930

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aman-coder03:feature/cate-scoring-dr-plugin-t
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Add DR and plug-in T scoring metrics for CATE model evaluation#930
aman-coder03 wants to merge 1 commit into
uber:masterfrom
aman-coder03:feature/cate-scoring-dr-plugin-t

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Proposed changes

this pr adds two new observed-data surrogate metrics for evaluating fitted cate models without access to true counterfactual outcomes

what's included

  • added compute_dr_pseudo_outcomes() to construct cross-fitted doubly robust (aipw) pseudo-outcomes that can be reused across different evaluation methods
  • added dr_score() to evaluate cate models using mean squared error against the dr pseudo-outcomes
  • added plug_in_t_score() to evaluate cate models against a cross-fitted plug-in t-learner cate proxy
  • reused the same pseudo-outcomes with rate_score() to avoid fitting nuisance models multiple times
  • added optional half-sample bootstrap confidence intervals and p-values, following the existing rate_score() implementation
  • added unit tests covering pseudo-outcome generation, model ranking, bootstrap inference, error handling, and compatibility with rate_score()
  • added documentation explaining the methodology and intended use of the new metrics

closes #922

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Add CATE model selection via surrogate metrics (R-score, DR-loss)

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