DML discrete outcome

[nicolavizioli]

Hi,
I saw that now DML (I'm using Linear) gives the possibility to select "discrete outcome=True", this means than now residuals of outcome model are not more only {-1,0,1} and then I can use a classifier like XGBClassifier() for outcome model?
thanks

[kbattocchi]

That's correct - if you set discrete_outcome=True then your y_model should be an sklearn classifier rather than a regressor and we'll use predict_proba rather than predict, so the residuals can take on any values in the range [-1,1].