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Running the experiments:

From this folder, run

  python -m pip install -r requirements.txt
  PYTHONPATH="${PYTHONPATH}:../" python src/scripts/benchmark_continuous_response.py
  PYTHONPATH="${PYTHONPATH}:../" python src/scripts/benchmark_binary_response.py

Results will be stored under outputs/.

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Code for the paper "Nonparametric Instrumental Variable Regression through Stochastic Approximate Gradients" (NeurIPS 2024)

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