Synth validation

[IyarLin]

I'm working on an implementation of the synth validation procedure by Tibshirani el al - this enables selecting the best causal model for a given dataset by generating synthetic datasets that are as closely aligned with the dataset as possible, while still knowing the true DGP. I was wondering if it would be a good fit for the causalml project?

[jeongyoonlee]

Surely! Looking forward to your contribution. :)