pymargins.WrappedFDAdapter¶
- class pymargins.WrappedFDAdapter¶
Base for models with smooth predict but no exposed analytical derivative.
Uses _gradients.make_predict_with_fd_jvp to wrap the framework’s native predict with a JAX-compatible custom JVP. FD is hidden inside the JVP; downstream autodiff over the estimand structure remains exact.
Concrete subclasses provide native_predict(beta_np, X) and the wrapper is constructed automatically.
- __init__()¶
Methods
__init__()attach(session)Attach this adapter to a Margins session.
bootstrap_state()Replay state for a refitted adapter.
coefficients()Return β̂ as a 1D JAX array.
column_index_of_variable(name)Return the design-matrix column index corresponding to a variable.
covariance([vcov_spec])Return Σ̂ as a 2D JAX array.
design_matrix_from_df(df)Build a design matrix from a concrete DataFrame of evaluation rows.
native_predict(beta_np, X)Framework-native predict.
predict(beta, X[, offset])FD-wrapped predict.
refit(resampled_data, *[, index])Refit the model on resampled data, returning a new adapter.
variable_metadata()Return per-variable metadata used by averaging and validation.
Attributes
gradient_backend_recommendationRecommend wrapped_fd because predict uses finite-difference JVP.
n_outcomesNumber of outcome classes for multi-outcome models, default 1.
outcome_labelsOutcome class labels for multi-outcome models, or None.
supported_inference_methodsWrapped-FD adapters support delta, simulation, and bootstrap.
supports_jax_autodiffFD-based JVP is not native autodiff; flag for diagnostics.
training_dataThe training data used to fit the model.