Remove LOOCV control observation subsampling from TROP#126
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The max_loocv_samples parameter (default 100) randomly subsampled control observations before computing LOOCV scores. This was not specified in Athey et al. (2025) — Equation 5 explicitly sums over ALL control observations where D=0. Remove subsampling to match the paper exactly. Inner LOOCV loops in the Rust backend are now parallelized via Rayon fold/reduce to compensate for the increased observation count. Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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Overall assessment: ✅ Looks good
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Summary
max_loocv_samplesparameter from TROP estimator — LOOCV now sums over ALL control observations per Equation 5 of Athey et al. (2025)fold/reduceto compensate for increased observation counttest_joint_python_loocv_subsamplingtest and update all call sitesMethodology references (required if estimator / math changes)
max_loocv_samplessubsampling was incorrectly attributed to the paper's footnote, but Footnote 2 only describes the two-stage coordinate descent search strategy. Equation 5 and Algorithms 1/2 explicitly sum over ALL control observations where W_it = 0.Validation
tests/test_trop.py,tests/test_rust_backend.pySecurity / privacy
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