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Add return_components support to R-learner#923

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aman-coder03:feature/rlearner-return-components
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Add return_components support to R-learner#923
aman-coder03 wants to merge 2 commits into
uber:masterfrom
aman-coder03:feature/rlearner-return-components

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@aman-coder03

@aman-coder03 aman-coder03 commented Jul 3, 2026

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Proposed changes

this PR adds return_components support to the R-Learner, bringing its API in line with the existing T- and X-Learner implementations

specific changes..

  • adds a return_components argument to predict() and fit_predict() for both BaseRLearner and BaseRClassifier
  • returns the nuisance components used by the R-Learner
    • yhat: outcome model predictions (E[Y|X])
    • p: propensity score estimates (E[W|X])
  • adds the same mutual exclusion guard as other meta-learners, preventing return_ci and return_components from being used together
  • fits the nuisance outcome model after cross-validation so that it can be used for inference-time component retrieval.
  • adds tests covering the new return_components functionality for both predict() and fit_predict() along with the mutual exclusion behavior

fixes #304

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  • Breaking change (fix or feature that would cause existing functionality to not work as expected)
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return_components for R-Learner

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