Enable GitHub Actions

.github/workflows/ci.yml

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+name: Run all checks for pull requests
+
+on:
+  pull_request:
+    branches:
+      - main
+  workflow_dispatch:
+    inputs:
+      ref:
+        description: 'The git ref to build the package for'
+        required: false
+        default: ''
+        type: string
+
+# Precompute the ref if the workflow was triggered by a workflow dispatch rather than copying this logic repeatedly
+env:
+  ref: ${{ github.event_name == 'workflow_dispatch' && inputs.ref || null }}
+
+jobs:
+  eval: 
+    name: Evaluate changes
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v3
+      name: Checkout repository
+      with:
+        ref: ${{ env.ref }}
+        fetch-depth: 2
+
+      # We want to enforce the following rules for PRs:
+      # * if all modifications are to README.md
+      #     no testing is needed
+      # * if there are modifications to docs/* or to any code
+      #     then docs need to be built to verify consistency
+      # * if there are modifications to notebooks/* or to any code
+      #     then notebooks need to be run to verify consistency
+      # * for any code changes (or changes to metadata files)
+      #     linting and testing should be run
+      # For a PR build, HEAD will be the merge commit, and we want to diff against the base branch,
+      #  which will be the first parent: HEAD^ 
+      # (For non-PR changes, we will always perform all CI tasks)
+      # Note that GitHub Actions provides path filters, but they operate at the workflow level, not the job level
+    - run: |
+        if ($env:GITHUB_EVENT_NAME -eq 'pull_request') {
+          $editedFiles = git diff HEAD^ --name-only
+          $editedFiles # echo edited files to enable easier debugging
+          $codeChanges = $false
+          $docChanges = $false
+          $nbChanges = $false
+          $changeType = "none"
+          foreach ($file in $editedFiles) {
+            switch -Wildcard ($file) {
+              "README.md" { Continue }
+              ".gitignore" { Continue }
+              "econml/_version.py" { Continue }
+              "prototypes/*" { Continue }
+              "images/*" { Continue }
+              "doc/*" { $docChanges = $true; Continue }
+              "notebooks/*" { $nbChanges = $true; Continue }
+              default { $codeChanges = $true; Continue }
+            }
+          }
+        }
+        echo "buildDocs=$(($env:GITHUB_EVENT_NAME -ne 'pull_request') -or ($docChanges -or $codeChanges))" >> $env:GITHUB_OUTPUT
+        echo "buildNbs=$(($env:GITHUB_EVENT_NAME -ne 'pull_request') -or ($nbChanges -or $codeChanges))" >> $env:GITHUB_OUTPUT
+        echo "testCode=$(($env:GITHUB_EVENT_NAME -ne 'pull_request') -or $codeChanges)" >> $env:GITHUB_OUTPUT
+      shell: pwsh
+      name: Determine type of code change
+      id: eval
+    outputs: 
+      buildDocs: ${{ steps.eval.outputs.buildDocs }}
+      buildNbs: ${{ steps.eval.outputs.buildNbs }}
+      testCode: ${{ steps.eval.outputs.testCode }}
+
+  lint:
+    name: Lint code
+    needs: [eval]
+    if: ${{ needs.eval.outputs.testCode == 'True' }}
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v3
+      name: Checkout repository
+      with:
+        ref: ${{ env.ref }}
+    - uses: actions/setup-python@v4
+      name: Setup Python
+      with:
+        python-version: 3.9
+    - run: python -m pip install --upgrade pip && pip install --upgrade setuptools
+      name: Ensure latest pip and setuptools
+    - run: 'pip install pycodestyle && pycodestyle econml'
+
+  notebooks:
+    name: Run notebooks
+    needs: [eval]
+    if: ${{ needs.eval.outputs.buildNbs == 'True' }}
+    runs-on: ubuntu-latest
+    strategy:
+      matrix:
+        kind: [except customer scenarios, customer scenarios]
+        include:
+        - kind: "except customer scenarios"
+          extras: "[tf,plt]"
+          pattern: "(?!CustomerScenarios)"
+          install_graphviz: true
+          version: 3.8 # no supported version of tensorflow for 3.9
+        - kind: "customer scenarios"
+          extras: "[plt,dowhy]"
+          pattern: "CustomerScenarios"
+          version: 3.9
+          install_graphviz: false
+      fail-fast: false
+    steps:
+    - uses: actions/checkout@v3
+      name: Checkout repository
+      with:
+        ref: ${{ env.ref }}
+    - uses: actions/setup-python@v4
+      name: Setup Python
+      with:
+        python-version: ${{ matrix.version }}
+    - run: python -m pip install --upgrade pip && pip install --upgrade setuptools
+      name: Ensure latest pip and setuptools
+    - run: sudo apt-get -yq install graphviz
+      name: Install graphviz
+      if: ${{ matrix.install_graphviz }}
+    - run: pip install -e .${{ matrix.extras }}
+      name: Install econml
+    - run: pip install pytest pytest-runner jupyter jupyter-client nbconvert nbformat seaborn xgboost tqdm
+      name: Install test and notebook requirements
+    - run: pip list
+      name: List installed packages
+    - run: python setup.py pytest
+      name: Run notebook tests
+      env:
+        PYTEST_ADDOPTS: '-m "notebook"'
+        NOTEBOOK_DIR_PATTERN: ${{ matrix.pattern }}
+
+  tests:
+    name: "Run tests"
+    needs: [eval]
+    if: ${{ needs.eval.outputs.testCode == 'True' }}
+    strategy:
+      matrix:
+        os: [ubuntu-latest, windows-latest, macos-latest]
+        python-version: [3.6, 3.7, 3.8, 3.9]
+        kind: [serial, other, dml, main, treatment]
+        exclude:
+          # Serial tests fail randomly on mac sometimes, so we don't run them there
+          - os: macos-latest
+            kind: serial
+          # Python 3.6 isn't supported on ubuntu-latest
+          - os: ubuntu-latest
+            python-version: 3.6
+
+        # Assign the correct package and testing options for each kind of test
+        include:
+          - kind: serial
+            opts: '-m "serial" -n 1'
+            extras: "[tf,plt]"
+          - kind: other
+            opts: '-m "cate_api" -n auto'
+            extras: "[tf,plt]"
+          - kind: dml
+            opts: '-m "dml"'
+            extras: "[tf,plt]"
+          - kind: main
+            opts: '-m "not (notebook or automl or dml or serial or cate_api or treatment_featurization)" -n 2'
+            extras: "[tf,plt,dowhy]"
+          - kind: treatment
+            opts: '-m "treatment_featurization" -n auto'
+            extras: "[tf,plt]"
+      fail-fast: false    
+    runs-on: ${{ matrix.os }}
+    steps:
+    - uses: actions/checkout@v3
+      name: Checkout repository
+      with:
+        ref: ${{ env.ref }}
+    - uses: actions/setup-python@v4
+      name: Setup Python
+      with:
+        python-version: ${{ matrix.python-version }}
+    - run: python -m pip install --upgrade pip && pip install --upgrade setuptools
+      name: Ensure latest pip and setuptools
+    - run: pip install -e .${{ matrix.extras }}
+      name: Install econml
+    - run: pip install pytest pytest-runner coverage
+      name: Install pytest
+    - run: python setup.py pytest
+      name: Run tests
+      env:
+        PYTEST_ADDOPTS: ${{ matrix.opts }}
+        COVERAGE_PROCESS_START: 'setup.cfg'
+    # todo: publish test results, coverage info
+
+  build:
+    name: Build package
+    needs: [eval]
+    if: ${{ needs.eval.outputs.testCode == 'True' }}
+    uses: ./.github/workflows/publish-package.yml
+    with:
+      publish: false
+      repository: testpypi
+      # don't have access to env context here for some reason
+      ref: ${{ github.event_name == 'workflow_dispatch' && inputs.ref || null }}
+
+  docs:
+    name: Build documentation
+    needs: [eval]
+    if: ${{ needs.eval.outputs.buildDocs == 'True' }}
+    uses: ./.github/workflows/publish-documentation.yml
+    with:
+      publish: false
+      environment: test
+      # don't have access to env context here for some reason
+      ref: ${{ github.event_name == 'workflow_dispatch' && inputs.ref || null }}
+
+  verify:
+    name: Verify CI checks
+    needs: [lint, notebooks, tests, build, docs]
+    if: always()
+    runs-on: ubuntu-latest
+    steps:
+    - run: exit 1
+      name: At least one check failed or was cancelled
+      if: ${{ !(success()) }}
+    - run: exit 0
+      name: All checks passed
+      if: ${{ success() }}

.github/workflows/publish-documentation.yml

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+name: Build and publish the documentation
+on:
+  workflow_dispatch:
+    inputs:
+      publish:
+        description: 'Whether to publish the documentation (as opposed to just building it)'
+        required: false
+        default: true
+        type: boolean
+      environment:
+        description: 'Whether to publish to production or test environment'
+        required: false
+        default: prod
+        type: choice
+        options: [prod, test]
+      ref:
+        description: 'The git ref to build the documentation for'
+        required: false
+        default: ''
+        type: string
+  # annoyingly, there does not seem to be a way to share these input definitions between triggers
+  workflow_call:
+    inputs:
+      publish:
+        description: 'Whether to publish the documentation (as opposed to just building it)'
+        required: false
+        default: true
+        type: boolean
+      # choice type only supported for workflow_dispatch, not workflow_call
+      environment:
+        description: 'Whether to publish to production or test environment'
+        required: false
+        default: prod
+        type: string
+      ref:
+        description: 'The git ref to build the documentation for'
+        required: false
+        default: ''
+        type: string
+
+
+jobs:
+  create_docs:
+    name: Create and publish documentation
+    runs-on: ubuntu-latest
+    steps:
+      - uses: actions/checkout@v3
+        name: Checkout repository
+        with:
+          ref: ${{ inputs.ref }}
+      - uses: actions/setup-python@v4
+        name: Setup Python
+        with:
+          python-version: 3.8 # because of our supported TensorFlow versions, must build on 3.6-3.8
+      - run: python -m pip install --upgrade pip && pip install --upgrade setuptools
+        name: Ensure latest pip and setuptools
+      - run: pip install -U cython && pip install -e .[all]
+        name: Install econml[all]
+      - run: sudo apt-get -yq install graphviz
+        name: Install graphviz
+      - run: pip install "sphinx~=4.4.0" "sphinx_rtd_theme~=1.0.0" && python setup.py build_sphinx -W
+        name: Build documentation
+      - uses: actions/upload-artifact@v3
+        name: Upload docs as artifact
+        with:
+          name: docs
+          path: build/sphinx/html/
+      - run: |-
+          pushd build/sphinx/html
+          zip -r docs.zip *
+          popd
+        name: Zip docs for publishing
+        if : ${{ inputs.publish }}
+      - uses: azure/webapps-deploy@v2
+        name: Deploy documentation to Azure web app
+        with:
+          app-name: ${{ inputs.environment == 'prod' && 'econml' || 'econml-dev' }}
+          package: build/sphinx/html/docs.zip
+          publish-profile: ${{ inputs.environment == 'prod' && secrets.PROD_WEBAPP_PUBLISH_PROFILE || secrets.STAGING_WEBAPP_PUBLISH_PROFILE }}
+        if: ${{ inputs.publish }}