Many to one propensity matching without replacement (#786)

* Many to one matching without replacement.
* black formatting fixes

causalml/match.py

@@ -88,8 +88,7 @@ class NearestNeighborMatch:
     Attributes:
         caliper (float): threshold to be considered as a match.
         replace (bool): whether to match with replacement or not
-        ratio (int): ratio of control / treatment to be matched. used only if
-            replace=True.
+        ratio (int): ratio of control / treatment to be matched.
         shuffle (bool): whether to shuffle the treatment group data before
             matching
         random_state (numpy.random.RandomState or int): RandomState or an int
@@ -112,6 +111,7 @@ def __init__(
         Args:
             caliper (float): threshold to be considered as a match.
             replace (bool): whether to match with replacement or not
+            ratio (int): ratio of control / treatment to be matched.
             shuffle (bool): whether to shuffle the treatment group data before
                 matching or not
             random_state (numpy.random.RandomState or int): RandomState or an
@@ -200,11 +200,15 @@ def match(self, data, treatment_col, score_cols):
                     control.loc[control.unmatched, score_col]
                     - treatment.loc[t_idx, score_col]
                 )
-                c_idx_min = dist.idxmin()
-                if dist[c_idx_min] <= sdcal:
-                    t_idx_matched.append(t_idx)
-                    c_idx_matched.append(c_idx_min)
-                    control.loc[c_idx_min, "unmatched"] = False
+                # Gets self.ratio lowest dists
+                c_np_idx_list = np.argpartition(dist, self.ratio)[: self.ratio]
+                c_idx_list = dist.index[c_np_idx_list]
+                for i, c_idx in enumerate(c_idx_list):
+                    if dist[c_idx] <= sdcal:
+                        if i == 0:
+                            t_idx_matched.append(t_idx)
+                        c_idx_matched.append(c_idx)
+                        control.loc[c_idx, "unmatched"] = False
 
         return data.loc[
             np.concatenate([np.array(t_idx_matched), np.array(c_idx_matched)])

tests/test_match.py

@@ -34,10 +34,18 @@ def _generate_data():
     yield _generate_data
 
 
+def test_nearest_neighbor_match_ratio_2(generate_unmatched_data):
+    df, features = generate_unmatched_data()
+
+    psm = NearestNeighborMatch(replace=False, ratio=2, random_state=RANDOM_SEED)
+    matched = psm.match(data=df, treatment_col=TREATMENT_COL, score_cols=[SCORE_COL])
+    assert sum(matched[TREATMENT_COL] == 0) == 2 * sum(matched[TREATMENT_COL] != 0)
+
+
 def test_nearest_neighbor_match_by_group(generate_unmatched_data):
     df, features = generate_unmatched_data()
 
-    psm = NearestNeighborMatch(replace=False, ratio=1.0, random_state=RANDOM_SEED)
+    psm = NearestNeighborMatch(replace=False, ratio=1, random_state=RANDOM_SEED)
 
     matched = psm.match_by_group(
         data=df,