论文标题

普遍的因果树,用于提升建模

Generalized Causal Tree for Uplift Modeling

论文作者

Nandy, Preetam, Yu, Xiufan, Liu, Wanjun, Tu, Ye, Basu, Kinjal, Chatterjee, Shaunak

论文摘要

在各种应用程序中,从营销和决策到个性化建议,提升建模至关重要。主要目的是学习针对异质人群的最佳治疗分配。现有工作的主要线路修改了决策树算法的损失函数,以识别具有异质治疗效果的队列。另一项工作线使用现成的监督学习算法分别估算治疗组和对照组的个体治疗效果。已知直接建模异质治疗效果的前者方法在实践中表现优于后者。但是,现有的基于树的方法主要限于单一治疗和单个控制用例,除了少数多种离散治疗的扩展。在本文中,我们提出了对基于树的方法的概括,以应对多种离散和连续价值处理。由于其理想的统计特性,我们专注于众所周知的因果树算法的概括,但我们的概括技术也可以应用于其他基于树的方法。使用实验和实际数据示例证明了我们提出的方法的功效。

Uplift modeling is crucial in various applications ranging from marketing and policy-making to personalized recommendations. The main objective is to learn optimal treatment allocations for a heterogeneous population. A primary line of existing work modifies the loss function of the decision tree algorithm to identify cohorts with heterogeneous treatment effects. Another line of work estimates the individual treatment effects separately for the treatment group and the control group using off-the-shelf supervised learning algorithms. The former approach that directly models the heterogeneous treatment effect is known to outperform the latter in practice. However, the existing tree-based methods are mostly limited to a single treatment and a single control use case, except for a handful of extensions to multiple discrete treatments. In this paper, we propose a generalization of tree-based approaches to tackle multiple discrete and continuous-valued treatments. We focus on a generalization of the well-known causal tree algorithm due to its desirable statistical properties, but our generalization technique can be applied to other tree-based approaches as well. The efficacy of our proposed method is demonstrated using experiments and real data examples.

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