Comments (3)
The uplift forest algorithms don't currently support continuous target variables, and we have no immediate plans to implement such a feature. The main reason is that our testing hasn't showed a major difference between uplift forests and meta-learners in the binary case, and we don't have a particular reason to expect such a difference in the continuous case. With all that being said, we're happy to revisit this if some new results emerge.
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@t-tte Thanks for the quick response!
what about the casual tree algorithm defined in these 2 papers.
https://arxiv.org/abs/1902.00087. “Learning triggers for heterogeneous treatment effects
https://arxiv.org/pdf/1504.01132.pdf Recursive partitioning for heterogeneous causal effects
Because I found the tree visualization very useful in practice, compared to the meta learning.
Basically for continuous target, it uses RMSE for treatment difference as cost function and penalize with leaf variance and generalization error between train and validation.
from causalml.
Thanks for the comment, @DSXiangLi. We have implementation of causal tree from the second paper by Athey and Imbens, but it's still in experimental and work in progress. We will keep you posted once it's ready for general use.
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Related Issues (20)
- SHAP Tree_Explainer failed in notebook HOT 7
- add clean conda env install sequence to docs/installation.rst
- Validating model via predictions HOT 2
- build fails in test_causal_trees.py, no attribute _support_missing_values HOT 2
- SHAP Explainer error
- Expose leaf sizes for `honestApproach` trees (or update `nodeSummary`s)
- maq git repo dependency blocks pypi publish HOT 3
- Installation error on Databrick Cluster HOT 2
- when the example jupyter notebook run, it raises an error HOT 1
- Update requirements HOT 2
- How to analyze the causal effect with real world excel data HOT 1
- Issues with Serializing UpliftTreeClassifier using pickle in Python HOT 1
- create_table_one to have an argument ignoring std in output
- Stratified sampling never works for `honesty=True`
- return_ci=True is not properly passed in get_ate_ci of the Sensitivity class in sensitivity.py
- OneHotEncoder UnboundLocalError HOT 2
- build from source failing: no such file or directory <crpyt.h> HOT 1
- install from conda forge failing HOT 1
- install via environment files failing
- get_tmlegain() ValueError: Bin edges must be unique HOT 1
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