Uplift modeling is a causal learning technique that estimates subgroup-level treatment effects. It is commonly used in industry and elsewhere for tasks such as targeting ads. In a typical setting, uplift models can take thousands of features as inputs, which is costly and results in problems such as overfitting and poor model interpretability. Consequently, there is a need to select a subset of the most important features for modeling. However, traditional methods for doing feature selection are not fit for the task because they are designed for standard machine learning models whose target is importantly different from uplift models. To address this, we introduce a set of feature selection methods explicitly designed for uplift modeling, drawing inspiration from statistics and information theory. We conduct empirical evaluations on the proposed methods on publicly available datasets, demonstrating the advantages of the proposed methods compared to traditional feature selection. We make the proposed methods publicly available as a part of the CausalML open-source package.
Uplift modeling is an emerging machine learning approach for estimating the treatment effect at an individual or subgroup level. It can be used for optimizing the performance of interventions such as marketing campaigns and product designs. Uplift modeling can be used to estimate which users are likely to benefit from a treatment and then prioritize delivering or promoting the preferred experience to those users. An important but so far neglected use case for uplift modeling is an experiment with multiple treatment groups that have different costs, such as for example when different communicat…
Estimating treatment effects is one of the most challenging and important tasks of data analysts. In many applications, like online marketing and personalized medicine, treatment needs to be allocated to the individuals where it yields a high positive treatment effect. Uplift models help select the right individuals for treatment and maximize the overall treatment effect (uplift). A major challenge in uplift modeling concerns model evaluation. Previous literature suggests methods like the Qini curve and the transformed outcome mean squared error. However, these metrics suffer from variance: th…
Orthogonal Uplift Learning with Permutation-Invariant Representations for Combinatorial Treatments
Didi Chuxing（滴滴出行）；School of Statistics, East China Normal University（华东师范大学统计学院）；School of Mathematics and Statistics, Beijing Jiaotong University（北京交通大学数学与统计学院）；School of Statistics and Data Science, Shanghai University of Finance and Economics（上海财经大学统计与数据科学学院）；Institute of Data Science and Statistics, Shanghai University of Finance and Economics（上海财经大学数据科学与统计研究院）
Southeast University（东南大学）；University of South Australia（南澳大学）
A central question in many fields of scientific research is to determine how an outcome would be affected by an action, or to measure the effect of an action (a.k.a treatment effect). In recent years, a need for estimating the heterogeneous treatment effects conditioning on the different characteristics of individuals has emerged from research fields such as personalized healthcare, social science, and online marketing. To meet the need, researchers and practitioners from different communities have developed algorithms by taking the treatment effect heterogeneity modeling approach and the upli…
Customer scoring models are the core of scalable direct marketing. Uplift models provide an estimate of the incremental benefit from a treatment that is used for operational decision-making. Training and monitoring of uplift models require experimental data. However, the collection of data under randomized treatment assignment is costly, since random targeting deviates from an established targeting policy. To increase the cost-efficiency of experimentation and facilitate frequent data collection and model training, we introduce supervised randomization. It is a novel approach that integrates e…
Class flipping for uplift modeling and Heterogeneous Treatment Effect estimation on imbalanced RCT data
Institute of Computer Science, Polish Academy of Sciences（波兰科学院计算机科学研究所）；Faculty of Mathematics and Information Science, Warsaw University of Technology（华沙理工大学数学与信息科学学院）
Uplift Modeling based on Graph Neural Network Combined with Causal Knowledge
Alipay, AntGroup（支付宝，蚂蚁集团）；Imperial College London（伦敦帝国理工学院）；University College London（伦敦大学学院）；Zhejiang University（浙江大学）；Peking University（北京大学）；Zhejiang Lab（之江实验室）
Randomized experiments have been critical tools of decision making for decades. However, subjects can show significant heterogeneity in response to treatments in many important applications. Therefore it is not enough to simply know which treatment is optimal for the entire population. What we need is a model that correctly customize treatment assignment base on subject characteristics. The problem of constructing such models from randomized experiments data is known as Uplift Modeling in the literature. Many algorithms have been proposed for uplift modeling and some have generated promising r…
University of Montreal（蒙特利尔大学）；TD Insurance（道明保险）；École Polytechnique de Montréal（蒙特利尔综合理工学院）
Uplift is a particular case of conditional treatment effect modeling. Such models deal with cause-and-effect inference for a specific factor, such as a marketing intervention or a medical treatment. In practice, these models are built on individual data from randomized clinical trials where the goal is to partition the participants into heterogeneous groups depending on the uplift. Most existing approaches are adaptations of random forests for the uplift case. Several split criteria have been proposed in the literature, all relying on maximizing heterogeneity. However, in practice, these appro…
Criteo AI Lab（Criteo人工智能实验室）；University Grenoble Alps（格勒诺布尔阿尔卑斯大学）；ENS Paris Saclay（巴黎萨克雷高等师范学校）
Individual Treatment Effect (ITE) prediction is an important area of research in machine learning which aims at explaining and estimating the causal impact of an action at the granular level. It represents a problem of growing interest in multiple sectors of application such as healthcare, online advertising or socioeconomics. To foster research on this topic we release a publicly available collection of 13.9 million samples collected from several randomized control trials, scaling up previously available datasets by a healthy 210x factor. We provide details on the data collection and perform …
Institute of Computer Science, Polish Academy of Sciences（波兰科学院计算机科学研究所）
Uplift modeling is an area of machine learning which aims at predicting the causal effect of some action on a given individual. The action may be a medical procedure, marketing campaign, or any other circumstance controlled by the experimenter. Building an uplift model requires two training sets: the treatment group, where individuals have been subject to the action, and the control group, where no action has been performed. An uplift model allows then to assess the gain resulting from taking the action on a given individual, such as the increase in probability of patient recovery or of a prod…
Uplift is a particular case of individual treatment effect modeling. Such models deal with cause-and-effect inference for a specific factor, such as a marketing intervention. In practice, these models are built on customer data who purchased products or services to improve product marketing. Uplift is estimated using either i) conditional mean regression or ii) transformed outcome regression. Most existing approaches are adaptations of classification and regression trees for the uplift case. However, in practice, these conventional approaches are prone to overfitting. Here we propose a new met…
School of Business and Economics, Humboldt-University of Berlin（柏林洪堡大学经济与商学院）；Institute of Computer Science, Polish Academy of Sciences（波兰科学院计算机科学研究所）
Uplift models support decision-making in marketing campaign planning. Estimating the causal effect of a marketing treatment, an uplift model facilitates targeting communication to responsive customers and efficient allocation of marketing budgets. Research into uplift models focuses on conversion models to maximize incremental sales. The paper introduces uplift modeling strategies for maximizing incremental revenues. If customers differ in their spending behavior, revenue maximization is a more plausible business objective compared to maximizing conversions. The proposed methodology entails a …
Didi Chuxing（滴滴出行）；University of North Carolina at Chapel Hill（北卡罗来纳大学教堂山分校）
Uplift modeling is a rapidly growing approach that utilizes causal inference and machine learning methods to directly estimate the heterogeneous treatment effects, which has been widely applied to various online marketplaces to assist large-scale decision-making in recent years. The existing popular models, like causal forest (CF), are limited to either discrete treatments or posing parametric assumptions on the outcome-treatment relationship that may suffer model misspecification. However, continuous treatments (e.g., price, duration) often arise in marketplaces. To alleviate these restrictio…
National Research University Higher School of Economics（国立研究型大学高等经济学院）
Today, treatment effect estimation at the individual level is a vital problem in many areas of science and business. For example, in marketing, estimates of the treatment effect are used to select the most efficient promo-mechanics; in medicine, individual treatment effects are used to determine the optimal dose of medication for each patient and so on. At the same time, the question on choosing the best method, i.e., the method that ensures the smallest predictive error (for instance, RMSE) or the highest total (average) value of the effect, remains open. Accordingly, in this paper we compare…
Applying causal inference models in areas such as economics, healthcare and marketing receives great interest from the machine learning community. In particular, estimating the individual-treatment-effect (ITE) in settings such as precision medicine and targeted advertising has peaked in application. Optimising this ITE under the strong-ignorability-assumption -- meaning all confounders expressing influence on the outcome of a treatment are registered in the data -- is often referred to as uplift modeling (UM). While these techniques have proven useful in many settings, they suffer vividly in …
Criteo AI Lab（Criteo人工智能实验室）；UGA/CNRS LIG（格勒诺布尔阿尔卑斯大学/法国国家科学研究中心计算机实验室）
We consider the task of optimizing treatment assignment based on individual treatment effect prediction. This task is found in many applications such as personalized medicine or targeted advertising and has gained a surge of interest in recent years under the name of Uplift Modeling. It consists in targeting treatment to the individuals for whom it would be the most beneficial. In real life scenarios, when we do not have access to ground-truth individual treatment effect, the capacity of models to do so is generally measured by the Area Under the Uplift Curve (AUUC), a metric that differs from…
Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a survival and observational setting where outcomes may be right-censored. Our approach relies on orthogonal estimating equations to robustly adjust for both censoring and selection effects under unconfoundedness. In our experiments, we find our approach to perform well relative to a number of baselines.
University of South Australia（南澳大学）；School of Computer and Information, Hefei University of Science and Technology（合肥理工大学计算机与信息学院）
In many applications, there is a need to predict the effect of an intervention on different individuals from data. For example, which customers are persuadable by a product promotion? which patients should be treated with a certain type of treatment? These are typical causal questions involving the effect or the change in outcomes made by an intervention. The questions cannot be answered with traditional classification methods as they only use associations to predict outcomes. For personalised marketing, these questions are often answered with uplift modelling. The objective of uplift modellin…
Sorbonne Université（索邦大学）；CNRS（法国国家科学研究中心）；Université de Paris（巴黎大学）；INSERM（法国国家健康与医学研究院）；INRA（法国国家农业研究院）
We present new insights into causal inference in the context of Heterogeneous Treatment Effects by proposing natural variants of Random Forests to estimate the key conditional distributions. To achieve this, we recast Breiman's original splitting criterion in terms of Wasserstein distances between empirical measures. This reformulation indicates that Random Forests are well adapted to estimate conditional distributions and provides a natural extension of the algorithm to multivariate outputs. Following the philosophy of Breiman's construction, we propose some variants of the splitting rule tha…
Department of Computer Science, University of Illinois at Chicago（伊利诺伊大学芝加哥分校计算机科学系）；University of Illinois at Chicago（伊利诺伊大学芝加哥分校）；Chicago, IL, USA（芝加哥，伊利诺伊州，美国）
The causal effect of a treatment can vary from person to person based on their individual characteristics and predispositions. Mining for patterns of individual-level effect differences, a problem known as heterogeneous treatment effect estimation, has many important applications, from precision medicine to recommender systems. In this paper we define and study a variant of this problem in which an individual-level threshold in treatment needs to be reached, in order to trigger an effect. One of the main contributions of our work is that we do not only estimate heterogeneous treatment effects …
The estimation of heterogeneous treatment effects (HTEs) has attracted considerable interest in many disciplines, most prominently in medicine and economics. Contemporary research has so far primarily focused on continuous and binary responses where HTEs are traditionally estimated by a linear model, which allows the estimation of constant or heterogeneous effects even under certain model misspecifications. More complex models for survival, count, or ordinal outcomes require stricter assumptions to reliably estimate the treatment effect. Most importantly, the noncollapsibility issue necessitat…
Recently, many researchers have advanced data-driven methods for modeling heterogeneous treatment effects (HTEs). Even still, estimation of HTEs is a difficult task -- these methods frequently over- or under-estimate the treatment effects, leading to poor calibration of the resulting models. However, while many methods exist for evaluating the calibration of prediction and classification models, formal approaches to assess the calibration of HTE models are limited to the calibration slope. In this paper, we define an analogue of the \smash{($\ell_2$)} expected calibration error for HTEs, and p…
University of Oxford（牛津大学）；The Alan Turing Institute（阿兰·图灵研究所）；University of Cambridge（剑桥大学）；University of California, Los Angeles（加州大学洛杉矶分校）
Consider the problem of improving the estimation of conditional average treatment effects (CATE) for a target domain of interest by leveraging related information from a source domain with a different feature space. This heterogeneous transfer learning problem for CATE estimation is ubiquitous in areas such as healthcare where we may wish to evaluate the effectiveness of a treatment for a new patient population for which different clinical covariates and limited data are available. In this paper, we address this problem by introducing several building blocks that use representation learning to…
ETH Zurich（苏黎世联邦理工学院）；University of Cambridge（剑桥大学）；LMU Munich（慕尼黑大学）；The Alan Turing Institute（阿兰·图灵研究所）；UCLA（加州大学洛杉矶分校）
Estimating heterogeneous treatment effects is an important problem across many domains. In order to accurately estimate such treatment effects, one typically relies on data from observational studies or randomized experiments. Currently, most existing works rely exclusively on observational data, which is often confounded and, hence, yields biased estimates. While observational data is confounded, randomized data is unconfounded, but its sample size is usually too small to learn heterogeneous treatment effects. In this paper, we propose to estimate heterogeneous treatment effects by combining …
Georgia Institute of Technology（佐治亚理工学院）；Microsoft Research India（微软印度研究院）；Microsoft（微软）；Microsoft Research AI（微软人工智能研究院）
For many kinds of interventions, such as a new advertisement, marketing intervention, or feature recommendation, it is important to target a specific subset of people for maximizing its benefits at minimum cost or potential harm. However, a key challenge is that no data is available about the effect of such a prospective intervention since it has not been deployed yet. In this work, we propose a split-treatment analysis that ranks the individuals most likely to be positively affected by a prospective intervention using past observational data. Unlike standard causal inference methods, the spli…
Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved heterogeneous treatment effects by developing nonparametric tests under the standard exogenous instrumental variable assumption and allowing for endogenous treatment. Specifically, we propose Kolmogorov--Smirnov--type statistics that are consistent and simple to implement. To illustrate, we apply the proposed test method with two empirical applications: treatment effects of job training program on earnings as well a…
University of Cambridge（剑桥大学）；Chung-Ang University（中央大学）；University of California, Los Angeles（加利福尼亚大学洛杉矶分校）；The Alan Turing Institute（艾伦·图灵研究所）
We study the problem of inferring heterogeneous treatment effects from time-to-event data. While both the related problems of (i) estimating treatment effects for binary or continuous outcomes and (ii) predicting survival outcomes have been well studied in the recent machine learning literature, their combination -- albeit of high practical relevance -- has received considerably less attention. With the ultimate goal of reliably estimating the effects of treatments on instantaneous risk and survival probabilities, we focus on the problem of learning (discrete-time) treatment-specific condition…
The estimation of the treatment effect is often biased in the presence of unobserved confounding variables which are commonly referred to as hidden variables. Although a few methods have been recently proposed to handle the effect of hidden variables, these methods often overlook the possibility of any interaction between the observed treatment variable and the unobserved covariates. In this work, we address this shortcoming by studying a multivariate response regression problem with both unobserved and heterogeneous confounding variables of the form $Y=A^T X+ B^T Z+ \sum_{j=1}^{p} C^T_j X_j Z…
Massachusetts Institute of Technology（麻省理工学院）；Facebook（脸书）
Learning heterogeneous treatment effects (HTEs) is an important problem across many fields. Most existing methods consider the setting with a single treatment arm and a single outcome metric. However, in many real world domains, experiments are run consistently - for example, in internet companies, A/B tests are run every day to measure the impacts of potential changes across many different metrics of interest. We show that even if an analyst cares only about the HTEs in one experiment for one metric, precision can be improved greatly by analyzing all of the data together to take advantage of …
Estimating heterogeneous treatment effect is an important task in causal inference with wide application fields. It has also attracted increasing attention from machine learning community in recent years. In this work, we reinterpret the heterogeneous treatment effect estimation and propose ways to borrow strength from neural networks. We analyze the strengths and drawbacks of integrating neural networks into heterogeneous treatment effect estimation and clarify the aspects that need to be taken into consideration when designing a specific network. We proposed a specific network under our guid…
Estimating how a treatment affects units individually, known as heterogeneous treatment effect (HTE) estimation, is an essential part of decision-making and policy implementation. The accumulation of large amounts of data in many domains, such as healthcare and e-commerce, has led to increased interest in developing data-driven algorithms for estimating heterogeneous effects from observational and experimental data. However, these methods often make strong assumptions about the observed features and ignore the underlying causal model structure, which can lead to biased HTE estimation. At the s…
Estimating heterogeneous treatment effects is a well-studied topic in the statistics literature. More recently, it has regained attention due to an increasing need for precision medicine as well as the increased use of state-of-art machine learning methods in the estimation. Furthermore, estimating heterogeneous treatment effects is directly related to building an individualized treatment rule, which is a decision rule of treatment according to patient characteristics. This paper examines the connection and disconnection between these two research problems. Notably, a better estimation of the …
Big data and business analytics are critical drivers of business and societal transformations. Uplift models support a firm's decision-making by predicting the change of a customer's behavior due to a treatment. Prior work examines models for single treatments and binary customer responses. The paper extends corresponding approaches by developing uplift models for multiple treatments and continuous outcomes. This facilitates selecting an optimal treatment from a set of alternatives and estimating treatment effects in the form of business outcomes of continuous scale. Another contribution emerg…
The general idea of this article is to develop a Bayesian model with a flexible link function connecting an exponential family treatment response to a linear combination of covariates and a treatment indicator and the interaction between the two. Generalized linear models allowing data-driven link functions are often called "single-index models," and among popular semi-parametric modeling methods. In this article, we will focus on modeling heterogeneous treatment effects, with the goal of developing a treatment benefit index (TBI) incorporating prior information from historical data. This trea…
Multidimensional heterogeneity and endogeneity are important features of models with multiple treatments. We consider a heterogeneous coefficients model where the outcome is a linear combination of dummy treatment variables, with each variable representing a different kind of treatment. We use control variables to give necessary and sufficient conditions for identification of average treatment effects. With mutually exclusive treatments we find that, provided the heterogeneous coefficients are mean independent from treatments given the controls, a simple identification condition is that the ge…
