arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 2302.01563cs.LG
收藏

基于因果推理的单枝枚举树的可扩展性建模

Causal Inference Based Single-branch Ensemble Trees For Uplift Modeling

Everbright Technology Co. LTD(光大科技有限公司)

Fanglan Zheng, Menghan Wang, Kun Li, Jiang Tian, Xiaojia Xiang

摘要:

在这篇手稿(MS)中,我们提出了因果推理为基础的单分支集成树隆起建模,即CIET。与预测概率建模的标准分类方法不同,CIET旨在实现由行为或治疗引起的结果预测概率的变化。根据我们的CIET,两个划分标准是专门设计的,以最大限度地提高治疗组和对照组之间的结果分布差异。接下来,一个新的单分支树是建立通过采取自顶向下的节点划分方法,和其余的样本进行审查,因为他们没有被覆盖的上层节点划分逻辑。在删失数据上重复树的构建过程,从而形成具有一组推理规则的单分支集成树。此外,实验表明,CIET优于以往的隆升模拟方法在隆升曲线下的面积(AUUC)和基尼系数显着。目前,信投贷已在国内某国家级金融控股集团应用于线上个人贷款。CIET还将有助于分析师将机器学习技术应用于更广泛的商业领域,如网络广告,医学和经济学的因果推理。

英文摘要:

In this manuscript (ms), we propose causal inference based single-branch ensemble trees for uplift modeling, namely CIET. Different from standard classification methods for predictive probability modeling, CIET aims to achieve the change in the predictive probability of outcome caused by an action or a treatment. According to our CIET, two partition criteria are specifically designed to maximize the difference in outcome distribution between the treatment and control groups. Next, a novel single-branch tree is built by taking a top-down node partition approach, and the remaining samples are censored since they are not covered by the upper node partition logic. Repeating the tree-building process on the censored data, single-branch ensemble trees with a set of inference rules are thus formed. Moreover, CIET is experimentally demonstrated to outperform previous approaches for uplift modeling in terms of both area under uplift curve (AUUC) and Qini coefficient significantly. At present, CIET has already been applied to online personal loans in a national financial holdings group in China. CIET will also be of use to analysts applying machine learning techniques to causal inference in broader business domains such as web advertising, medicine and economics.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑