arXiv Machine Learning
Sep 16

Splitting the Difference: Interpretable Causal Forests for Treatment Effect Heterogeneity and Bias

The paper introduces a new algorithm that uses decision trees and random forests to estimate individual treatment effects while providing interpretability. It modifies the standard random forest splitting criterion by combining a heterogeneity-focused criterion with a bias-correction criterion, enabling the model to handle observational studies with varying treatment propensities without separately estimating propensity scores. The resulting tree structure directly reveals which features drive treatment effect differences, and simulation studies show the method matches or surpasses existing approaches in prediction accuracy while improving interpretability.

By Nicolas Alexander Ihlo, Merle Behr
Hugging Face Trending Papers
Jun 2

Tailoring Strictly Proper Scoring Rules for Downstream Tasks: An Application to Causal Inference

Probabilistic models are typically trained using task-agnostic objectives like log-loss, which can lead to significant errors in downstream estimation. This disconnect is especially critical in Inverse Probability Weighting (IPW) for causal inference, where propensity score errors near $0$ and $1$ often lead to high bias and variance.

arXiv Machine Learning
Jun 9

Transfer learning for causal forest

arXiv:2606. 07693v1 Announce Type: cross Abstract: Transfer learning addresses the challenge of transfering knowledge from one domain to another.

By B\'er\'enice-Alexia Jocteur (ICJ, PSPM), V\'eronique Maume-Deschamps (ICJ, PSPM), Pierre Ribereau (PSPM, ICJ)