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Many libraries have recently emerged that offer implementations of algorithms for heterogeneous treatment effect estimation (or, CATE estimation). The most well
by TaXxEr 5y ago
Many libraries have recently emerged that offer implementations of algorithms for heterogeneous treatment effect estimation (or, CATE estimation). The most well-known examples are Microsoft's EconML (https://github.com/microsoft/EconML https://github.com/microsoft/EconML) and Uber's CausalML (https://github.com/uber/causalml https://github.com/uber/causalml). Existing libraries require all data to fit in memory, which is often a limitation for industry applications on web scale datasets. Booking.com's new library offers similar functionality on top of Spark, enabling web scale uplift modeling.