andrewtavis / causeinfer

Machine learning based causal inference/uplift in Python
BSD 3-Clause "New" or "Revised" License
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Add reflective/pessimistic uplift #21

Closed andrewtavis closed 3 years ago

andrewtavis commented 3 years ago

Further baseline causal inference models that could be added are reflective and pessimistic uplift from Shaar, et al (2016). These should be able to be implemented using the current base modeling classes from base_models.py.

The paper in question is:

Shaar, A., Abdessalem, T. and Segard, O (2016). “Pessimistic Uplift Modeling”. ACM SIGKDD, August 2016, San Francisco, California, USA.

These were shown to have poor performance in the review Devriendt, F. et al. (2018), but ease of implementation and the no free lunch principle of causal inference makes them something to add.

Files to create:

These models would then be applied in the various examples, tests would need to be written for them, and they would need to be added to the documentation.

andrewtavis commented 3 years ago

Will be closed once example scripts and readme images have been updated.