tufts-ml / ml-research-reading-lists

Useful Reading Lists on topics of active research (PI: Mike Hughes)
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Random forests and heterogeneous treatment effects #1

Open michaelchughes opened 5 years ago

michaelchughes commented 5 years ago

First, you can learn about decision trees and random forests

Ch. 8: Tree-based methods Textbook: An Introduction to Statistical Learning James, Witten, Hastie, and R. Tibshirani http://faculty.marshall.usc.edu/gareth-james/ISL/ISLR%20Seventh%20Printing.pdf

Dive deep into random forests

Ch. 15: Random forests Textbook: The Elements of Statistical Learning Hastie, R. Tibshirani and Friedman https://web.stanford.edu/~hastie/ElemStatLearn/

Random forests Journal article Leo Breiman https://www.stat.berkeley.edu/~breiman/randomforest2001.pdf

Generalized random forests

Generalized Random Forests Athey, J. Tibshirani, and Wager https://arxiv.org/pdf/1610.01271.pdf

Recursive partitioning for heterogeneous causal effects Athey and Imbens https://www.pnas.org/content/113/27/7353

Estimation and Inference of HTE using Random Forests Wager and Athey https://www.tandfonline.com/doi/full/10.1080/01621459.2017.1319839