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uber / causalml

Uplift modeling and causal inference with machine learning algorithms
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FilterSelect for regression problems #319

Closed shaddyab closed 3 years ago

shaddyab commented 3 years ago

**Problem The current filter methods in FilterSelect are limited to classification problem where the outcome variable is categorical (The only exception is the F filter which is also appropriate for regression problems).

**Solution: Generalize the filters to uplift modeling regression problems

t-tte commented 3 years ago

We're eventually planning to do this but there is no exact timeframe at this point.

cc @zhenyuz0500