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Causal Inference and Machine Learning in Practice with EconML and CausalML

Authors :
Yifeng Wu
Keith Battocchi
Maggie Hei
Totte Harinen
Jing Pan
Huigang Chen
Eleanor Dillon
Greg Lewis
Jeong-Yoon Lee
Miruna Oprescu
Vasilis Syrgkanis
Paul Lo
Source :
KDD
Publication Year :
2021
Publisher :
ACM, 2021.

Abstract

In recent years, both academic research and industry applications see an increased effort in using machine learning methods to measure granular causal effects and design optimal policies based on these causal estimates. Open source packages such as CausalML and EconML provide a unified interface for applied researchers and industry practitioners with a variety of machine learning methods for causal inference. The tutorial will cover the topics including conditional treatment effect estimators by meta-learners and tree-based algorithms, model validations and sensitivity analysis, optimization algorithms including policy leaner and cost optimization. In addition, the tutorial will demonstrate the production of these algorithms in industry use cases.

Details

Database :
OpenAIRE
Journal :
Proceedings of the 27th ACM SIGKDD Conference on Knowledge Discovery & Data Mining
Accession number :
edsair.doi...........1f69ea2642d1f1562d8c65ecf7e078e5
Full Text :
https://doi.org/10.1145/3447548.3470792