In this manuscript (ms), we propose causal inference based single-branch ensemble trees for uplift modeling, namely CIET. Different from standard classification methods for predictive probability modeling, CIET aims to achieve the change in the predictive probability of outcome caused by an action or a treatment. According to our CIET, two partition criteria are specifically designed to maximize the difference in outcome distribution between the treatment and control groups. Next, a novel single-branch tree is built by taking a top-down node partition approach, and the remaining samples are censored since they are not covered by the upper node partition logic. Repeating the tree-building process on the censored data, single-branch ensemble trees with a set of inference rules are thus formed. Moreover, CIET is experimentally demonstrated to outperform previous approaches for uplift modeling in terms of both area under uplift curve (AUUC) and Qini coefficient significantly. At present, CIET has already been applied to online personal loans in a national financial holdings group in China. CIET will also be of use to analysts applying machine learning techniques to causal inference in broader business domains such as web advertising, medicine and economics.
翻译:在这份手稿(ms)中,我们提出了用于升级模型的、基于因果推导的单分管混合树,即CIET。不同于预测概率模型的标准分类方法,CIET旨在改变由行动或治疗导致的结果的预测概率。根据我们的CIET,有两个分隔标准是专门设计的,以最大限度地扩大治疗和控制组之间结果分配的差异。接下来,通过上下节点分割法建造了一个新的单分管树,其余样本由于不受上节点分隔逻辑的覆盖而受到审查。在受审查的数据上方重复树木建设过程,因此形成了一套推断规则的单管堆树。此外,CIET实验性地证明,在提高升级曲线(AUUUC)和Qini系数下两个区域的成果分配方面,比以前的方法都大得多。目前,CIET已经应用于中国国家金融控股集团的在线个人贷款。CET医学还将用于分析师,应用机器技术在更广泛的网络商业领域进行因果学。