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It is often critical for prediction models to be robust to distributional shifts between training and testing data. From a causal perspective, the challenge is to distinguish the stable causal relationships from the unstable spurious…

Machine Learning · Computer Science 2021-01-15 Shuxi Zeng , Murat Ali Bayir , Joesph J. Pfeiffer , Denis Charles , Emre Kiciman

Causal effect estimation aims at estimating the Average Treatment Effect as well as the Conditional Average Treatment Effect of a treatment to an outcome from the available data. This knowledge is important in many safety-critical domains,…

Machine Learning · Statistics 2024-04-02 Niki Kiriakidou , Ioannis E. Livieris , Christos Diou

This article walks through how to estimate conditional average treatment effects (CATEs) with right-censored time-to-event outcomes using the function causal_survival_forest (Cui et al., 2023) in the R package grf (Athey et al., 2019,…

Computation · Statistics 2024-02-27 Erik Sverdrup , Stefan Wager

Uplift modeling is a rapidly growing approach that utilizes causal inference and machine learning methods to directly estimate the heterogeneous treatment effects, which has been widely applied to various online marketplaces to assist…

Machine Learning · Statistics 2022-09-27 Shu Wan , Chen Zheng , Zhonggen Sun , Mengfan Xu , Xiaoqing Yang , Hongtu Zhu , Jiecheng Guo

Data analysis and machine learning have become an integrative part of the modern scientific methodology, providing automated techniques to predict further information based on observations. One of these classification and regression…

Computer Vision and Pattern Recognition · Computer Science 2019-01-07 Mario Amrehn , Firas Mualla , Elli Angelopoulou , Stefan Steidl , Andreas Maier

Over the past years, many applications aim to assess the causal effect of treatments assigned at the community level, while data are still collected at the individual level among individuals of the community. In many cases, one wants to…

Applications · Statistics 2020-06-16 Chi Zhang , Jennifer Ahern , Mark J. van der Laan , Oleg Sofrygin

Random Forests and Gradient Boosting are among the most effective algorithms for supervised learning on tabular data. Both belong to the class of tree-based ensemble methods, where predictions are obtained by aggregating many randomized…

Machine Learning · Statistics 2025-12-02 Mehdi Dagdoug , Clement Dombry , Jean-Jil Duchamps

Random Forests (RF) are among the most powerful and widely used predictive models for centralized tabular data, yet few methods exist to adapt them to the federated learning setting. Unlike most federated learning approaches, the…

Machine Learning · Statistics 2026-05-08 Rémi Khellaf , Erwan Scornet , Aurélien Bellet , Julie Josse

In this paper, we introduce a unified estimator to analyze various treatment effects in causal inference, including but not limited to the average treatment effect (ATE) and the quantile treatment effect (QTE). The proposed estimator is…

Methodology · Statistics 2025-03-31 Kuan-Hsun Wu , Li-Pang Chen

We address a core problem in causal inference: estimating heterogeneous treatment effects using panel data with general treatment patterns. Many existing methods either do not utilize the potential underlying structure in panel data or have…

Machine Learning · Statistics 2024-06-11 Retsef Levi , Elisabeth Paulson , Georgia Perakis , Emily Zhang

Randomized controlled trials play an important role in how Internet companies predict the impact of policy decisions and product changes. In these `digital experiments', different units (people, devices, products) respond differently to the…

Applications · Statistics 2015-12-21 Matt Taddy , Matt Gardner , Liyun Chen , David Draper

Average and conditional treatment effects are fundamental causal quantities used to evaluate the effectiveness of treatments in various critical applications, including clinical settings and policy-making. Beyond the gold-standard…

Estimation of conditional average treatment effects (CATEs) plays an essential role in modern medicine by informing treatment decision-making at a patient level. Several metalearners have been proposed recently to estimate CATEs in an…

Applications · Statistics 2022-09-07 Yizhe Xu , Nikolaos Ignatiadis , Erik Sverdrup , Scott Fleming , Stefan Wager , Nigam Shah

Understanding causal heterogeneous treatment effects based on pretreatment covariates is a crucial aspect of empirical work. Building on Calonico, Cattaneo, Farrell, Palomba, and Titiunik (2025), this article discusses the software package…

There is an increasing interest in estimating heterogeneity in causal effects in randomized and observational studies. However, little research has been conducted to understand heterogeneity in an instrumental variables study. In this work,…

Methodology · Statistics 2021-01-20 Michael Johnson , Jiongyi Cao , Hyunseung Kang

Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in…

Machine Learning · Computer Science 2025-10-28 Dimitris Bertsimas , Yubing Cui

This paper introduces the Difference-in-Differences Bayesian Causal Forest (DiD-BCF), a novel non-parametric model addressing key challenges in DiD estimation, such as staggered adoption and heterogeneous treatment effects. DiD-BCF provides…

Methodology · Statistics 2025-06-10 Hugo Gobato Souto , Francisco Louzada Neto

Robust decision making involves making decisions in the presence of uncertainty and is often used in critical domains such as healthcare, supply chains, and finance. Causality plays a crucial role in decision-making as it predicts the…

Methodology · Statistics 2025-07-23 Saideep Nannapaneni , Joseph Sakaya , Kyle Caron , Pedro HM Albuquerque , Zaid Tashman

Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that optimise overall…

Econometrics · Economics 2023-10-04 Julia Hatamyar , Noemi Kreif

Random forests is a common non-parametric regression technique which performs well for mixed-type data and irrelevant covariates, while being robust to monotonic variable transformations. Existing random forest implementations target…

Machine Learning · Statistics 2018-05-04 Taylor Pospisil , Ann B. Lee