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We study the problem of selecting covariates for unbiased estimation of the total causal effect.Existing approaches typically rely on global causal structure learning over all variables, or on strong assumptions such as causal sufficiency -…

Machine Learning · Statistics 2026-05-22 Zeyu Liu , Zheng Li , Feng Xie , Yan Zeng , Hao Zhang , Kun Zhang

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Methodology · Statistics 2018-04-06 Susan Athey , Julie Tibshirani , Stefan Wager

When using machine learning for imbalanced binary classification problems, it is common to subsample the majority class to create a (more) balanced training dataset. This biases the model's predictions because the model learns from data…

Machine Learning · Computer Science 2025-11-03 Nathan Phelps , Daniel J. Lizotte , Douglas G. Woolford

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

Causal forest methods are powerful tools in causal inference. Similar to traditional random forest in machine learning, causal forest independently considers each causal tree. However, this independence consideration increases the…

Machine Learning · Statistics 2025-07-08 Yiran Dong , Di Fan , Chuanhou Gao

Causal questions are omnipresent in many scientific problems. While much progress has been made in the analysis of causal relationships between random variables, these methods are not well suited if the causal mechanisms only manifest…

Methodology · Statistics 2020-09-23 Nicola Gnecco , Nicolai Meinshausen , Jonas Peters , Sebastian Engelke

This paper develops a sparsity-inducing version of Bayesian Causal Forests, a recently proposed nonparametric causal regression model that employs Bayesian Additive Regression Trees and is specifically designed to estimate heterogeneous…

Methodology · Statistics 2021-11-17 Alberto Caron , Gianluca Baio , Ioanna Manolopoulou

Probability trees are one of the simplest models of causal generative processes. They possess clean semantics and -- unlike causal Bayesian networks -- they can represent context-specific causal dependencies, which are necessary for e.g.…

Artificial Intelligence · Computer Science 2020-11-13 Tim Genewein , Tom McGrath , Grégoire Déletang , Vladimir Mikulik , Miljan Martic , Shane Legg , Pedro A. Ortega

Over the past decade, random forest models have become widely used as a robust method for high-dimensional data regression tasks. In part, the popularity of these models arises from the fact that they require little hyperparameter tuning…

Machine Learning · Computer Science 2020-03-18 Shipra Malhotra , John Karanicolas

Existing ordinal trees and random forests typically use scores that are assigned to the ordered categories, which implies that a higher scale level is used. Versions of ordinal trees are proposed that take the scale level seriously and…

Methodology · Statistics 2021-02-02 Gerhard Tutz

Progress in probabilistic generative models has accelerated, developing richer models with neural architectures, implicit densities, and with scalable algorithms for their Bayesian inference. However, there has been limited progress in…

Machine Learning · Statistics 2017-10-31 Dustin Tran , David M. Blei

We propose the orthogonal random forest, an algorithm that combines Neyman-orthogonality to reduce sensitivity with respect to estimation error of nuisance parameters with generalized random forests (Athey et al., 2017)--a flexible…

Machine Learning · Computer Science 2019-09-27 Miruna Oprescu , Vasilis Syrgkanis , Zhiwei Steven Wu

This paper provides a link between causal inference and machine learning techniques - specifically, Classification and Regression Trees (CART) - in observational studies where the receipt of the treatment is not randomized, but the…

Machine Learning · Computer Science 2019-05-23 Falco J. Bargagli-Stoffi , Giorgio Gnecco

It has been said, arguably, that causality analysis should pave a promising way to interpretable deep learning and generalization. Incorporation of causality into artificial intelligence (AI) algorithms, however, is challenged with its…

Artificial Intelligence · Computer Science 2024-02-22 X. San Liang , Dake Chen , Renhe Zhang

The identification of heterogeneous treatment effects (HTE) across subgroups is of significant interest in clinical trial analysis. Several state-of-the-art HTE estimation methods, including causal forests, apply recursive partitioning for…

Methodology · Statistics 2025-06-10 Vik Shirvaikar , Andrea Storås , Xi Lin , Chris Holmes

Adapting machine learning algorithms to better handle the presence of clusters or batch effects within training datasets is important across a wide variety of biological applications. This article considers the effect of ensembling Random…

Machine Learning · Statistics 2025-04-01 Maya Ramchandran , Rajarshi Mukherjee , Giovanni Parmigiani

Causality has the potential to truly transform the way we solve a large number of real-world problems. Yet, so far, its potential largely remains to be unlocked as causality often requires crucial assumptions which cannot be tested in…

Machine Learning · Computer Science 2024-02-15 Jeroen Berrevoets , Krzysztof Kacprzyk , Zhaozhi Qian , Mihaela van der Schaar

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao

Knowing the effect of an intervention is critical for human decision-making, but current approaches for causal effect estimation rely on manual data collection and structuring, regardless of the causal assumptions. This increases both the…

Machine Learning · Computer Science 2024-10-29 Nikita Dhawan , Leonardo Cotta , Karen Ullrich , Rahul G. Krishnan , Chris J. Maddison

Tree-based algorithms such as random forests and gradient boosted trees continue to be among the most popular and powerful machine learning models used across multiple disciplines. The conventional wisdom of estimating the impact of a…

Machine Learning · Statistics 2022-01-03 Markus Loecher , Qi Wu
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