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Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

统计方法学 · 统计学 2019-11-15 Suofei Wu , Jan Hannig , Thomas C. M. Lee

We study various types of consistency of honest decision trees and random forests in the regression setting. In contrast to related literature, our proofs are elementary and follow the classical arguments used for smoothing methods. Under…

统计方法学 · 统计学 2026-05-21 Martin Bladt , Rasmus Frigaard Lemvig

Recursive decision trees are widely used to estimate heterogeneous causal treatment effects in experimental and observational studies. These methods are typically implemented using CART-type recursive partitioning and are often viewed as…

统计理论 · 数学 2026-03-19 Matias D. Cattaneo , Jason M. Klusowski , Ruiqi Rae Yu

We apply causal forests to a dataset derived from the National Study of Learning Mindsets, and consider resulting practical and conceptual challenges. In particular, we discuss how causal forests use estimated propensity scores to be more…

统计方法学 · 统计学 2019-02-21 Susan Athey , Stefan Wager

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

统计方法学 · 统计学 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

统计方法学 · 统计学 2017-07-11 Stefan Wager , Susan Athey

Causal random forests provide efficient estimates of heterogeneous treatment effects. However, forest algorithms are also well-known for their black-box nature, and therefore, do not characterize how input variables are involved in…

机器学习 · 统计学 2023-08-08 Clément Bénard , Julie Josse

Estimation of individual treatment effect in observational data is complicated due to the challenges of confounding and selection bias. A useful inferential framework to address this is the counterfactual (potential outcomes) model which…

机器学习 · 统计学 2017-01-23 Min Lu , Saad Sadiq , Daniel J. Feaster , Hemant Ishwaran

In this paper we study the problems of estimating heterogeneity in causal effects in experimental or observational studies and conducting inference about the magnitude of the differences in treatment effects across subsets of the…

机器学习 · 统计学 2022-06-08 Susan Athey , Guido Imbens

Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…

统计方法学 · 统计学 2023-03-01 Yifan Cui , Michael R. Kosorok , Erik Sverdrup , Stefan Wager , Ruoqing Zhu

Flexible machine learning tools are increasingly used to estimate heterogeneous treatment effects. This paper gives an accessible tutorial demonstrating the use of the causal forest algorithm, available in the R package grf. We start with a…

应用统计 · 统计学 2024-12-17 Erik Sverdrup , Maria Petukhova , Stefan Wager

Identifying covariates that modify treatment effects is a central problem in causal inference. Yet existing data-adaptive procedures do not provide finite-sample control over the expected number of false discoveries, risking spurious…

统计方法学 · 统计学 2026-05-12 Falco J. Bargagli-Stoffi , Omar Melikechi

Estimation of heterogeneous treatment effects (HTE) is of prime importance in many disciplines, ranging from personalized medicine to economics among many others. Random forests have been shown to be a flexible and powerful approach to HTE…

统计方法学 · 统计学 2025-10-07 Susanne Dandl , Torsten Hothorn , Heidi Seibold , Erik Sverdrup , Stefan Wager , Achim Zeileis

This study proposes an end-to-end algorithm for policy learning in causal inference. We observe data consisting of covariates, treatment assignments, and outcomes, where only the outcome corresponding to the assigned treatment is observed.…

计量经济学 · 经济学 2025-12-30 Masahiro Kato

Recommending the best course of action for an individual is a major application of individual-level causal effect estimation. This application is often needed in safety-critical domains such as healthcare, where estimating and communicating…

机器学习 · 计算机科学 2020-10-26 Andrew Jesson , Sören Mindermann , Uri Shalit , Yarin Gal

Uncovering the heterogeneity of causal effects of policies and business decisions at various levels of granularity provides substantial value to decision makers. This paper develops new estimation and inference procedures for multiple…

计量经济学 · 经济学 2019-07-08 Michael Lechner

While data-driven predictive models are a strictly technological construct, they may operate within a social context in which benign engineering choices entail implicit, indirect and unexpected real-life consequences. Fairness of such…

机器学习 · 计算机科学 2024-07-11 Kacper Sokol , Meelis Kull , Jeffrey Chan , Flora Salim

Consider the problem of estimating the causal effect of some attribute of a text document; for example: what effect does writing a polite vs. rude email have on response time? To estimate a causal effect from observational data, we need to…

机器学习 · 统计学 2023-02-09 Lin Gui , Victor Veitch

Understanding and inferencing Heterogeneous Treatment Effects (HTE) and Conditional Average Treatment Effects (CATE) are vital for developing personalized treatment recommendations. Many state-of-the-art approaches achieve inspiring…

机器学习 · 计算机科学 2024-08-28 Chan Hsu , Jun-Ting Wu , Yihuang Kang

Consider the problem of estimating average treatment effects when a large number of covariates are used to adjust for possible confounding through outcome regression and propensity score models. The conventional approach of model building…

统计理论 · 数学 2018-01-31 Zhiqiang Tan
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