CRE (Q64567)
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Interpretable Discovery and Inference of Heterogeneous Treatment Effects
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| default for all languages | No label defined |
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| English | CRE |
Interpretable Discovery and Inference of Heterogeneous Treatment Effects |
Statements
6 December 2023
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Provides a new method for interpretable heterogeneous treatment effects characterization in terms of decision rules via an extensive exploration of heterogeneity patterns by an ensemble-of-trees approach, enforcing high stability in the discovery. It relies on a two-stage pseudo-outcome regression, and it is supported by theoretical convergence guarantees. Bargagli-Stoffi, F. J., Cadei, R., Lee, K., & Dominici, F. (2023) Causal rule ensemble: Interpretable Discovery and Inference of Heterogeneous Treatment Effects. arXiv preprint <arXiv:2009.09036>.
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