grf
swMATH27871CRANgrfMaRDI QIDQ39585FDOQ39585
Generalized Random Forests
Erik Sverdrup, Julie Tibshirani, Stefan Wager, Susan Athey
Last update: 25 February 2024
Copyright license: GNU General Public License, version 3.0
Software version identifier: 2.2.1, 2.3.0, 0.9.2, 0.9.3, 0.9.4, 0.9.5, 0.9.6, 0.10.0, 0.10.1, 0.10.2, 0.10.3, 0.10.4, 1.0.0, 1.0.1, 1.1.0, 1.2.0, 2.0.0, 2.0.1, 2.0.2, 2.1.0, 2.2.0, 2.2.1, 2.3.0, 2.3.1, 2.3.2
Source code repository: https://github.com/cran/grf
Forest-based statistical estimation and inference. GRF provides non-parametric methods for heterogeneous treatment effects estimation (optionally using right-censored outcomes, multiple treatment arms or outcomes, or instrumental variables), as well as least-squares regression, quantile regression, and survival regression, all with support for missing covariates.
Cited In (49)
- To do or not to do? Cost-sensitive causal classification with individual treatment effect estimates
- qeML
- A Pliable Lasso
- Comment: Invariance and causal inference
- Semiparametric estimation for average causal effects using propensity score-based spline
- Estimation and Validation of Ratio-based Conditional Average Treatment Effects Using Observational Data
- Minimax optimal rates for Mondrian trees and forests
- Response transformation and profit decomposition for revenue uplift modeling
- Targeted smooth Bayesian causal forests: an analysis of heterogeneous treatment effects for simultaneous vs. interval medical abortion regimens over gestation
- Asymptotic properties of high-dimensional random forests
- Distributional regression forests for probabilistic precipitation forecasting in complex terrain
- Transformation boosting machines
- Bayesian regression tree models for causal inference: regularization, confounding, and heterogeneous effects (with discussion)
- Title not available (Why is that?)
- Recent advances in statistical methodologies in evaluating program for high-dimensional data
- Learning causal effect using machine learning with application to China's typhoon
- Discussion of Kallus (2020) and Mo, Qi, and Liu (2020): New Objectives for Policy Learning
- Nonparametric C- and D-vine-based quantile regression
- Predictive Distribution Modeling Using Transformation Forests
- Title not available (Why is that?)
- Manifold Oblique Random Forests: Towards Closing the Gap on Convolutional Deep Networks
- Two-stage least squares random forests with an application to Angrist and Evans (1998)
- Dimension Reduction Forests: Local Variable Importance Using Structured Random Forests
- Learning When-to-Treat Policies
- Doubly robust treatment effect estimation with missing attributes
- Title not available (Why is that?)
- policytree
- Ordinal trees and random forests: score-free recursive partitioning and improved ensembles
- causalweight
- Robust Inference of Conditional Average Treatment Effects Using Dimension Reduction
- An embedded model estimator for non-stationary random functions using multiple secondary variables
- htetree
- aggTrees
- EpiForsk
- longsurr
- Linear Aggregation in Tree-Based Estimators
- Uncertainty quantification for honest regression trees
- Augmented minimax linear estimation
- A Two-Part Framework for Estimating Individualized Treatment Rules From Semicontinuous Outcomes
- evalITR
- Regularizing Double Machine Learning in Partially Linear Endogenous Models
- Cross-Validation, Risk Estimation, and Model Selection: Comment on a Paper by Rosset and Tibshirani
- Bounds on the conditional and average treatment effect with unobserved confounding factors
- Targeting customers under response-dependent costs
- Random Forest Adjustment for Approximate Bayesian Computation
- Towards convergence rate analysis of random forests for classification
- A distance-based test of independence between two multivariate time series
- A Semiparametric Instrumental Variable Approach to Optimal Treatment Regimes Under Endogeneity
- Local Linear Forests
This page was built for software: grf
