CRE
Interpretable Discovery and Inference of Heterogeneous Treatment Effects
Riccardo Cadei, Daniela Maria Garcia, Naeem Khoshnevis, Falco Joannes Bargagli Stoffi, Kwonsang Lee
Last update: 6 December 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 0.2.1, 0.2.2, 0.2.3, 0.1.0, 0.1.1, 0.2.0, 0.2.4, 0.2.5
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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