py-why / py-why/EconML

SingleTreePolicyInterpreter (causal forest) Follow-Up

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Description

Hi Keith,
@kbattocchi

I had a follow-up question on the SingleTreePolicyInterpreter (causal forest) Interpreter in general. My questions are:

  1. If I have 3 Y-variables (i.e. sales, retention, session duration), would be SingleTreePolicyInterpreter consider all 3 of them when building the policy tree and when calculating the [value - cost] in each leaf plus the overall "average policy gain" displayed at the top of the tree? or do I need to do this 3 times for each Y?
  2. For the parameter "sample_treatment_costs", I tried using a numpy array because for each user, the cost would be different (based on their LTV). Is that possible because when I tried it, it was expecting a double scalar. Is there any work-around or must this parameter be a constant?
  3. If my two Treatments are "discount" or "customer support", how do I know using the SingleTreePolicyInterpreter for which users"
- increase discounts for? (for insensitive users)
- decrease discounts for?(for sensitive users)
- increase customer support for? (for non-saavy users)
- decrease customer support for? (for saavy users)

Currently, my tree outputs only: "Discount" and "customer support" but not the direction (increase or decrease). How could I get to that? Do I need to work directly with the individual CATEs of each subject which drifts away from the SingleTreePolicyInterpreter approach?

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Research direction

Start with the SingleTreePolicyInterpreter entry point and its sample_treatment_costs parameter. Clarify whether multi-outcome policies, per-user treatment costs, and treatment direction are supported, then define the required API behavior and tests before implementation.

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Assessment

Tech stack
numpy, python
Domain
machine-learning
Issue type
Feature
Difficulty
5/5
Estimated time
Over a week
Activity status
Stale
Clarity
Needs clarification
Newbie friendliness
20/100

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