Comments (5)
Propensity score is used to compute CATE (uplift score).
The range of propensity score, which is estimated probability to be treated, is between 0 and +1.
CATE is difference of probability values, so the range is between -1 and +1.
You can find explanation at:
https://github.com/Minyus/causallift/blob/develop/README.md
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Is it necessary to calculate propensity?
I have an A/B test, therefore, I know which samples are treated and which are not.
Later I plan to use Causallift model for later predictions on new data. If I do not need propensity for now since I use A/B test, do I need it for prediction?
May I ask you to explain what is this propensity for and what does it mean?
Thanks
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For A/B test (RCT) data, propensity score estimation is not needed, so you can set enable_ipw
False.
CausalLift(train_df, test_df, enable_ipw=False)
For observational data (data not from A/B Test or RCT), treatment should have been chosen based on a different probability (propensity score) for each sample, so IPW (Inverse Probability Weighting) using propensity score can be used optionally.
CausalLift(train_df, test_df, enable_ipw=True)
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Thanks for your respond. So it means when I use A/B test data for training the model, I do not need to have propensity but later when I want to use mode for later prediction I have to put enable_ipw= True
That is true?
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That is true?
No.
I added explanation in the following sections in README.md.
https://github.com/Minyus/causallift#how-causallift-works
https://github.com/Minyus/causallift#how-to-run-inferrence-prediction-of-cate-for-new-data-with-treatment-and-outcome-unknown
enable_ipw
flag is used only during training.
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Related Issues (20)
- Using Causallift for later predition HOT 23
- Generated data are random data? HOT 3
- Order of features in train and new data HOT 5
- Some clarification about the code HOT 14
- Is there a causal modeling for multiple treatments? HOT 5
- cl.estimate_cate_by_2_models() does not work with XGBoost version 1.0.2 HOT 4
- Question Code & Result HOT 6
- Examples with Observational data HOT 2
- Error regarding to base_score HOT 2
- How do we can give separtae scale_pos_weight for two separated models? HOT 1
- A question about train.df and test.df HOT 1
- ValueError: Input contains NaN, infinity or a value too large for dtype('float64'). HOT 2
- TypeError: run() missing 1 required positional argument: 'hook_manager' HOT 2
- XGBooster Invalid missing value: null HOT 1
- pipeline issue (Kedro?) HOT 1
- Getting Json Formatter error HOT 1
- The robustness of uplift HOT 1
- The effect of Stratify = ['Treatment'] HOT 3
- A clear explanation HOT 1
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