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Causal Post-Processing of Predictive Models

arXiv 2406.09567 ↗First posted 13 Jun 2024stat.ML cs.LGcited by 0

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Abstract (arXiv)

Organizations increasingly rely on predictive models to decide who should be targeted for interventions, such as marketing campaigns, customer retention offers, or medical treatments. Yet these models are usually built to predict outcomes (e.g., likelihood of purchase or churn), not the actual impact of an intervention. As a result, the scores (predicted values) they produce are often imperfect guides for allocating resources. Causal effects can be estimated with randomized experiments, but experiments are costly, limited in scale, and tied to specific actions. We propose causal post-processing (CPP), a family of techniques that uses limited experimental data to refine the outputs of predictive models, so they better align with causal decision making. The CPP family spans approaches that trade off flexibility against data efficiency, unifying existing methods and motivating new ones. Through simulations and an empirical study in digital advertising, we show that CPP can improve intervention decisions, particularly when predictive models capture a useful but imperfect causal signal. Our results show how organizations can combine predictive modeling with experimental evidence to make more effective and scalable intervention decisions.

Key facts. No citing papers in the map yet (data through 7 Oct 2026). Builds on 10 of its 37 references that are in the map. First posted on arXiv 13 Jun 2024.

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References · 10

  1. 2015Estimation and Inference of Heterogeneous Treatment Effects using Random Forestscited by 597
  2. 2017Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learningcited by 475
  3. 2017Quasi-Oracle Estimation of Heterogeneous Treatment Effectscited by 328
  4. 2015Recursive Partitioning for Heterogeneous Causal Effectscited by 254
  5. 2017Automated versus do-it-yourself methods for causal inference: Lessons learned from a data analysis competitioncited by 106
  6. 2021Evaluating Treatment Prioritization Rules via Rank-Weighted Average Treatment Effectscited by 29
  7. 2020Learning to rank for uplift modelingcited by 18
  8. 2020A Comparison of Methods for Treatment Assignment with an Application to Playlist Generationcited by 9
  9. 2016Combining observational and experimental data to find heterogeneous treatment effectscited by 8
  10. 2023Machine Learning Who to Nudge: Causal vs Predictive Targeting in a Field Experiment on Student Financial Aid Renewalcited by 8

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