UpliftBench: Revealing Outcome-Regime and Objective Mismatch in Uplift Evaluation
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Abstract (arXiv)
Uplift modeling (conditional-average-treatment-effect estimation) drives personalized targeting, yet published uplift benchmarks frequently disagree on which estimator performs best; we show the disagreement is substantially about metrics, not models. UpliftBench evaluates 12 uplift estimators under an outer-test-isolated, multi-objective protocol across seven dataset families; its two findings are identified where a reference objective exists -- F1 on the standard continuous benchmark (IHDP), F2 in a within-sample case study on Jobs. On that benchmark, Qini shows no detectable alignment with effect accuracy -- across all 100 IHDP realizations its mean rank correlation with effect accuracy is +0.07, 95% CI [-0.03, +0.16] -- while AUUC is consistently more aligned (paired prefix-mean-AUUC-over-Qini gap +0.49 [+0.40, +0.59]; the shipped cumulative-gain AUUC aligns better still, +0.73). On Jobs, ranking metrics are structurally insufficient for a sign-threshold policy because they discard the score level; empirically, within the released split-rotation analysis direct policy-risk selection yields lower benchmark regret than random model selection while Qini, AUUC, and uplift-at-k do not (14-15% regret). Calibrating the decision threshold removes 81% of the Qini-selection regret. Both findings are bounded, not universal: F1 is not detected on either validation family (the ACIC and Revenue-Synthetic gaps are both indistinguishable from zero), and F2 vanishes under a budgeted-value objective where rank suffices. UpliftBench releases versioned loaders, fixed protocols, result artifacts, and a reproducible living leaderboard; the public repository accompanies the paper.
Key facts. Cited by 1 paper in the map (data through 14 Oct 2026). Builds on 10 of its 43 references that are in the map. First posted on arXiv 2 Aug 2026.
Builds on
10 of 43 references.
References · 10
- 2015Estimation and Inference of Heterogeneous Treatment Effects using Random Forestscited by 600
- 2017Meta-learners for Estimating Heterogeneous Treatment Effects using Machine Learningcited by 478
- 2018Accurate Uncertainties for Deep Learning Using Calibrated Regressioncited by 422
- 2017Quasi-Oracle Estimation of Heterogeneous Treatment Effectscited by 332
- 2017Automated versus do-it-yourself methods for causal inference: Lessons learned from a data analysis competitioncited by 106
- 2020CausalML: Python Package for Causal Machine Learningcited by 74
- 2021Evaluating Treatment Prioritization Rules via Rank-Weighted Average Treatment Effectscited by 31
- 2022Empirical Analysis of Model Selection for Heterogeneous Causal Effect Estimationcited by 25
- 2024Rankability-enhanced Revenue Uplift Modeling Framework for Online Marketingcited by 12
- 2026Evaluating Uplift Modeling under Structural Biases: Insights into Metric Stability and Model Robustnesscited by 1
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Citing papers per year: 2026: 1.
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