AutoUM: A Python Framework for Automatically Evaluating various Uplift Modeling Algorithms to Estimate Individual Treatment Effects

This Python framework can be used to evaluate multiple methods that predict the potential benefit of a treatment at an individual level. It provides an interface that allows to estimate the Uplift (also called Conditional Average Treatment Effect (CATE), or Individual Treatment Effect (ITE)) from experimental data with a binary treatment indiciator (customers are either treated or not) and a binary response variable (customers either respond or not).

Typical use cases include:

• (Proactive) churn prevention
• Up-/Cross-selling
• Customer acquisition

Algorithms and Packages

The framework currently supports the following approaches:

• "General" Two Model Approach [1]
• X-Learner (Künzel et al. 2019) [1]
• Lai's Generalization (Kane et al. 2014) [2]
• Class Variable Transformation (Jaskowski and Jaroszewicz 2012) [3]
• Delta-Delta Pi (DDP) (Hansotia & Rukstales 2002) [4]
• Uplift Random Forest with KL-, ED-, CHI- based splitting criterion (Rzepakowski and Jaroszewicz 2012) [5]
• Contextual Treatment Selection (Zhao et al. 2017) [6]
• Interaction Tree (Su et al. 2009) [7]
• Conditional Interaction Tree (Su et al. 2012) [8]
• Generalized Random Forest (Athey et al. 2019) [9]
• S-Learner (e.g., Künzel et al. 2019) [1]
• Treatment Dummy Approach (Lo 2002) [10]
• Bayesian Causal Forest (Hahn et al. 2020) [11]
• R-Learner (Nie and Wager 2020) [12]
• IDDP (Rößler et al. 2022) [13]
• Traditional Approach (without control group)

There are different statistical approaches to approximate the ITE and several packages in R and Python that implement these. This framework is mainly build on top of the CausalML - Framework.

Datasets

The framework contains five real, publicly available datasets which can be used "on the fly" (see further information below).

Installation

So far, only the installation with pip is availabe. In the future the installation might be available with conda.

Python

Python Version: >=3.8.10

Install using pip

$ pip install autoum

Install using source

$ git clone https://github.com/jroessler/autoum.git
$ cd autoum
$ pip install .

Troubleshooting

• Please make sure to keep pip and setuptools up-to-date
• AutoUM was only tested with MacOS and Linux
• For MacOS it might be necessary to run brew install libomp
• Try running the installation with pip --no-cache-dir install

Quick Start

Pipeline for Real-World Datasets

from autoum.datasets.utils import get_hillstrom_women_visit
from autoum.pipelines.pipeline_rw import PipelineRW

data = get_hillstrom_women_visit()
pipeline = PipelineRW(bayesian_causal_forest=True,
                      cv_number_splits=10, 
                      class_variable_transformation=True,
                      generalized_random_forest=True, 
                      lais_generalization=True,
                      max_depth=5,
                      min_samples_leaf=50,
                      min_samples_treatment=10,
                      n_estimators=20,
                      plot_figures=True,
                      plot_uqc=True,
                      rlearner=True,
                      run_name="AutoUM",
                      run_id=1,
                      slearner=True,
                      show_title=True,
                      traditional=True,
                      treatment_dummy=True,
                      two_model=True,
                      urf_ed=True,
                      urf_kl=True,
                      urf_chi=True,
                      urf_ddp=True,
                      urf_iddp=True,
                      urf_cts=True,
                      urf_it=True,
                      urf_cit=True,
                      xlearner=True)

pipeline.analyze_dataset(data)

See the Real-World Pipeline Notebook for details.

Pipeline for Synthetic Datasets

from autoum.pipelines.pipeline_sd import PipelineSD

n_samples = 20000  # 20.000 samples / rows
n_covariates = 20  # 20 covariates / columns
sigma = 0.5  # Covariance of 0.5
treatment_propensity = 0.5  # treatment propensity of 0.5 (i.e. 50:50)
response_rate = 20  # 20% response rate

pipeline = PipelineSD(n=n_samples,
                      p=n_covariates,
                      sigma=sigma,
                      threshold=response_rate,
                      propensity=treatment_propensity,
                      cv_number_splits=5,
                      generalized_random_forest=True,
                      max_depth=5,
                      min_samples_leaf=50,
                      min_samples_treatment=10,
                      n_estimators=20, 
                      plot_figures=True,
                      plot_uqc=True,
                      run_name="Synthetic_Example",
                      show_title=True,
                      traditional=True,
                      two_model=True,
                      urf_ed=True)

data = pipeline.create_synthetic_dataset()
pipeline.analyze_dataset(data)

See the Synthetic Pipeline Notebook for details.

License

This project is licensed under the Apache 2.0 License - see the LICENSE file for details.

References

Documentation

AutoUM API documentation

Publications by AutoUM team

• Upcoming: The Best of Two Worlds: Using Recent Advances from Uplift Modeling and Heterogeneous Treatment Effects to Optimize Targeting Policies
• Bridging the Gap: A Systematic Benchmarking of Uplift Modeling and Heterogeneous Treatment Effects Methods
• Sharing is Caring: Using Open Data To Improve Targeting Policies
• To Treat, or Not to Treat: Reducing Volatility in Uplift Modeling Through Weighted Ensembles

Citation

To cite AutoUM in publications, you can refer to the following paper:

Bridging the Gap: A Systematic Benchmarking of Uplift Modeling and Heterogeneous Treatment Effects Methods

Bibtext:

@article{rossler2022bridging, title={Bridging the Gap: A Systematic Benchmarking of Uplift Modeling and Heterogeneous Treatment Effects Methods}, author={R{"o}{\ss}ler, Jannik and Schoder, Detlef}, journal={Journal of Interactive Marketing}, year={2022}, doi = {10.1177/10949968221111083}, publisher={SAGE Publications Sage CA: Los Angeles, CA} }

Literature

1. Künzel, S. R., Sekhon, J. S., Bickel, P. J., & Yu, B. (2019). Metalearners for estimating heterogeneous treatment effects using machine learning. Proceedings of the national academy of sciences, 116(10), 4156-4165.
2. Kane, K., Lo, V. S., & Zheng, J. (2014). Mining for the truly responsive customers and prospects using true-lift modeling: Comparison of new and existing methods. Journal of Marketing Analytics, 2(4), 218-238.
3. Jaskowski, M., & Jaroszewicz, S. (2012, June). Uplift modeling for clinical trial data. In ICML Workshop on Clinical Data Analysis (Vol. 46, pp. 79-95).
4. Hansotia, B., & Rukstales, B. (2002). Incremental value modeling. Journal of Interactive Marketing, 16(3), 35-46.
5. Rzepakowski, P., & Jaroszewicz, S. (2012). Decision trees for uplift modeling with single and multiple treatments. Knowledge and Information Systems, 32(2), 303-327.
6. Zhao, Y., Fang, X., & Simchi-Levi, D. (2017, June). Uplift modeling with multiple treatments and general response types. In Proceedings of the 2017 SIAM International Conference on Data Mining (pp. 588-596). Society for Industrial and Applied Mathematics.
7. Su, X., Tsai, C. L., Wang, H., Nickerson, D. M., & Li, B. (2009). Subgroup analysis via recursive partitioning. Journal of Machine Learning Research, 10(2).
8. Su, X., Kang, J., Fan, J., Levine, R. A., & Yan, X. (2012). Facilitating score and causal inference trees for large observational studies. Journal of Machine Learning Research, 13, 2955.
9. Athey, S., Tibshirani, J., & Wager, S. (2019). Generalized random forests. The Annals of Statistics, 47(2), 1148-1178.
10. Lo, V. S. (2002). The true lift model: a novel data mining approach to response modeling in database marketing. ACM SIGKDD Explorations Newsletter, 4(2), 78-86.
11. Hahn, P. R., Murray, J. S., & Carvalho, C. M. (2020). Bayesian regression tree models for causal inference: Regularization, confounding, and heterogeneous effects (with discussion). Bayesian Analysis, 15(3), 965-1056.
12. Nie, X., & Wager, S. (2021). Quasi-oracle estimation of heterogeneous treatment effects. Biometrika, 108(2), 299-319.
13. Rößler, J., Guse R., and Schoder D. (2022). The Best of Two Worlds: Using Recent Advances from Uplift Modeling and Heterogeneous Treatment Effects to Optimize Targeting Policies

More about Uplift Modeling

Uplift Modeling — An Explanation of the Unknown Challenger in Marketing Campaigns