A Large Scale Benchmark for Individual Treatment Effect Prediction and Uplift Modeling

Individual Treatment Effect (ITE) prediction is an important area of research in machine learning which aims at explaining and estimating the causal impact of an action at the granular level. It represents a problem of growing interest in multiple sectors of application such as healthcare, online advertising or socioeconomics. To foster research on this topic we release a publicly available collection of 13.9 million samples collected from several randomized control trials, scaling up previously available datasets by a healthy 210x factor. We provide details on the data collection and perform sanity checks to validate the use of this data for causal inference tasks. First, we formalize the task of uplift modeling (UM) that can be performed with this data, along with the relevant evaluation metrics. Then, we propose synthetic response surfaces and heterogeneous treatment assignment providing a general set-up for ITE prediction. Finally, we report experiments to validate key characteristics of the dataset leveraging its size to evaluate and compare - with high statistical significance - a selection of baseline UM and ITE prediction methods.

Individual Treatment Effect Estimation in a Low Compliance Setting

Individual Treatment Effect (ITE) estimation is an extensively researched problem, with applications in various domains. We model the case where there is heterogeneous non-compliance to a randomly assigned treatment, a typical situation in health (because of non-compliance to prescription) or digital advertising (because of competition and ad blockers for instance). The lower the compliance, the more the effect of treatment prescription, or individual prescription effect (IPE), signal fades away and becomes hard to capture. We propose a new approach to estimate IPE that takes advantage of observed compliance information to prevent signal fading. Using the Structural Causal Model framework and do-calculus, we define a general mediated causal effect setting under which our proposed estimator soundly recovers the IPE, and study its asymptotic variance. Finally, we conduct extensive experiments on both synthetic and real-world datasets that highlight the benefit of the approach, which consistently improves state-of-the-art in low compliance settings.