In many practical tasks it is needed to estimate an effect of treatment on individual level. For example, in medicine it is essential to determine the patients that would benefit from a certain medicament. In marketing, knowing the persons that are likely to buy a new product would reduce the amount of spam. In this chapter, we review the methods to estimate an individual treatment effect from a randomized trial, i.e., an experiment when a part of individuals receives a new treatment, while the others do not. Finally, it is shown that new efficient methods are needed in this domain.