Uplift modeling aims to estimate the incremental impact of a treatment, such as a marketing campaign or a drug, on an individual's outcome. Bank or Telecom uplift data often have hundreds to thousands of features. In such situations, detection of irrelevant features is an essential step to reduce computational time and increase model performance. We present a parameter-free feature selection method for uplift modeling founded on a Bayesian approach. We design an automatic feature discretization method for uplift based on a space of discretization models and a prior distribution. From this model space, we define a Bayes optimal evaluation criterion of a discretization model for uplift. We then propose an optimization algorithm that finds near-optimal discretization for estimating uplift in O(n log n) time. Experiments demonstrate the high performances obtained by this new discretization method. Then we describe a parameter-free feature selection method for uplift. Experiments show that the new method both removes irrelevant features and achieves better performances than state of the art methods.
Uplift Modeling measures the impact of an action (marketing, medical treatment) on a person's behavior. This allows the selection of the subgroup of persons for which the effect of the action will be most noteworthy. Uplift estimation is based on groups of people who have received different treatments. These groups are assumed to be equivalent. However, in practice, we observe biases between these groups. We propose in this paper a protocol to evaluate and study the impact of the Non-Random Assignment bias (NRA) on the performance of the main uplift methods. Then we present a weighting method to reduce the effect of the NRA bias. Experimental results show that our bias reduction method significantly improves the performance of uplift models under NRA bias.
scite is a Brooklyn-based organization that helps researchers better discover and understand research articles through Smart Citations–citations that display the context of the citation and describe whether the article provides supporting or contrasting evidence. scite is used by students and researchers from around the world and is funded in part by the National Science Foundation and the National Institute on Drug Abuse of the National Institutes of Health.