Docs
std.causal.policy
Uplift, policy-value and synthetic-truth scoring helpers.
(import std.causal.policy)
Ranking metrics
| Symbol | Description |
|---|
(policy:qini-curve scores treat outcome) | Qini curve points. |
(policy:qini-coefficient scores treat outcome) | Area-based Qini coefficient. |
(policy:auuc scores treat outcome) | Area under uplift curve. |
(policy:cumulative-gain-curve scores treat outcome) | Cumulative-gain curve. |
Policy values
| Symbol | Description |
|---|
(policy:value-ipw policy data y x cols) | IPW estimate of policy value. |
(policy:value-aipw policy data y x cols) | AIPW estimate of policy value. |
(policy:rank-by-cate scores) | Rank actions by predicted CATE. |
Synthetic-truth metrics
| Symbol | Description |
|---|
(policy:pehe true-cate predicted-cate) | Square root of mean squared CATE error. |
(policy:ate-rmse true-ate estimates) | RMSE of ATE estimates. |
(policy:ate-bias true-ate estimates) | Mean bias of ATE estimates. |
Policy construction
| Symbol | Description |
|---|
(policy:greedy-treat-positive scores) | Treat units with positive predicted uplift. |
(policy:greedy-budget scores k) | Treat the top-k units by score. |
Eta