Uplift model similar to PyLift or R's Lift Package?

Hi,

I am looking for a package that works similarly to PyLift or R’s lift package. The idea is that I have two models: Self-service and the other is Sales-Assisted. I used Catboost.jl and examined manually that leads going through our sales-assisted model do better, but I don’t want to send all of the customers to sales-assistance - just the ones with the most impact.

Some text on the idea behind this is found here.

Having already loaded Conda/PyCall etc. to run CatBoost.jl I could run PyLift - but I was interested if this was already developed as a Julia solution? I didn’t see a package specifically about this, but it might be nestled within another or named differently.

Thoughts?

This looks like uplift modeling is estimating the CATE/ITE using ML methods. If that’s the case, you could look into the S/T/X-Learners in this package. Instead of using tree-based learners, it uses extreme learning machines, which have less hyperparameters to tune and also perform well on a lot of tasks. That being said, right now you can get the CATE/uplift but I haven’t implemented the bootstrapping procedure for p-values and confidence intervals yet.

Also, this is still really new and should be on the general registry in a few days.