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https://github.com/wayfair/pylift

Uplift modeling package.
https://github.com/wayfair/pylift

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Uplift modeling package.

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# pylift

[![Documentation Status](https://readthedocs.org/projects/pylift/badge/?version=latest)](https://pylift.readthedocs.io/en/latest/?badge=latest) [![Build Status](https://travis-ci.com/rsyi/pylift.svg?branch=master)](https://travis-ci.com/rsyi/pylift)

[Read our documentation!](https://pylift.readthedocs.io/en/latest/)

**pylift** is an uplift library that provides, primarily, (1) fast uplift
modeling implementations and (2) evaluation tools. While other packages and
more exact methods exist to model uplift, **pylift** is designed to be quick,
flexible, and effective. **pylift** heavily leverages the optimizations of
other packages -- namely, `xgboost`, `sklearn`, `pandas`, `matplotlib`,
`numpy`, and `scipy`. The primary method currently implemented is the
Transformed Outcome proxy method (Athey 2015).

## License
Licensed under the BSD-2-Clause by the authors.

## Reference
Athey, S., & Imbens, G. W. (2015). Machine learning methods for estimating
heterogeneous causal effects. stat, 1050(5).

Gutierrez, P., & Gérardy, J. Y. (2017). Causal Inference and Uplift Modelling: A Review of the Literature. In International Conference on Predictive Applications and APIs (pp. 1-13).

Hitsch, G., & Misra, S. (2018). Heterogeneous Treatment Effects and Optimal Targeting Policy Evaluation. Preprint