Part III · Advanced Causal Machine Learning
Module 08. Heterogeneous Effects & Policy Learning
Move from 'does it work?' to 'for whom?', then turn effect estimates into budget-constrained rules.
Social services: optimal targeting of retraining stipends for the unemployed about 6 hours3 lessons
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Lessons
8.1
Conditional Average Treatment Effects and Meta-Learners
- · Define the CATE and explain why the ATE can hide who benefits
- · Implement S-, T- and X-learners with scikit-learn
- · Evaluate CATE estimates against the truth in a simulation (PEHE)
120 min 6 Colab cellsVideo coming soon
8.2
Causal Forests with EconML
- · Explain how a causal forest adapts random forests to estimate treatment effects honestly
- · Fit a CausalForestDML model with EconML, separating effect modifiers (X) from controls (W)
- · Report CATEs with confidence intervals and identify the main drivers of heterogeneity
120 min 4 Colab cellsVideo coming soon
8.3
Policy Learning: Who Should Be Treated?
- · Turn CATE estimates into a treatment rule under a budget constraint
- · Evaluate the value of a policy honestly with doubly robust scores on held-out data
- · Learn a transparent, shallow policy tree that a ministry can apply
120 min 6 Colab cellsVideo coming soon