A Large-Scale Empirical Comparison of Meta-Learners and Causal Forests for Heterogeneous Treatment Effect Estimation in Marketing Uplift Modeling
TLDR
This paper benchmarks CATE estimators on a large marketing dataset, finding S-Learner performs best and identifying key HTE drivers.
Key contributions
- Evaluated S-Learner, T-Learner, X-Learner (LightGBM), and Causal Forest on Criteo Uplift v2.1 (13.98M records).
- S-Learner achieved the highest Qini score (0.376), capturing 77.7% of incremental conversions from top 20% customers.
- SHAP analysis identified 'f8' as the dominant heterogeneous treatment effect driver among 12 covariates.
- Causal Forest quantified 1.9% confident persuadables and 0.1% confident sleeping dogs.
Why it matters
This paper offers a large-scale empirical comparison of uplift modeling methods, providing valuable, evidence-based guidance for practitioners. It highlights the S-Learner's strong performance and identifies key drivers of treatment effects, aiding in precision marketing strategies.
Original Abstract
Estimating Conditional Average Treatment Effects (CATE) at the individual level is central to precision marketing, yet systematic benchmarking of uplift modeling methods at industrial scale remains limited. We present UpliftBench, an empirical evaluation of four CATE estimators: S-Learner, T-Learner, X-Learner (all with LightGBM base learners), and Causal Forest (EconML), applied to the Criteo Uplift v2.1 dataset comprising 13.98 million customer records. The near-random treatment assignment (propensity AUC = 0.509) provides strong internal validity for causal estimation. Evaluated via Qini coefficient and cumulative gain curves, the S-Learner achieves the highest Qini score of 0.376, with the top 20% of customers ranked by predicted CATE capturing 77.7% of all incremental conversions, a 3.9x improvement over random targeting. SHAP analysis identifies f8 as the dominant heterogeneous treatment effect (HTE) driver among the 12 anonymized covariates. Causal Forest uncertainty quantification reveals that 1.9% of customers are confident persuadables (lower 95% CI > 0) and 0.1% are confident sleeping dogs (upper 95% CI < 0). Our results provide practitioners with evidence-based guidance on method selection for large-scale uplift modeling pipelines.
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