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Pessimistic uplift modeling

Author

Listed:
  • Atef Shaar

    (LTCI - Laboratoire Traitement et Communication de l'Information - Télécom ParisTech - IMT - Institut Mines-Télécom [Paris] - CNRS - Centre National de la Recherche Scientifique, INFRES - Département Informatique et Réseaux - Télécom ParisTech)

  • Talel Abdessalem

    (LTCI - Laboratoire Traitement et Communication de l'Information - Télécom ParisTech - IMT - Institut Mines-Télécom [Paris] - CNRS - Centre National de la Recherche Scientifique, INFRES - Département Informatique et Réseaux - Télécom ParisTech)

  • Olivier Segard

    (IMT-BS - MMS - Département Management, Marketing et Stratégie - TEM - Télécom Ecole de Management - IMT - Institut Mines-Télécom [Paris] - IMT-BS - Institut Mines-Télécom Business School - IMT - Institut Mines-Télécom [Paris], LITEM - Laboratoire en Innovation, Technologies, Economie et Management (EA 7363) - UEVE - Université d'Évry-Val-d'Essonne - TEM - Télécom Ecole de Management)

Abstract

Uplift modeling is a machine learning technique that aims to model treatment effects heterogeneity. It has been used in business and health sectors to predict the effect of a specific action on a given individual. Despite its advantages, uplift models show high sensitivity to noise and disturbance, which leads to unreliable results. In this paper we show different approaches to address the problem of uplift modeling, we demonstrate how disturbance in data can affect uplift measurement. We propose a new approach, we call it Pessimistic Uplift Modeling, that minimizes disturbance effects. We compared our approach with the existing uplift methods, on simulated and real data-sets. The experiments show that our approach outperforms the existing approaches, especially in the case of high noise data environment.

Suggested Citation

  • Atef Shaar & Talel Abdessalem & Olivier Segard, 2016. "Pessimistic uplift modeling," Post-Print hal-02376023, HAL.
    • Handle: RePEc:hal:journl:hal-02376023
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    Cited by:

    1. Gubela, Robin M. & Lessmann, Stefan & Jaroszewicz, Szymon, 2020. "Response transformation and profit decomposition for revenue uplift modeling," European Journal of Operational Research, Elsevier, vol. 283(2), pages 647-661.
    2. Frank Oechsle, 2023. "Increasing the robustness of uplift modeling using additional splits and diversified leaf select," Journal of Marketing Analytics, Palgrave Macmillan, vol. 11(4), pages 738-746, December.

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