EconML
Python Package for ML-Based Heterogeneous Treatment Effects Estimation
...This package was designed and built as part of the ALICE project at Microsoft Research with the goal of combining state-of-the-art machine learning techniques with econometrics to bring automation to complex causal inference problems. One of the biggest promises of machine learning is to automate decision-making in a multitude of domains. At the core of many data-driven personalized decision scenarios is the estimation of heterogeneous treatment effects: what is the causal effect of an intervention on an outcome of interest for a sample with a particular set of features? In a nutshell, this toolkit is designed to measure the causal effect of some treatment variable(s) T on an outcome variable Y, controlling for a set of features X, W and how does that effect vary as a function of X.