Search Results for author: Björn Bokelmann

Found 2 papers, 1 papers with code

The impact of heteroskedasticity on uplift modeling

no code implementations8 Dec 2023 Björn Bokelmann, Stefan Lessmann

In our research, we show that heteroskedastictity in the training data can cause a bias of the uplift model ranking: individuals with the highest treatment effects can get accumulated in large numbers at the bottom of the ranking.

Improving uplift model evaluation on RCT data

1 code implementation5 Oct 2022 Björn Bokelmann, Stefan Lessmann

We theoretically analyze the variance of uplift evaluation metrics and derive possible methods of variance reduction, which are based on statistical adjustment of the outcome.

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