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book/cate_and_policy/meta_learner.ipynb

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"text": [
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.001017 seconds.\n",
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"You can set `force_col_wise=true` to remove the overhead.\n",
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"[LightGBM] [Info] Auto-choosing row-wise multi-threading, the overhead of testing was 0.000162 seconds.\n",
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"You can set `force_row_wise=true` to remove the overhead.\n",
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"And if memory is not enough, you can set `force_col_wise=true`.\n",
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"[LightGBM] [Info] Total Bins 996\n",
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"[LightGBM] [Info] Number of data points in the train set: 15000, number of used features: 5\n",
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"[LightGBM] [Info] Start training from score 0.200467\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Info] Auto-choosing row-wise multi-threading, the overhead of testing was 0.000367 seconds.\n",
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"You can set `force_row_wise=true` to remove the overhead.\n",
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"And if memory is not enough, you can set `force_col_wise=true`.\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000233 seconds.\n",
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"You can set `force_col_wise=true` to remove the overhead.\n",
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"[LightGBM] [Info] Total Bins 958\n",
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"[LightGBM] [Info] Number of data points in the train set: 3370, number of used features: 4\n",
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"[LightGBM] [Info] Start training from score 0.237982\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000278 seconds.\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000189 seconds.\n",
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"You can set `force_col_wise=true` to remove the overhead.\n",
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"[LightGBM] [Info] Total Bins 988\n",
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"[LightGBM] [Info] Number of data points in the train set: 11630, number of used features: 4\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000223 seconds.\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000328 seconds.\n",
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"You can set `force_col_wise=true` to remove the overhead.\n",
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"[LightGBM] [Info] Total Bins 958\n",
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"[LightGBM] [Info] Number of data points in the train set: 3370, number of used features: 4\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Warning] No further splits with positive gain, best gain: -inf\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000361 seconds.\n",
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"[LightGBM] [Info] Auto-choosing col-wise multi-threading, the overhead of testing was 0.000192 seconds.\n",
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"You can set `force_col_wise=true` to remove the overhead.\n",
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"[LightGBM] [Info] Total Bins 988\n",
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"[LightGBM] [Info] Number of data points in the train set: 11630, number of used features: 4\n",
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"cell_type": "markdown",
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"source": [
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"모든 모델(OLS, S, T, X)이 베이스라인(ATE)보다 훨씬 우수한 성과를 보였으며, 그중 S-Learner(LGBM)가 가장 근소하게 우수했습니다 (AUUC: 0.0353).아이스크림 데이터와 달리, 이메일 데이터에서는 CATE의 이질성이 주로 선형적이거나 매우 단*할 가능성이 높습니다. OLS(AUUC: 0.0336)가 다른 메타-러너들과 거의 대등한 성능을 보인 것은, 복잡한 비선형 모델이 추가적으로 잡아낼 이질성이 거의 없었다는 의미입니다. 이는 OLS가 CATE 추론에서 강력한 기준선임을 재확인시켜 줍니다."
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"모든 모델(OLS, S, T, X)이 베이스라인(ATE)보다 훨씬 우수한 성과를 보였으며, 그중 X-Learner(LGBM)가 가장 근소하게 우수했습니다 (AUUC: 0.0394).아이스크림 데이터와 달리, 이메일 데이터에서는 CATE의 이질성이 주로 선형적이거나 매우 단순할 가능성이 높습니다. OLS(AUUC: 0.0336)가 다른 메타-러너들과 거의 대등한 성능을 보인 것은, 복잡한 비선형 모델이 추가적으로 잡아낼 이질성이 거의 없었다는 의미입니다. 이는 OLS가 CATE 추론에서 강력한 기준선임을 재확인시켜 줍니다."
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