econml.cate_interpreter.SingleTreePolicyInterpreter

class econml.cate_interpreter.SingleTreePolicyInterpreter(*, include_model_uncertainty=False, uncertainty_level=0.1, uncertainty_only_on_leaves=True, risk_level=None, risk_seeking=False, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=None, min_balancedness_tol=0.45, min_impurity_decrease=0.0, random_state=None)[source]

Bases: econml.cate_interpreter._interpreters._SingleTreeInterpreter

An interpreter for a policy estimated based on a CATE estimation

Parameters
  • include_model_uncertainty (bool, optional, default False) – Whether to include confidence interval information when building a simplified model of the cate model. If set to True, then cate estimator needs to support the const_marginal_ate_inference method.

  • uncertainty_level (double, optional, default .1) – The uncertainty level for the confidence intervals to be constructed and used in the simplified model creation. If value=alpha then a multitask decision tree will be built such that all samples in a leaf have similar target prediction but also similar alpha confidence intervals.

  • uncertainty_only_on_leaves (bool, optional, default True) – Whether uncertainty information should be displayed only on leaf nodes. If False, then interpretation can be slightly slower, especially for cate models that have a computationally expensive inference method.

  • risk_level (float or None, optional (default=None)) – If None then the point estimate of the CATE of every point will be used as the effect of treatment. If any float alpha and risk_seeking=False (default), then the lower end point of an alpha confidence interval of the CATE will be used. Otherwise if risk_seeking=True, then the upper end of an alpha confidence interval will be used.

  • risk_seeking (bool, optional, default False,) – Whether to use an optimistic or pessimistic value for the effect estimate at a sample point. Used only when risk_level is not None.

  • max_depth (int or None, optional, default None) – The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples.

  • min_samples_split (int, float, optional, default 2) – The minimum number of samples required to split an internal node:

    • If int, then consider min_samples_split as the minimum number.

    • If float, then min_samples_split is a fraction and ceil(min_samples_split * n_samples) are the minimum number of samples for each split.

  • min_samples_leaf (int, float, optional, default 1) – The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least min_samples_leaf training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression.

    • If int, then consider min_samples_leaf as the minimum number.

    • If float, then min_samples_leaf is a fraction and ceil(min_samples_leaf * n_samples) are the minimum number of samples for each node.

  • min_weight_fraction_leaf (float, optional, default 0.) – The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided.

  • max_features (int, float or {“auto”, “sqrt”, “log2”}, default=None) – The number of features to consider when looking for the best split:

    • If int, then consider max_features features at each split.

    • If float, then max_features is a fraction and int(max_features * n_features) features are considered at each split.

    • If “auto”, then max_features=n_features.

    • If “sqrt”, then max_features=sqrt(n_features).

    • If “log2”, then max_features=log2(n_features).

    • If None, then max_features=n_features.

    Note: the search for a split does not stop until at least one valid partition of the node samples is found, even if it requires to effectively inspect more than max_features features.

  • min_balancedness_tol (float in [0, .5], default=.45) – How imbalanced a split we can tolerate. This enforces that each split leaves at least (.5 - min_balancedness_tol) fraction of samples on each side of the split; or fraction of the total weight of samples, when sample_weight is not None. Default value, ensures that at least 5% of the parent node weight falls in each side of the split. Set it to 0.0 for no balancedness and to .5 for perfectly balanced splits. For the formal inference theory to be valid, this has to be any positive constant bounded away from zero.

  • min_impurity_decrease (float, optional, default 0.) – A node will be split if this split induces a decrease of the impurity greater than or equal to this value.

    The weighted impurity decrease equation is the following:

    N_t / N * (impurity - N_t_R / N_t * right_impurity
                        - N_t_L / N_t * left_impurity)
    

    where N is the total number of samples, N_t is the number of samples at the current node, N_t_L is the number of samples in the left child, and N_t_R is the number of samples in the right child. N, N_t, N_t_R and N_t_L all refer to the weighted sum, if sample_weight is passed.

  • random_state (int, RandomState instance or None, optional, default None) – If int, random_state is the seed used by the random number generator; If RandomState instance, random_state is the random number generator; If None, the random number generator is the RandomState instance used by np.random.

tree_model_

The policy tree model that represents the learned policy; available only after interpret() has been called.

Type

PolicyTree

policy_value_

The value of applying the learned policy, applied to the sample used with interpret()

Type

float

always_treat_value_

The value of the policy that always treats all units, applied to the sample used with interpret()

Type

float

__init__(*, include_model_uncertainty=False, uncertainty_level=0.1, uncertainty_only_on_leaves=True, risk_level=None, risk_seeking=False, max_depth=None, min_samples_split=2, min_samples_leaf=1, min_weight_fraction_leaf=0.0, max_features=None, min_balancedness_tol=0.45, min_impurity_decrease=0.0, random_state=None)[source]

Initialize self. See help(type(self)) for accurate signature.

Methods

__init__(*[, include_model_uncertainty, …])

Initialize self.

export_graphviz([out_file, feature_names, …])

Export a graphviz dot file representing the learned tree model

interpret(cate_estimator, X[, …])

Interpret a policy based on a linear CATE estimator when applied to a set of features

plot([ax, title, feature_names, …])

Exports policy trees to matplotlib

render(out_file[, format, view, …])

Render the tree to a flie

treat(X)

Using the policy model learned by a call to interpret(), assign treatment to a set of units

Attributes

node_dict_

tree_model_

export_graphviz(out_file=None, feature_names=None, treatment_names=None, max_depth=None, filled=True, leaves_parallel=True, rotate=False, rounded=True, special_characters=False, precision=3)

Export a graphviz dot file representing the learned tree model

Parameters
  • out_file (file object or string, optional, default None) – Handle or name of the output file. If None, the result is returned as a string.

  • feature_names (list of strings, optional, default None) – Names of each of the features.

  • treatment_names (list of strings, optional, default None) – Names of each of the treatments

  • max_depth (int or None, optional, default None) – The maximum tree depth to plot

  • filled (bool, optional, default False) – When set to True, paint nodes to indicate majority class for classification, extremity of values for regression, or purity of node for multi-output.

  • leaves_parallel (bool, optional, default True) – When set to True, draw all leaf nodes at the bottom of the tree.

  • rotate (bool, optional, default False) – When set to True, orient tree left to right rather than top-down.

  • rounded (bool, optional, default True) – When set to True, draw node boxes with rounded corners and use Helvetica fonts instead of Times-Roman.

  • special_characters (bool, optional, default False) – When set to False, ignore special characters for PostScript compatibility.

  • precision (int, optional, default 3) – Number of digits of precision for floating point in the values of impurity, threshold and value attributes of each node.

interpret(cate_estimator, X, sample_treatment_costs=None)[source]

Interpret a policy based on a linear CATE estimator when applied to a set of features

Parameters
  • cate_estimator (LinearCateEstimator) – The fitted estimator to interpret

  • X (array-like) – The features against which to interpret the estimator; must be compatible shape-wise with the features used to fit the estimator

  • sample_treatment_costs (array-like, optional) – The cost of treatment. Can be a scalar or have dimension (n_samples, n_treatments) or (n_samples,) if T is a vector

Returns

self

Return type

object instance

plot(ax=None, title=None, feature_names=None, treatment_names=None, max_depth=None, filled=True, rounded=True, precision=3, fontsize=None)

Exports policy trees to matplotlib

Parameters
  • ax (matplotlib.axes.Axes, optional, default None) – The axes on which to plot

  • title (string, optional, default None) – A title for the final figure to be printed at the top of the page.

  • feature_names (list of strings, optional, default None) – Names of each of the features.

  • treatment_names (list of strings, optional, default None) – Names of each of the treatments

  • max_depth (int or None, optional, default None) – The maximum tree depth to plot

  • filled (bool, optional, default False) – When set to True, paint nodes to indicate majority class for classification, extremity of values for regression, or purity of node for multi-output.

  • rounded (bool, optional, default True) – When set to True, draw node boxes with rounded corners and use Helvetica fonts instead of Times-Roman.

  • precision (int, optional, default 3) – Number of digits of precision for floating point in the values of impurity, threshold and value attributes of each node.

  • fontsize (int, optional, default None) – Font size for text

render(out_file, format='pdf', view=True, feature_names=None, treatment_names=None, max_depth=None, filled=True, leaves_parallel=True, rotate=False, rounded=True, special_characters=False, precision=3)

Render the tree to a flie

Parameters
  • out_file (file name to save to)

  • format (string, optional, default ‘pdf’) – The file format to render to; must be supported by graphviz

  • view (bool, optional, default True) – Whether to open the rendered result with the default application.

  • feature_names (list of strings, optional, default None) – Names of each of the features.

  • treatment_names (list of strings, optional, default None) – Names of each of the treatments

  • max_depth (int or None, optional, default None) – The maximum tree depth to plot

  • filled (bool, optional, default False) – When set to True, paint nodes to indicate majority class for classification, extremity of values for regression, or purity of node for multi-output.

  • leaves_parallel (bool, optional, default True) – When set to True, draw all leaf nodes at the bottom of the tree.

  • rotate (bool, optional, default False) – When set to True, orient tree left to right rather than top-down.

  • rounded (bool, optional, default True) – When set to True, draw node boxes with rounded corners and use Helvetica fonts instead of Times-Roman.

  • special_characters (bool, optional, default False) – When set to False, ignore special characters for PostScript compatibility.

  • precision (int, optional, default 3) – Number of digits of precision for floating point in the values of impurity, threshold and value attributes of each node.

treat(X)[source]

Using the policy model learned by a call to interpret(), assign treatment to a set of units

Parameters

X (array-like) – The features for the units to treat; must be compatible shape-wise with the features used during interpretation

Returns

T – The treatments implied by the policy learned by the interpreter, with treatment 0, meaning no treatment, and treatment 1 meains the first treatment, etc.

Return type

array-like