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Multitreatment model // dummy and interactions approach [DIA]  #191

@ElisovaIra

Description

@ElisovaIra

💡 Feature request

Explore an article below and implement dummy and interactions approach or DIA - multitreatment approach for uplift modeling.

This is an extension of binary sklift.models.SoloModel to multitreatment case.

Additional context

This method extends the input space by adding treatment indicators encoded as dummies 𝐷={0,…,𝑘} and interaction terms. The latter capture the interplay between the dummies and the pretreatment characteristics. Uplift is then modeled by means of any machine learning algorithm that receives as input the pretreatment characteristics X, the dummy variables D, and the interaction terms 𝐷×𝑋, so that 𝑃(𝑌=1|𝑋,𝑑𝑜(𝑇))=𝑓(𝑋,𝐷,𝐷×𝑋).

Please follow the article with the DIA approach

Chen X, Owen Z, Pixton C, Simchi-Levi D (2015) A statistical learning approach to personalization in revenue management. SSRN Electronic Journal

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