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Document honest estimation and pruning in the methodology - #1021

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Aug 15, 2026
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Document honest estimation and pruning in the methodology#1021
jeongyoonlee merged 1 commit into
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docs/p1-honesty-pruning

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Honest estimation became the default for CausalTreeRegressor and CausalRandomForestRegressor (#584/#1001) and UpliftTreeClassifier learned to prune inside fit (#1003/#1004), but both live only in the changelog and one notebook. A default that changes fitted models belongs on the Methodology page.

Adds two subsections under Tree-Based Algorithms:

  • Honest estimation — what it is (structure grown on one half of the sample, leaf values re-estimated on the other, removing split-selection bias; Athey & Imbens 2016), which estimators offer it with which defaults (honesty=True on the causal trees, False on the uplift trees; estimation_sample_size=0.5), the bias/variance trade, and how forest honesty composes with the bootstrap rather than following Athey, Tibshirani & Wager 2019.
  • Pruning — the uplift tree's validation-based prune() / prune_fraction, and the causal tree's cost-complexity ccp_alpha including "cv" (honest cross-validation over the cost-complexity path; requires honesty=True; prefer on a single tree).

Content restates the measured conclusions already in the changelog rather than re-deriving them. Docs-only; sphinx -W clean on html and latex.

First of the three P1 items from the docs roadmap.

🤖 Generated with Claude Code

Honest estimation became the default for the causal trees (#584/#1001) and the
uplift tree learned to prune inside fit (#1003/#1004), but both behaviors were
recorded only in the changelog and one notebook. A default that changes fitted
models belongs on the Methodology page.

Adds two subsections under Tree-Based Algorithms: what honesty is, which
estimators offer it and with which defaults, the bias/variance trade, and how
each tree family prunes (validation-based prune()/prune_fraction on the uplift
tree, cost-complexity ccp_alpha with the "cv" honest cross-validation option on
the causal tree). Content restates the measured conclusions from the changelog
rather than re-deriving them.

Co-Authored-By: Claude Fable 5 <noreply@anthropic.com>
@jeongyoonlee jeongyoonlee added the documentation Improvements or additions to documentation label Aug 15, 2026
@jeongyoonlee
jeongyoonlee merged commit 643e00d into master Aug 15, 2026
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