Document honest estimation and pruning in the methodology - #1021
Merged
Conversation
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>
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.This suggestion is invalid because no changes were made to the code.Suggestions cannot be applied while the pull request is closed.Suggestions cannot be applied while viewing a subset of changes.Only one suggestion per line can be applied in a batch.Add this suggestion to a batch that can be applied as a single commit.Applying suggestions on deleted lines is not supported.You must change the existing code in this line in order to create a valid suggestion.Outdated suggestions cannot be applied.This suggestion has been applied or marked resolved.Suggestions cannot be applied from pending reviews.Suggestions cannot be applied on multi-line comments.Suggestions cannot be applied while the pull request is queued to merge.Suggestion cannot be applied right now. Please check back later.
Honest estimation became the default for
CausalTreeRegressorandCausalRandomForestRegressor(#584/#1001) andUpliftTreeClassifierlearned to prune insidefit(#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:
honesty=Trueon the causal trees,Falseon 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.prune()/prune_fraction, and the causal tree's cost-complexityccp_alphaincluding"cv"(honest cross-validation over the cost-complexity path; requireshonesty=True; prefer on a single tree).Content restates the measured conclusions already in the changelog rather than re-deriving them. Docs-only;
sphinx -Wclean on html and latex.First of the three P1 items from the docs roadmap.
🤖 Generated with Claude Code