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02 · Causal inference · ML

Causal Credit Uplift

Who changes because you treated them? T-learner vs CausalForestDML on a real email RCT, then on synthetic credit data where the true effect is known.

corr(pred, true CATE), causal forest
0.927
PEHE, causal forest
0.0015
Persuadables in its top decile
100%
Qini, T-learner on Hillstrom
7.74

Qini curves, T-learner vs CausalForestDML

Real curves from dashboard/public/data/phase1.json and phase2.json. Toggle the phase.

Qini coefficient: T-learner 91.34 · CausalForestDML 87.66

Problem

A credit-limit increase is a treatment. A default model ranks people by outcome, which puts Sure Things on top and misses both the Persuadables and the Sleeping Dogs, the customers the treatment actually harms.

Approach

  1. 01Phase 1 on real randomized data: the Hillstrom MineThatData email RCT (Mens E-Mail vs No E-Mail, outcome is a site visit). Lock down the method before inventing credit data.
  2. 02Phase 2 on a synthetic credit-limit RCT with four planted segments and a known true CATE for every row. Outcome is good standing at 3 months.
  3. 03Score both learners on Qini and uplift at 10/30/50%, then on PEHE and correlation with the true CATE, then on who actually lands in the top decile.

Results

Hillstrom: T-learner wins overall Qini (7.74 vs 6.26). CausalForestDML wins if you can only treat the top 10% (0.153 vs 0.116). The two models share only 58.1% of their top-decile customers (Jaccard 0.409), so CATE rankings are less stable than a risk score ranking.

Synthetic credit: CausalForestDML recovers the true effect better (PEHE 0.0015 vs 0.0037, correlation 0.927 vs 0.847). Its top decile is 100% true Persuadables and 0.0% Sleeping Dogs. The T-learner gets 95.5% and 0.1%.

No single winner. The T-learner ranks better, the forest is safer. Which one ships depends on whether you care more about the list or about not harming people on it.

Next

A real randomized limit-increase experiment, overlap diagnostics, and a policy-value curve that turns CATE into a limit rule a committee could sign.