A Unified Survey of Treatment Effect Heterogeneity Modelling and Uplift Modelling

Abstract

A central question in many fields of scientific research is to determine how an outcome is affected by an action, i.e., to estimate the causal effect or treatment effect of an action. In recent years, in areas such as personalised healthcare, sociology, and online marketing, a need has emerged to estimate heterogeneous treatment effects with respect to individuals of different characteristics. To meet this need, two major approaches have been taken: treatment effect heterogeneity modelling and uplifting modelling. Researchers and practitioners in different communities have developed algorithms based on these approaches to estimate the heterogeneous treatment effects. In this article, we present a unified view of these two seemingly disconnected yet closely related approaches under the potential outcome framework. We provide a structured survey of existing methods following either of the two approaches, emphasising their inherent connections and using unified notation to facilitate comparisons. We also review the main applications of the surveyed methods in personalised marketing, personalised medicine, and sociology. Finally, we summarise and discuss the available software packages and source codes in terms of their coverage of different methods and applicability to different datasets, and we provide general guidelines for method selection.