Uplift modelling

Uplift modeling refers to the set of techniques used to model the incremental impact of an action or treatment on a customer outcome. Uplift modeling is therefore both a Causal Inference problem and a Machine Learning one.
The fundamental problem of causal inference -- uplift modeling aims to estimate a customers "probability of persuasion" by the treatment. The main difficulty is that this is not directly measurable: we can observe the outcome after treating or not treating, but can not know what the outcome would have been for the opposite treatment choice (to compute the difference an obtain an uplift). Hence, uplift models have to be trained on data from an A/B test of treated and untreated customers and their respective outcome, and learn from that.
See:

Resources

Metrics

Meta-learners

Transformed outcome

Domain Adaptation Learner

Bayesian methods

Continuous outcome

IPW

Cost optimization

Benchmark data

Talks

Code

References