Wasserstein Random Forests and Applications in Heterogeneous Treatment EffectsQiming Du, Gérard Biau, François Petit et al.
We present new insights into causal inference in the context of Heterogeneous Treatment Effects by proposing natural variants of Random Forests to estimate the key conditional distributions. To achieve this, we recast Breiman's original splitting criterion in terms of Wasserstein distances between empirical measures. This reformulation indicates that Random Forests are well adapted to estimate conditional distributions and provides a natural extension of the algorithm to multivariate outputs. Following the philosophy of Breiman's construction, we propose some variants of the splitting rule that are well-suited to the conditional distribution estimation problem. Some preliminary theoretical connections are established along with various numerical experiments, which show how our approach may help to conduct more transparent causal inference in complex situations.
4.9MLJan 22, 2020
Stratified cross-validation for unbiased and privacy-preserving federated learningR. Bey, R. Goussault, M. Benchoufi et al.
Large-scale collections of electronic records constitute both an opportunity for the development of more accurate prediction models and a threat for privacy. To limit privacy exposure new privacy-enhancing techniques are emerging such as federated learning which enables large-scale data analysis while avoiding the centralization of records in a unique database that would represent a critical point of failure. Although promising regarding privacy protection, federated learning prevents using some data-cleaning algorithms thus inducing new biases. In this work we focus on the recurrent problem of duplicated records that, if not handled properly, may cause over-optimistic estimations of a model's performances. We introduce and discuss stratified cross-validation, a validation methodology that leverages stratification techniques to prevent data leakage in federated learning settings without relying on demanding deduplication algorithms.