Python and the Holy Grail of Causal Inference - Dennis Ramondt, Huib Keemink

Описание: PyData Amsterdam 2018

Causal Inference, AKA how effective is your new product, policy or feature? Inspired by A\B testing in tech, organizations have turned to randomized testing. However, randomization often fails, leaving us in a biased reality. Join us on our quest to dispel myths about randomized testing and build practical models for effect measurement in business situations, in this Eneco-Heineken joint talk.

Slides: https://www.slideshare.net/PyData/pyt...
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0:00 Introduction
0:36 What is Causal Inference
1:18 "Slogan" for the Talk
1:35 Typical Randomized Testing
2:15 Use Case 1: Heat Pump Savings
2:45 Measurement Data: Daily Gas Usage ~ Outside Temp
3:32 Experiment Setup: Heat Pump Savings
5:40 Fixing Group Imbalance
6:50 Propensity Score Matching
7:47 Recap of Heat Pump Use Case (Correcting Assumptions and Limitations)
9:07 Use Case 2: Effect of Cooler Placement
9:40 Experiment Setup: Cooler Placement
11:47 Problem 1: Test and Control Groups are Statistically Different
13:17 Code Example: Single Covariate Simulated Example
14:01 Treatment Effect Correction
16:14 Code Example: Treatment Effect Correction
16:28 Assumptions: Conditional Mean Independence & Conditional Independence
18:44 Tree Ensemble: Virtual Twins
20:21 Results: Cooler Placement
22:18 Talk Recap
24:50 Q&A 1
26:38 Q&A 2
27:32 Q&A 3
29:00 Q&A 4
30:29 Q&A 5

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