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个编辑
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quick start
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$$\hat{\theta}(x) = \argmin_{\theta} \sum_{i=1}^n K_x(X_i)\cdot \left( Y_i - \hat{q}(X_i, W_i) - \theta \cdot (T_i - \hat{f}(X_i, W_i)) \right)^2$$
==算法==
[[文件:广义随机森林.png|缩略图]]
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== 算法实现 ==
==算法实现==
Python 包 econml 和 R 包 grf 都有实现该算法。
Python 包 econml 和 R 包 grf 都有实现该算法。
== 参考文献 ==
==参考文献==
=== Recursive Partitioning for Heterogeneous Causal Effects - arXiv ===
===Recursive Partitioning for Heterogeneous Causal Effects - arXiv===
''[Submitted on 5 Apr 2015 (v1), last revised 30 Dec 2015 (this version, v3)]''
''[Submitted on 5 Apr 2015 (v1), last revised 30 Dec 2015 (this version, v3)]''
=== Estimation and Inference of Heterogeneous Treatment Effects ... ===
===Estimation and Inference of Heterogeneous Treatment Effects ... ===
''[Submitted on 14 Oct 2015 (v1), last revised 10 Jul 2017 (this version, v4)]''
''[Submitted on 14 Oct 2015 (v1), last revised 10 Jul 2017 (this version, v4)]''
=== Generalized Random Forests - arXiv ===
===Generalized Random Forests - arXiv===
''[Submitted on 5 Oct 2016 (v1), last revised 5 Apr 2018 (this version, v4)]''
''[Submitted on 5 Oct 2016 (v1), last revised 5 Apr 2018 (this version, v4)]''
=== Machine Learning Methods Economists Should Know About ===
===Machine Learning Methods Economists Should Know About===
''[Submitted on 24 Mar 2019]''
''[Submitted on 24 Mar 2019]''
== 编者推荐 ==
==编者推荐==
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