pip install -e .econml
scikit-learn
catenets
scipy
tqdm
tabpfnpermucate/ # Core methods and main implementation
tests/ # Unit tests for core methods
scripts/ # Python scripts to reproduce the paper's experiments
If you use this code in your research, please cite our paper:
@inproceedings{
paillard2025measuring,
title={Measuring Variable Importance in Heterogeneous Treatment Effects with Confidence},
author={Joseph Paillard and Angel David REYERO LOBO and Vitaliy Kolodyazhniy and Bertrand Thirion and Denis-Alexander Engemann},
booktitle={Forty-second International Conference on Machine Learning},
year={2025},
url={https://openreview.net/forum?id=HlRUGC5ork}
}For any questions, please open an issue on this repository or contact us at joseph.paillard@roche.com.