causalglm VS EconML

Why not both? https://tlverse.org/causalglm/ (Will replace this with a more informative comment when I have free time later today)

This package: https://github.com/tlverse/causalglm was recently developed to fill the gap between fully black box causal learning methods for heterogeneous treatment effects and fully parametric generalized linear model approaches. It allows for both semiparametric and nonparametric robust causal inference for user defined “working parametric models” for the estimands of interest. It is still black box in that non relevant features of the data distribution are estimated using machine learning but the relevant conditional parameters are modeled fully parametrically (with nonparametric robust inference when misspecified). It is very new so use with caution.

A good package with many of the tools used for this type of problem as well as pretty good documentation about how it all works is https://github.com/microsoft/EconML

Uplift Modeling (python): CausalML, EconML

Github: https://github.com/microsoft/EconML

Many libraries have recently emerged that offer implementations of algorithms for heterogeneous treatment effect estimation (or, CATE estimation). The most well-known examples are Microsoft's EconML (https://github.com/microsoft/EconML) and Uber's CausalML (https://github.com/uber/causalml). Existing libraries require all data to fit in memory, which is often a limitation for industry applications on web scale datasets. Booking.com's new library offers similar functionality on top of Spark, enabling web scale uplift modeling.

EconML and CausalLift are pretty good python packages that help you build uplift models. scikit-uplift is a decent sklearn style wrapper package that can be helpful as well. One of the drawbacks of these packages is they only allow for the modeling of a single treatment. mr-uplift is a newer package that allows you to model the multiple treatment effects simultaneously. I haven't used it personally, but it does look fairly interesting.

Can't see how this adds to decades of causal inference packages development in stats oriented frameworks like R/Stata/EViews etc and the ongoing effort of porting this to Python. If you want something fancy there's already EconML.

Uplift Modeling - This is a very powerful technique aimed at discovering the customers who are most likely to respond to your marketing efforts. Some good python libraries for this are EconML and mr-uplift