causalml VS db-benchmark

Uplift Modeling (python): CausalML, EconML

Do you (or Microsoft DS teams in general) tackle any causal problems? Apparently, uber tries to solve these issues, they created https://github.com/uber/causalml

There's some causality focused packages. Nothing like scikit-learn or statsmodels yet because it's all based on very recent research, but this one: https://github.com/uber/causalml

I agree that uplift trees and CATE methods are promising here. If you’re in Python, check out Uber’s open-source causalml.

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.

you like causal inference? it must be nice to be able to use libraires like dowhy, causal ml, and ananke right? 🤔🤔🤔

video's author recommends this course in a comment: https://www.coursera.org/learn/crash-course-in-causality and he also co-created this library: https://github.com/uber/causalml

There aren't many general solutions because it will really depend on your domain. There are some packages that specifically work for "modeling under interventions" (like this https://github.com/uber/causalml although I have never tried it). In general, if you have enough data between intervention and not-intervention, you could train two different models and then apply whichever one makes sense (e.g. if you wanted to find the highest-churn-risk users among those who have already had the intervention, use the model trained on the prior intervention cases).

Real-world performance is complicated since data science covers a lot of use cases.

If you're just reading a small CSV to do analysis on it, then there will be no human-perceptible difference between Polars and Pandas. If you're reading a larger CSV with 100k rows, there still won't be much of a perceptible difference.

Per this (old) benchmark, there are differences once you get into 500MB+ territory: https://h2oai.github.io/db-benchmark/

I do think it was important for duckdb to put out a new version of the results as the earlier version of that benchmark [1] went dormant with a very old version of duckdb with very bad performance, especially against polars.

[1] https://h2oai.github.io/db-benchmark/

https://news.ycombinator.com/item?id=33270638 :

> Apache Ballista and Polars do Apache Arrow and SIMD.

> The Polars homepage links to the "Database-like ops benchmark" of {Polars, data.table, DataFrames.jl, ClickHouse, cuDF, spark, (py)datatable, dplyr, pandas, dask, Arrow, DuckDB, Modin,} but not yet PostgresML? https://h2oai.github.io/db-benchmark/ *

LLM -> Vector database: https://en.wikipedia.org/wiki/Vector_database

/? inurl:awesome site:github.com "vector database"

I agree with your conclusion but want to add that switching from Julia may not make sense either.

According to these benchmarks: https://h2oai.github.io/db-benchmark/, DF.jl is the fastest library for some things, data.table for others, polars for others. Which is fastest depends on the query and whether it takes advantage of the features/properties of each.

For what it's worth, data.table is my favourite to use and I believe it has the nicest ergonomics of the three I spoke about.

Same. Numba does wonders for me in most scenarios. Yesterday I've discovered pola-rs and looks like I will add it to the stack. It's API is similar to pandas. Have a look at the benchmarks of cuDF, spark, dask, pandas compared to it: Benchmarks

The syntax has similarities with dplyr in terms of the way you chain operations, and it’s around an order of magnitude faster than pandas and dplyr (there’s a nice benchmark here). It’s also more memory-efficient and can handle larger-than-memory datasets via streaming if needed.

If interested in benchmarks comparing different dataframe implementations, here is one:

https://h2oai.github.io/db-benchmark/

Bad examples. Both numpy and pandas are notoriously un-optimized packages, losing handily to pretty much all their competitors (R, Julia, kdb+, vaex, polars). See https://h2oai.github.io/db-benchmark/ for a partial comparison.