Core Concepts
The core message of this paper is to develop a novel modular framework, based on graph neural networks (GNNs) and active learning, to address the need for limited supervision in uplift modeling, moving from the standard "70%-80%" train set rule down to 5%-20%.
Abstract
The paper proposes a framework called UMGNet to address the problem of uplift modeling (UM) in e-commerce scenarios, where data is commonly structured through bipartite, undirected graphs (e.g., user-product). The key aspects of the framework are:
- Formulation of UM as a node regression problem on a bipartite graph, leveraging the effectiveness of GNNs in semi-supervised learning.
- Development of a two-model neural architecture akin to previous causal effect estimators, with separate output layers for treatment and control groups.
- Exploration of different GNN layers, including GraphSAGE, NGCF, and LGC, to encode the graph structure.
- Incorporation of an active learning method to build the training set iteratively based on the model's uncertainty, structural importance, and feature diversity, to address the limited supervision challenge.
The framework is evaluated on two real-world datasets: RetailHero and MovieLens. The results show that the proposed UMGNet and UMGNet-AL methods outperform a variety of benchmark models, including meta-learners, uplift trees, and neural approaches, especially in settings with limited training data (5%-20%). The active learning component further enhances the performance as the supervision diminishes.
Stats
The average treatment effect (ATE) for the RHC outcome in the RetailHero dataset is 2.60.
The average treatment effect (ATE) for the RHP outcome in the RetailHero dataset is 1.95.
The average treatment effect (ATE) for the simulated outcome in the MovieLens dataset is 0.457.