Estimating heterogeneous treatment effects with machine learning has attracted substantial attention in both academic research and industrial practice. However, the two communities often evaluate models under markedly different conditions. Methodological work typically relies on semi-simulated benchmarks and metrics that require counterfactual outcomes, whereas real-world applications rely on observable metrics based on ranking or test outcomes. Despite the well-known gap between methodological progress and practical deployment, the relationship between these evaluation regimes has not been examined systematically. We conduct a large-scale empirical study of treatment effect evaluation across standard semi-simulated benchmark families and real-world datasets. Our benchmark covers meta-learners paired with multiple base learners, as well as specialized causal machine learning models. We evaluate these methods using observable metrics common in application-oriented literature, alongside counterfactual metrics commonly used in methods papers. Our results reveal two complementary gaps. First, counterfactual metrics do not reliably recover the estimators preferred by observable metrics, even on the same semi-simulated benchmarks. Second, rankings obtained on semi-simulated benchmarks do not transfer to real datasets. We further find that simple meta-learners with strong base models are consistently competitive, in contrast to specialized causal models. Overall, our findings suggest that progress in treatment effect estimation research should not be assessed solely through counterfactual metrics and semi-simulated benchmarks, but it would benefit from incorporating observable metrics and real-data validation.

Consider the problem of improving the estimation of conditional average treatment effects (CATE) for a target domain of interest by leveraging related information from a source domain with a different feature space. This heterogeneous transfer learning problem for CATE estimation is ubiquitous in areas such as healthcare where we may wish to evaluate the effectiveness of a treatment for a new patient population for which different clinical covariates and limited data are available. In this paper, we address this problem by introducing several building blocks that use representation learning to handle the heterogeneous feature spaces and a flexible multi-task architecture with shared and private layers to transfer information between potential outcome functions across domains. Then, we show how these building blocks can be used to recover transfer learning equivalents of the standard CATE learners. On a new semi-synthetic data simulation benchmark for heterogeneous transfer learning we not only demonstrate performance improvements of our heterogeneous transfer causal effect learners across datasets, but also provide insights into the differences between these learners from a transfer perspective.

Accessible high-quality data is the bread and butter of machine learning research,1 and the demand for data has exploded as larger and more advanced ML models are2 built across different domains. Yet, real data often contain sensitive information,3 subject to various biases, and are costly to acquire, which compromise their quality4 and accessibility. Synthetic data have thus emerged as a complement, sometimes5 even a replacement, to real data for ML training. However, the landscape of6 synthetic data research has been fragmented due to the large number of data7 modalities (e.g., tabular data, time series data, images, etc.) and various use cases8 (e.g., privacy, fairness, data augmentation, etc.). This poses practical challenges9 in comparing and selecting synthetic data generators in different problem settings.10 To this end, we develop Synthcity, an open-source Python library that allows11 researchers and practitioners to perform one-click benchmarking of synthetic data12 generators across data modalities and use cases. In addition, Synthcity's plug-in13 style API makes it easy to incorporate additional data generators into the framework.14 Beyond benchmarking, it also offers a single access point to a diverse range of15 cutting-edge data generators. Through examples on tabular data generation and16 data augmentation, we illustrate the general applicability of Synthcity, and the17 insight one can obtain.18

Numerous real-world systems, ranging from healthcare to energy grids, involve users competing for finite and potentially scarce resources. Designing policies for repeated resource allocation in such real-world systems is challenging for many reasons, including the changing nature of user types and their (possibly urgent) need for resources. Researchers have developed numerous machine learning solutions for determining repeated resource allocation policies in these challenging settings. However, a key limitation has been the absence of good methods and test-beds for benchmarking these policies; almost all resource allocation policies are benchmarked in environments which are either completely synthetic or do not allow any deviation from historical data. In this paper we introduce AllSim, which is a benchmarking environment for realistically simulating the impact and utility of policies for resource allocation in systems in which users compete for such scarce resources. Building such a benchmarking environment is challenging because it needs to successfully take into account the entire collective of potential users and the impact a resource allocation policy has on all the other users in the system. AllSim's benchmarking environment is modular (each component being parameterized individually), learnable (informed by historical data), and customizable (adaptable to changing conditions). These, when interacting with an allocation policy, produce a dataset of simulated outcomes for evaluation and comparison of such policies. We believe AllSim is an essential step towards a more systematic evaluation of policies for scarce resource allocation compared to current approaches for benchmarking such methods.

The decision-maker's observing policy must be timely

Numerous real-world systems, ranging from healthcare to energy grids, involve users competing for finite and potentially scarce resources.