Questions regarding DRPolicyForest results about econml HOT 2 OPEN

If you could provide a concrete reproduction of your issues that might help narrow down any issues, but here are a few thoughts.

For question 1, predict_proba gives the fraction of trees in the forest recommending the treatment while predict_value gives the average estimate; usually these would be ranked fairly consistently but that's not necessarily the case. For instance, it's possible that a small number of trees predict a very high value for T2, so that the overall average prediction is higher than that for T1, but the majority of trees predict a higher value for T1, so that gets a higher ranking in predict_proba.

For question 2, if you're plotting a single tree from the forest, then it might make sense that that tree assigns treatment 0 to some instance, but that most trees assign some other treatment, so 0 is never recommended by the forest overall.

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Thanks @kbattocchi,
I cannot share the code for some issues, but your answer helped a lot !
now I understand the differences btw those methods :) and now I see why they returned somewhat seemingly different results.

(I'll close the issue in a few days in case anyone wants to add some comment )

from econml.