Generalized Random Forest / Causal Forest on Python

Question

I was looking for the Generalized Random Forest / Causal Forest algorithm on Python, but found it only for R: https://github.com/grf-labs/grf

This algorithm cannot be obtained using the regular scikit-learn functions of Random Forest.

Is there any possible way that will help me to conduct Causal Forest or Generalized Random Forest on Python?

Answer 1

I eventually found the correct answer for that question!

There is a great package by microsoft for Python called "EconML".

It contains several functions for generalized random forests and causal forests.

It is absolutely great for those who need some causal inference functions:

https://econml.azurewebsites.net/

https://github.com/microsoft/EconML

Just apply: pip install econml and things will become really organized and easy :)