Algorithm 2.
Causal boosting.
| Require: Data (Xi, Ti, Yi), parameters K,ε > 0 |
| Initialize Ri = Yi and Ĝ0(x, t) = 0. |
| for k in 1,…,K do |
| Fit a causal tree ĝk to data (Xi, Ti, Ri) |
| Ri ← Ri − ε · ĝk(Xi, Ti) |
| Gk ← Ĝk−1 + ε · ĝk |
| end for |
| Return ĜK(x, t). |
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