  We recast the synthetic controls for evaluating policies as a counterfactual
prediction problem and replace its linear regression with a nonparametric model
inspired by machine learning. The proposed method enables us to achieve
accurate counterfactual predictions and we provide theoretical guarantees. We
apply our method to a highly debated policy: the relocation of the US embassy
to Jerusalem. In Israel and Palestine, we find that the average number of
weekly conflicts has increased by roughly 103\% over 48 weeks since the
relocation was announced on December 6, 2017. By using conformal inference and
placebo tests, we justify our model and find the increase to be statistically
significant.
