policytree
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Policytree
Description
Learn optimal policies via doubly robust empirical welfare maximization over trees. Given reward estimates, the algorithm finds a rule-based treatment allocation, where the policy takes the form of a shallow decision tree that is globally optimal (or nearly so). Methods are described in Sverdrup, Kanodia, Zhou, Athey, and Wager (2020) <doi:10.21105/joss.02232>, Athey and Wager (2021) <doi:10.3982/ECTA15732>, and Zhou, Athey, and Wager (2023) <doi:10.1287/opre.2022.2271>.
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