policytree (version 1.2.5)
Policy Learning via Doubly Robust Empirical Welfare Maximization
over Trees
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)
, Athey and Wager (2021)
, and Zhou, Athey, and Wager (2023)
.