policytree: Policy Learning via Doubly Robust Empirical Welfare Maximization over Trees

Learn optimal policies via doubly robust empirical welfare maximization over trees. This package implements the multi-action doubly robust approach of Zhou, Athey and Wager (2018) <arXiv:1810.04778> in the case where we want to learn policies that belong to the class of depth k decision trees.

Package details

AuthorErik Sverdrup [aut, cre], Ayush Kanodia [aut], Zhengyuan Zhou [aut], Susan Athey [aut], Stefan Wager [aut]
MaintainerErik Sverdrup <erikcs@stanford.edu>
URL https://github.com/grf-labs/policytree
Package repositoryView on CRAN
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policytree documentation built on July 7, 2021, 9:06 a.m.