Optimal Policy Trees
We propose an approach for learning optimal tree-based prescription policies directly from data, combining methods for counterfactual estimation from the causal inference literature with recent advances in training globally-optimal decision trees. The resulting method, Optimal Policy Trees, yields interpretable prescription policies, is highly scalable, and handles both discrete and continuous treatments. We conduct extensive experiments on both synthetic and real-world datasets and demonstrate that these trees offer best-in-class performance across a wide variety of problems.
Code (0)
등록된 구현이 없습니다.
Tasks
Causal InferencecounterfactualMethods 이 논문이 사용한 방법론
Similar Papers 제목 키워드 기반
Fast Learning of Optimal Policy Trees
We develop and implement a version of the popular "policytree" method (Athey and Wager, 2021) using discrete optimisation techniques. We test the performance of our algorithm in finite samples and find an improvement in …
Policy learning for many outcomes of interest: Combining optimal policy trees with multi-objective Bayesian optimisation
Methods for learning optimal policies use causal machine learning models to create human-interpretable rules for making choices around the allocation of different policy interventions. However, in realistic policy-making…
Bayesian OptimisationPolicy Learning with Rare Outcomes
Machine learning (ML) estimates of conditional average treatment effects (CATE) can guide policy decisions, either by allowing targeting of individuals with beneficial CATE estimates, or as inputs to decision trees that …
In Search of Trees: Decision-Tree Policy Synthesis for Black-Box Systems via Search
Decision trees, owing to their interpretability, are attractive as control policies for (dynamical) systems. Unfortunately, constructing, or synthesising, such policies is a challenging task. Previous approaches do so by…
Deep imagination is a close to optimal policy for planning in large decision trees under limited resources
Many decisions involve choosing an uncertain course of actions in deep and wide decision trees, as when we plan to visit an exotic country for vacation. In these cases, exhaustive search for the best sequence of actions …
valid