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Module policy

Module policy 

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Policy trees: a shallow decision tree that recommends treatment where the estimated effect is positive, as DoubleML’s DoubleMLPolicyTree (Athey and Wager, 2021).

The tree classifies the sign of the orthogonal signal ψ_b (labels (sign + 1) / 2) with sample weights |ψ_b|, so misclassifying units with large effects costs more. It is grown like scikit-learn’s DecisionTreeClassifier (Gini criterion, depth and leaf-size limits) and then pruned by minimal cost-complexity pruning (ccp_alpha), with the same pruning order as scikit-learn.

Structs§

PolicyTree
A fitted policy tree.

Enums§

PolicyNode
One node of a fitted PolicyTree (see PolicyTree::nodes).