Expand description
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§
- Policy
Tree - A fitted policy tree.
Enums§
- Policy
Node - One node of a fitted
PolicyTree(seePolicyTree::nodes).