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README.md

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@@ -71,8 +71,8 @@ head(predict(opt.tree, X[-train, ]))
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```
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### Details
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`policy_tree()`: fits a depth _k_ tree by exhaustive search (_Nxp_ features on _Nxd_ actions). The optimal tree maximizes the sum of rewards: let $\Gamma_i \in \mathbb R^d$ be a vector of unit-specific rewards for each action 1 to $d$ and $\pi(X_i) \in \\{1, ..., d\\}$ a mapping from covariates $X_i$ to action. `policy_tree` solves the following:
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`policy_tree()`: fits a depth _k_ tree by exhaustive search (_Nxp_ features on _Nxd_ actions). The optimal tree maximizes the sum of rewards: let $\Gamma_i \in \mathbb R^d$ be a vector of unit-specific rewards for each action 1 to $d$ and $\pi(X_i) \in \\{1, ..., d\\}$ a mapping from covariates $X_i$ to action. `policy_tree` solves the following:
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$$
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\pi^* = argmax_{\pi \in \Pi} \left[ \sum_{i=1}^{n} \Gamma_i(\pi(X_i)) \right],
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$$
@@ -105,5 +105,6 @@ Erik Sverdrup, Ayush Kanodia, Zhengyuan Zhou, Susan Athey, and Stefan Wager.
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[<a href="https://joss.theoj.org/papers/10.21105/joss.02232">paper</a>]
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Zhengyuan Zhou, Susan Athey, and Stefan Wager.
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<b>Offline Multi-Action Policy Learning: Generalization and Optimization.</b> <i> Operations Research</i>, forthcoming.
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[<a href="https://arxiv.org/abs/1810.04778">arxiv</a>]
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<b>Offline Multi-Action Policy Learning: Generalization and Optimization.</b> <i> Operations Research 71.1 (2023).</i>
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[<a href="https://doi.org/10.1287/opre.2022.2271">paper</a>,
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<a href="https://arxiv.org/abs/1810.04778">arxiv</a>]

experiments/README.md

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<a href="https://arxiv.org/abs/1702.02896">arxiv</a>]
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Zhengyuan Zhou, Susan Athey, and Stefan Wager.
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<b>Offline Multi-Action Policy Learning: Generalization and Optimization.</b> <i> Operations Research</i>, forthcoming.
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[<a href="https://arxiv.org/abs/1810.04778">arxiv</a>]
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<b>Offline Multi-Action Policy Learning: Generalization and Optimization.</b> <i> Operations Research 71.1 (2023).</i>
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[<a href="https://doi.org/10.1287/opre.2022.2271">paper</a>,
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<a href="https://arxiv.org/abs/1810.04778">arxiv</a>]

r-package/policytree/R/data.R

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#' @return A list with realized action \eqn{a_i}, region \eqn{r_i},
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#' conditional mean \eqn{\mu}, outcome \eqn{Y} and covariates \eqn{X}
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#' @references Zhou, Zhengyuan, Susan Athey, and Stefan Wager. "Offline multi-action policy learning:
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#' Generalization and optimization." Operations Research, forthcoming.
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#' Generalization and optimization." Operations Research 71.1 (2023).
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#' @export
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gen_data_mapl <- function(n, p = 10, sigma2 = 4) {
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if (p < 7) {

r-package/policytree/R/policy_tree.R

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#' "policytree: Policy learning via doubly robust empirical welfare maximization over trees."
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#' Journal of Open Source Software 5, no. 50 (2020): 2232.
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#' @references Zhou, Zhengyuan, Susan Athey, and Stefan Wager. "Offline multi-action policy learning:
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#' Generalization and optimization." Operations Research, forthcoming.
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#' Generalization and optimization." Operations Research 71.1 (2023).
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#'
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#' @examples
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#' \donttest{

r-package/policytree/man/gen_data_mapl.Rd

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r-package/policytree/man/policy_tree.Rd

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