gen_data_epl

The DGP from section 5.2 in Athey and Wager (2021)

Learn optimal policies via doubly robust empirical
welfare maximization over trees. Given doubly robust reward estimates, this package
finds a rule-based treatment prescription policy, where the policy takes the form of
a shallow decision tree that is globally (or close to) optimal.

Erik Sverdrup

policytree

Policy Learning via Doubly Robust Empirical Welfare Maximization
over Trees

Ayush Kanodia

Zhengyuan Zhou

Susan Athey

Stefan Wager

gen_data_epl function

<dl><dt>n</dt>
<dd>Number of observations</dd>
<dt>type</dt>
<dd>tau is "continuous" (default - equation 46) or exhibits "jumps" (equation 47)</dd></dl>

Arguments

Example data generating process from Policy Learning With Observational Data — gen_data_epl

<dl>

<dt>n</dt>
<dd>Number of observations</dd>


<dt>type</dt>
<dd>tau is "continuous" (default - equation 46) or exhibits "jumps" (equation 47)</dd>

</dl>

gen_data_epl: Example data generating process from Policy Learning With Observational Data

Description

Usage

Value

Arguments

References