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Fast Learning of Optimal Policy Trees

Author

Listed:
  • James Cussens
  • Julia Hatamyar
  • Vishalie Shah
  • Noemi Kreif

Abstract

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 the runtime of optimal policy tree learning by a factor of nearly 50 compared to the original version. We provide an R package, "fastpolicytree", for public use.

Suggested Citation

  • James Cussens & Julia Hatamyar & Vishalie Shah & Noemi Kreif, 2025. "Fast Learning of Optimal Policy Trees," Papers 2506.15435, arXiv.org.
    • Handle: RePEc:arx:papers:2506.15435
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    File URL: http://arxiv.org/pdf/2506.15435
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    References listed on IDEAS

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    1. Zhengyuan Zhou & Susan Athey & Stefan Wager, 2023. "Offline Multi-Action Policy Learning: Generalization and Optimization," Operations Research, INFORMS, vol. 71(1), pages 148-183, January.
    2. Luedtke Alexander R. & van der Laan Mark J., 2016. "Super-Learning of an Optimal Dynamic Treatment Rule," The International Journal of Biostatistics, De Gruyter, vol. 12(1), pages 305-332, May.
    3. Toru Kitagawa & Aleksey Tetenov, 2018. "Who Should Be Treated? Empirical Welfare Maximization Methods for Treatment Choice," Econometrica, Econometric Society, vol. 86(2), pages 591-616, March.
    4. Charles F. Manski, 2004. "Statistical Treatment Rules for Heterogeneous Populations," Econometrica, Econometric Society, vol. 72(4), pages 1221-1246, July.
    5. Susan Athey & Stefan Wager, 2021. "Policy Learning With Observational Data," Econometrica, Econometric Society, vol. 89(1), pages 133-161, January.
    6. van der Laan Mark J. & Luedtke Alexander R., 2015. "Targeted Learning of the Mean Outcome under an Optimal Dynamic Treatment Rule," Journal of Causal Inference, De Gruyter, vol. 3(1), pages 61-95.
    7. Luedtke Alexander R. & van der Laan Mark J., 2016. "Optimal Individualized Treatments in Resource-Limited Settings," The International Journal of Biostatistics, De Gruyter, vol. 12(1), pages 283-303, May.
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