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Adding Policy Tree #150

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Merged
merged 15 commits into from
Sep 8, 2023
Merged

Adding Policy Tree #150

merged 15 commits into from
Sep 8, 2023

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OliverSchacht
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@OliverSchacht OliverSchacht commented Sep 1, 2023

  • Documentation is extended in 4. Heterogeneous Treatment Effects.
  • Example for Policy Tree is added.
  • fixing output errors for the example notebooks

@OliverSchacht OliverSchacht changed the title add policy tree example Adding Policy Tree Sep 1, 2023
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  • False Heading level 4.4.3. This should be 4.5. Please use:
    Policy Learning with Trees
    +++++++++++++++++++++++

  • Please add more explanation before the formula. E.g. Explain how a policy is defined

$$\pi: X\mapsto \{0,1\},$$

what is optimized/maximized etc.
Remark that this is a deterministic policy.

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  • Please use
    $$
    \begin{aligned}
    Y_i & = g(W_1,W_2)T_i + \langle W_i,\gamma_0\rangle + \epsilon_i \
    T_i & = \langle W_i,\beta_0\rangle +\eta_i,
    \end{aligned}
    $$
    to display the alignment. Can you also adjust this in the GATE and CATE Notebook?

  • Please use print() for pandas.DataFrame

  • Please add more interpretation to the results. Why is it helpful that we know the true DGP? What is the ATTE for the policy

@OliverSchacht
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Hi @SvenKlaassen
thank you for your comments. I made the following changes:

  • Extend the policy tree notebook, especially making comparisons between original DGP and estimated splits as well as comparison of original ATTE and optimal policy ATTE
  • Extend documentation of Policy Tree optimization problem.

@SvenKlaassen SvenKlaassen merged commit 8124a1a into dev Sep 8, 2023
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