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Fast Learning of Optimal Policy Trees

James Cussens, Julia Hatamyar, Vishalie Shah, Noemi Kreif

arXiv 18 Jun 2025 · Econometrics

arXiv:2506.15435 · PDF · DOI · OpenAlex · Extracted main text

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.

Citation extraction

16
references
24
in-text mentions
16
distinct cited
0
self-citations
6,090
main-text words

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Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Zhou, Z., Athey, S., and Wager, S (2023) Offline Multi-Action Policy Learning: Generalization and Optimization0.81142100%
2Athey, S. and Wager, S (2021) Policy learning with observational data0.73732100%
3Sverdrup, E., Kanodia, A., Zhou, Z., Athey, S., and Wager, S (2020) policytree: Policy learning via doubly robust empirical welfare maximization over trees0.64422100%
4Amram, M., Dunn, J., and Zhuo, Y. D (2022) Optimal policy trees0.58531100%
5Athey, S., Tibshirani, J., and Wager, S (2019) Generalized random forests0.40511100%
6Bertsimas, D. and Dunn, J (2017) Optimal classification trees0.40511100%
7Kitagawa, T. and Tetenov, A (2018) Who should be treated? Empirical welfare maximization methods for treatment choice0.40511100%
8Luedtke, A. R. and van der Laan, M. J (2016) Super-learning of an optimal dynamic treatment rule0.40511100%
9Luedtke, A. R. and van der Laan, M. J (2016) Optimal individualized treatments in resource-limited settings0.40511100%
10Manski, C. F (2004) Statistical treatment rules for heterogeneous populations0.40511100%

Showing the top 10 of 16 scored citations.