Optimal Prescriptive Trees
Motivated by personalized decision making, given observational data {(xᵢ,yᵢ,zᵢ)}ⁿᵢ=1 involving features xᵢ∊ℝᵈ, assigned treatments or prescriptions zᵢ∊{1,...,𝑚}, and outcomes yᵢ∊ℝ, we propose a tree-based algorithm called optimal prescriptive tree (OPT) that uses either constant or linear models in...
| Main Authors: | , , |
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| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Institute for Operations Research and the Management Sciences (INFORMS),
2021-02-23T16:00:09Z.
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| Subjects: | |
| Online Access: | Get fulltext |