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
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| Online Access: | https://hdl.handle.net/1721.1/129972 |