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Fast Learning of Optimal Policy Trees (2506.15435v1)
Published 18 Jun 2025 in econ.EM
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.
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