grf-labs / policytree

Policy learning via doubly robust empirical welfare maximization over trees
https://grf-labs.github.io/policytree/
MIT License
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penalized policy tree WIP #143

Closed erikcs closed 1 year ago

erikcs commented 2 years ago

Add penalized_policy_tree(X, Gamma1, Gamma2, penalty.type = c("sum", "ratio"), lambda = 1, etc...)

Screen Shot 2022-10-25 at 21 52 16

perf.R