DoubleML / DoubleML/doubleml-for-py
[Feature Request]: Implement Policy Learning based on APO Model
Open
enhancement
new feature
- Dominant language
- Python
- Stars
- 786
- Forks
- 128
- Avg merge
- 12h 2m
- Merged PRs (30d)
- 1
Description
### Describe the feature you want to propose or implement
Implement a general policy learning method based on multiple possible treatments.
### Propose a possible solution or implementation
Based on [Policy Learning with Confidence](https://arxiv.org/abs/2502.10653).
Using the APOs and several possible weighted options (and e.g. tree search) one could implement the proposed algorithms as the solely rely on value estimates and standard errors.
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