新闻 · arXiv cs.LG

Counterfactual Optimal Action Trees (COAT): Interpretable Prescriptive Policies from Observational Data

We introduce COAT (Counterfactual Optimal Action Tree), a framework for learning interpretable prescriptive policies from observational data. COAT combines counterfactual outcome estimation with large-scale mixed-integer optimization, using column generation to translate causal predictions into feasible, transparent decisions under business and regulatory constraints. We apply COAT to airline ancillary pricing, a setting characterized by complex business rules and limited experimental…