:class:`PolicyInterpreter` can be used to interpret the policy returned by an instance of :class:`PolicyTree`. By assigning different strategies to different examples, it aims to maximize the casual effects of a subgroup and separate them from those with negative causal effects.
Example
We build a dataset where, given the covariate v and binary treatment x, the causal effect y of taking the treatment is positive if the first dimension of v is positive and negative otherwise. The goal of PolicyInterpreter is to help making the decision of whether taking the treatment for each individual, i.e., whether the causal effect is positive.
import numpy as np
from ylearn.utils import to_df
# build dataset
v = np.random.normal(size=(1000, 10))
y = np.hstack([v[:, [0]] < 0, v[:, [0]] > 0])
data = to_df(v=v)
covariate = data.columns
# train the `PolicyInterpreter`
from ylearn.effect_interpreter.policy_interpreter import PolicyInterpreter
pit = PolicyInterpreter(max_depth=2)
pit.fit(data=data, est_model=None, covariate=covariate, effect_array=y.astype(float))
pit_result = pit.interpret()
>>> 06-02 17:06:49 I ylearn.p.policy_model.py 448 - Start building the policy tree with criterion PRegCriteria
>>> 06-02 17:06:49 I ylearn.p.policy_model.py 464 - Building the policy tree with splitter BestSplitter
>>> 06-02 17:06:49 I ylearn.p.policy_model.py 507 - Building the policy tree with builder DepthFirstTreeBuilder
The interpreted results:
for i in range(57, 60):
print(f'the policy for the sample {i}\n --------------\n' + pit_result[f'sample_{i}'] + '\n')
>>> the policy for the sample 57
>>> --------------
>>> decision node 0: (covariate [57, 0] = -0.0948629081249237) <= 8.582111331634223e-05
>>> decision node 1: (covariate [57, 8] = 1.044342041015625) > -2.3793461322784424
>>> The recommended policy is treatment 0 with value 1.0
>>> the policy for the sample 58
>>> --------------
>>> decision node 0: (covariate [58, 0] = 0.706959068775177) > 8.582111331634223e-05
>>> decision node 4: (covariate [58, 5] = 0.9160318374633789) > -2.575441598892212
>>> The recommended policy is treatment 1 with value 1.0
.. py:class:: ylearn.interpreter.policy_interpreter.PolicyInterpreter(*, criterion='policy_reg', splitter='best', max_depth=None, min_samples_split=2, min_samples_leaf=1, random_state=2022, max_leaf_nodes=None, max_features=None, min_impurity_decrease=0.0, ccp_alpha=0.0, min_weight_fraction_leaf=0.0) :param {'policy_reg'}, default="'policy_reg'" criterion: The function to measure the quality of a split. The criterion for training the tree is (in the Einstein notation) .. math:: S = \sum_i g_{ik} y^k_{i}, where :math:`g_{ik} = \phi(v_i)_k` is a map from the covariates, :math:`v_i`, to a basis vector which has only one nonzero element in the :math:`R^k` space. By using this criterion, the aim of the model is to find the index of the treatment which will render the max causal effect, i.e., finding the optimal policy. :param {"best", "random"}, default="best" splitter: The strategy used to choose the split at each node. Supported strategies are "best" to choose the best split and "random" to choose the best random split. :param int, default=None max_depth: The maximum depth of the tree. If None, then nodes are expanded until all leaves are pure or until all leaves contain less than min_samples_split samples. :param int or float, default=2 min_samples_split: The minimum number of samples required to split an internal node: - If int, then consider `min_samples_split` as the minimum number. - If float, then `min_samples_split` is a fraction and `ceil(min_samples_split * n_samples)` are the minimum number of samples for each split. :param int or float, default=1 min_samples_leaf: The minimum number of samples required to be at a leaf node. A split point at any depth will only be considered if it leaves at least ``min_samples_leaf`` training samples in each of the left and right branches. This may have the effect of smoothing the model, especially in regression. - If int, then consider `min_samples_leaf` as the minimum number. - If float, then `min_samples_leaf` is a fraction and `ceil(min_samples_leaf * n_samples)` are the minimum number of samples for each node. :param float, default=0.0 min_weight_fraction_leaf: The minimum weighted fraction of the sum total of weights (of all the input samples) required to be at a leaf node. Samples have equal weight when sample_weight is not provided. :param int, float or {"sqrt", "log2"}, default=None max_features: The number of features to consider when looking for the best split: - If int, then consider `max_features` features at each split. - If float, then `max_features` is a fraction and `int(max_features * n_features)` features are considered at each split. - If "sqrt", then `max_features=sqrt(n_features)`. - If "log2", then `max_features=log2(n_features)`. - If None, then `max_features=n_features`. :param int random_state: Controls the randomness of the estimator. :param int, default to None max_leaf_nodes: Grow a tree with ``max_leaf_nodes`` in best-first fashion. Best nodes are defined as relative reduction in impurity. If None then unlimited number of leaf nodes. :param float, default=0.0 min_impurity_decrease: A node will be split if this split induces a decrease of the impurity greater than or equal to this value. The weighted impurity decrease equation is the following N_t / N * (impurity - N_t_R / N_t * right_impurity - N_t_L / N_t * left_impurity) where ``N`` is the total number of samples, ``N_t`` is the number of samples at the current node, ``N_t_L`` is the number of samples in the left child, and ``N_t_R`` is the number of samples in the right child. ``N``, ``N_t``, ``N_t_R`` and ``N_t_L`` all refer to the weighted sum, if ``sample_weight`` is passed. .. py:method:: fit(data, est_model, *, covariate=None, effect=None, effect_array=None) Fit the PolicyInterpreter model to interpret the policy for the causal effect estimated by the est_model on data. :param pandas.DataFrame data: The input samples for the est_model to estimate the causal effects and for the CEInterpreter to fit. :param estimator_model est_model: est_model should be any valid estimator model of ylearn which was already fitted and can estimate the CATE. :param list of str, optional, default=None covariate: Names of the covariate. :param list of str, optional, default=None effect: Names of the causal effect in `data`. If `effect_array` is not None, then `effect` will be ignored. :param numpy.ndarray, default=None effect_array: The causal effect that waited to be interpreted by the :class:`PolicyInterpreter`. If this is not provided, then `effect` can not be None. :returns: Fitted PolicyInterpreter :rtype: instance of PolicyInterpreter .. py:method:: interpret(*, data=None) Interpret the fitted model in the test data. :param pandas.DataFrame, optional, default=None data: The test data in the form of the DataFrame. The model will only use this if v is set as None. In this case, if data is also None, then the data used for training will be used. :returns: The interpreted results for all examples. :rtype: dict .. py:method:: plot(*, feature_names=None, max_depth=None, class_names=None, label='all', filled=False, node_ids=False, proportion=False, rounded=False, precision=3, ax=None, fontsize=None) Plot the tree model. The sample counts that are shown are weighted with any sample_weights that might be present. The visualization is fit automatically to the size of the axis. Use the ``figsize`` or ``dpi`` arguments of ``plt.figure`` to control the size of the rendering. :returns: List containing the artists for the annotation boxes making up the tree. :rtype: annotations : list of artists