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predict on new samples using threshold policy #97

@erikcs

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@erikcs

Currently, predict returns the underlying allocation for the policy estimated (and evaluated) on the test set.

  • Another use case arises when we have new CATEs and cost and need to predict treatment allocations for these samples under a given budget constraint. In this case, a fitted maq object could use the estimated slope $\rho$ cutoff value $\lambda$ from the test set to determine and return the appropriate allocation (e.g., use the thresholding policy in Theorem 1 here https://arxiv.org/abs/2306.11979)

  • Another useful thing to return would be the prioritization scores $\rho$

Doing this requires storing the $\lambda$'s as part of the C++ solver's solution path. That could also be a convenient thing to return as part of the maq results.

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