Subgroup identification in classification scenario with multiple treatments

Abstract: The subgroup identification field which sometimes is called personalized medicine, tries to group individuals such that the effects of a treatment are the most beneficial for them. One of the methods developed for this purpose is called PSICA. Currently this method works in a setting of multiple treatments and real valued response variables. In this thesis, this methodology is extended to the degree that it can also handle ordinal response variables that can take a finite number of values. It is also compared to a competitor method which results in similar performance but with the added value of a probabilistic output and a model that is interpretable and ready for policy making. This is achieved at the expense of a higher execution time. Finally, this extension is applied to a longitudinal study done in Nicaragua in the los Cuatro Santos population in which some interventions were applied in order to reduce poverty. The results showed which were the most beneficial treatments for different population subgroups.