AbstractPersonalized medicine allows individuals to choose the best fit of their treatments based on their characteristics through an individualized treatment regime. In this paper, we develop a pool adjacent violators algorithm–assisted learning method to find the optimal individualized treatment regime under the monotone single‐index outcome gain model. The proposed estimator is more efficient than peers, and it is robust to the misspecification of the propensity score model or the baseline regression model. The optimal treatment regime is also robust to the misspecification of the functional form of the expected outcome gain model. Simulation studies verified our theoretical results. We also provide an estimate of the expected outcome gain model. Plotting the expected outcome gain versus an individual's characteristics index can visualize how significant the treatment effect is over the control. We apply the proposed method to an AIDS study.