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Global optimization of decision trees is a long-standing challenge in combinatorial optimization, yet such models play an important role in interpretable machine learning. Although the problem has been investigated for several decades, only…

Machine Learning · Computer Science 2026-02-03 Jiancheng Tu , Wenqi Fan , Zhibin Wu

Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…

Machine Learning · Computer Science 2026-03-11 Sabino Francesco Roselli , Eibe Frank

Tree ensembles are very popular machine learning models, known for their effectiveness in supervised classification and regression tasks. Their performance derives from aggregating predictions of multiple decision trees, which are renowned…

Optimization and Control · Mathematics 2025-01-14 Lorenzo Bonasera , Emilio Carrizosa

Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…

Many real-world problems require making sequences of decisions where the outcomes of each decision are probabilistic and uncertain, and the availability of different actions is constrained by the outcomes of previous actions. There is a…

Optimization and Control · Mathematics 2025-04-28 Berk Ozturk , She'ifa Punla-Green , Les Servi

Decision trees are renowned for their ability to achieve high predictive performance while remaining interpretable, especially on tabular data. Traditionally, they are constructed through recursive algorithms, where they partition the data…

Machine Learning · Computer Science 2024-08-27 Yufan Zhuang , Liyuan Liu , Chandan Singh , Jingbo Shang , Jianfeng Gao

Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…

We propose an approach for learning optimal tree-based prescription policies directly from data, combining methods for counterfactual estimation from the causal inference literature with recent advances in training globally-optimal decision…

Machine Learning · Computer Science 2020-12-07 Maxime Amram , Jack Dunn , Ying Daisy Zhuo

Decision diagrams for classification have some notable advantages over decision trees, as their internal connections can be determined at training time and their width is not bound to grow exponentially with their depth. Accordingly,…

Machine Learning · Computer Science 2022-05-31 Alexandre M. Florio , Pedro Martins , Maximilian Schiffer , Thiago Serra , Thibaut Vidal

Decision trees are one of the most popular methods for solving classification problems, mainly because of their good interpretability properties. Moreover, due to advances in recent years in mixed-integer optimization, several models have…

Optimization and Control · Mathematics 2026-05-29 Jan Pablo Burgard , Maria Eduarda Pinheiro , Martin Schmidt

Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…

Machine Learning · Computer Science 2022-11-24 Jimmy Lin , Chudi Zhong , Diane Hu , Cynthia Rudin , Margo Seltzer

Decision tree optimization is fundamental to interpretable machine learning. The most popular approach is to greedily search for the best feature at every decision point, which is fast but provably suboptimal. Recent approaches find the…

Machine Learning · Computer Science 2025-11-19 Varun Babbar , Hayden McTavish , Cynthia Rudin , Margo Seltzer

Random forests and, more generally, (decision\nobreakdash-)tree ensembles are widely used methods for classification and regression. Recent algorithmic advances allow to compute decision trees that are optimal for various measures such as…

Machine Learning · Computer Science 2024-09-25 Christian Komusiewicz , Pascal Kunz , Frank Sommer , Manuel Sorge

We focus on modeling the relationship between an input feature vector and the predicted outcome of a trained decision tree using mixed-integer optimization. This can be used in many practical applications where a decision tree or tree…

Optimization and Control · Mathematics 2025-05-20 Max Biggs , Georgia Perakis

Tree ensemble models such as random forests and boosted trees are among the most widely used and practically successful predictive models in applied machine learning and business analytics. Although such models have been used to make…

Optimization and Control · Mathematics 2019-10-11 Velibor V. Mišić

State-of-the-art clustering algorithms use heuristics to partition the feature space and provide little insight into the rationale for cluster membership, limiting their interpretability. In healthcare applications, the latter poses a…

Machine Learning · Statistics 2018-12-04 Dimitris Bertsimas , Agni Orfanoudaki , Holly Wiberg

Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…

Machine Learning · Computer Science 2021-01-22 Jinxiong Zhang

The use of machine learning algorithms in finance, medicine, and criminal justice can deeply impact human lives. As a consequence, research into interpretable machine learning has rapidly grown in an attempt to better control and fix…

Machine Learning · Computer Science 2021-02-02 Thibaut Vidal , Toni Pacheco , Maximilian Schiffer

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical…

Optimization and Control · Mathematics 2019-09-26 Miten Mistry , Dimitrios Letsios , Gerhard Krennrich , Robert M. Lee , Ruth Misener

Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…

Machine Learning · Statistics 2021-10-25 Rafael Blanquero , Emilio Carrizosa , Cristina Molero-Río , Dolores Romero Morales
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