Related papers: Learning Certifiably Optimal Rule Lists for Catego…
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…
Checklists are simple decision aids that are often used to promote safety and reliability in clinical applications. In this paper, we present a method to learn checklists for clinical decision support. We represent predictive checklists as…
Learning interpretable models has become a major focus of machine learning research, given the increasing prominence of machine learning in socially important decision-making. Among interpretable models, rule lists are among the best-known…
Conventional rule learning algorithms aim at finding a set of simple rules, where each rule covers as many examples as possible. In this paper, we argue that the rules found in this way may not be the optimal explanations for each of the…
As machine learning is increasingly used to help make decisions, there is a demand for these decisions to be explainable. Arguably, the most explainable machine learning models use decision rules. This paper focuses on decision sets, a type…
Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…
We introduce a new rule-based optimization method for classification with constraints. The proposed method leverages column generation for linear programming, and hence, is scalable to large datasets. The resulting pricing subproblem is…
Computing an optimal classification tree that provably maximizes training performance within a given size limit, is NP-hard, and in practice, most state-of-the-art methods do not scale beyond computing optimal trees of depth three.…
Classification rules can be severely affected by the presence of disturbing observations in the training sample. Looking for an optimal classifier with such data may lead to unnecessarily complex rules. So, simpler effective classification…
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…
Over the last century, risk scores have been the most popular form of predictive model used in healthcare and criminal justice. Risk scores are sparse linear models with integer coefficients; often these models can be memorized or placed on…
Risk scores are simple classification models that let users make quick risk predictions by adding and subtracting a few small numbers. These models are widely used in medicine and criminal justice, but are difficult to learn from data…
Decision lists are one of the most easily explainable machine learning models. Given the renewed emphasis on explainable machine learning decisions, this machine learning model is increasingly attractive, combining small size and clear…
In this study, we propose an innovative dynamic classification algorithm aimed at achieving zero missed detections and minimal false positives,acritical in safety-critical domains (e.g., medical diagnostics) where undetected cases risk…
We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to…
We present an algorithm for building probabilistic rule lists that is two orders of magnitude faster than previous work. Rule list algorithms are competitors for decision tree algorithms. They are associative classifiers, in that they are…
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previous approaches are typically designed to handle binary…
Discovering interpretable patterns for classification of sequential data is of key importance for a variety of fields, ranging from genomics to fraud detection or more generally interpretable decision-making. In this paper, we propose a…