Related papers: Optimal Decision Trees for the Algorithm Selection…
Bringing high-level machine learning models to efficient and well-suited machine implementations often invokes a bunch of tools, e.g.~code generators, compilers, and optimizers. Along such tool chains, abstractions have to be applied. This…
Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…
This paper proposes a new mixed-integer programming (MIP) formulation to optimize split rule selection in the decision tree induction process, and develops an efficient search algorithm that is able to solve practical instances of the MIP…
In this paper, we present an exact algorithm for optimizing two linear fractional over the efficient set of a multi-objective integer quadratic problem. This type of problems arises when two decision-makers, such as firms, each have a…
Mixed-integer optimisation problems can be computationally challenging. Here, we introduce and analyse two efficient algorithms with a specific sequential design that are aimed at dealing with sampled problems within this class. At each…
We propose a hierarchical architecture for efficiently computing high-quality solutions to structured mixed-integer programs (MIPs). To reduce computational effort, our approach decouples the original problem into a higher level problem and…
Deriving a good variable selection strategy in branch-and-bound is essential for the efficiency of modern mixed-integer programming (MIP) solvers. With MIP branching data collected during the previous solution process, learning to branch…
Decision trees are a widely used method for classification, both by themselves and as the building blocks of multiple different ensemble learning methods. The Max-Cut decision tree involves novel modifications to a standard, baseline model…
In this paper, we show how a resource allocation problem can be solved through Integer Linear Programming (ILP). A detailed illustrative example is presented, together with an exhaustive overview of the mathematical model. The size of the…
Decision trees and randomized forests are widely used in computer vision and machine learning. Standard algorithms for decision tree induction optimize the split functions one node at a time according to some splitting criteria. This greedy…
Clear and concise code is necessary to ensure maintainability, so it is crucial that the software is as simple as possible to understand, to avoid bugs and, above all, vulnerabilities. There are many ways to enhance software without…
This paper proposes a novel primal heuristic for Mixed Integer Programs, by employing machine learning techniques. Mixed Integer Programming is a general technique for formulating combinatorial optimization problems. Inside a solver, primal…
Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…
The method for analyzing algorithmic runtime complexity using decision trees is discussed using the sorting algorithm. This method is then extended to optimal algorithms which may find all cliques of size q in network N, or simply the first…
Most decision tree induction algorithms are based on a greedy top-down recursive partitioning strategy for tree growth. In this paper, we propose several methods for induction of decision trees and their ensembles based on evolutionary…
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,…
It has long been observed that for practically any computational problem that has been intensely studied, different instances are best solved using different algorithms. This is particularly pronounced for computationally hard problems,…
The study of optimal decision trees has gained increasing attention in recent years; however, despite substantial progress, it still suffers from two major challenges: First, trees constructed by existing optimal decision tree (ODT)…
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…
In the first paper (part I) of this series of two, we introduce four novel definitions of the ODT problems: three for size-constrained trees and one for depth-constrained trees. These definitions are stated unambiguously through executable…