Related papers: Generalized and Scalable Optimal Sparse Decision T…
This paper presents several new tractability results for planning based on macros. We describe an algorithm that optimally solves planning problems in a class that we call inverted tree reducible, and is provably tractable for several…
There has been a surge of interest in learning optimal decision trees using mixed-integer programs (MIP) in recent years, as heuristic-based methods do not guarantee optimality and find it challenging to incorporate constraints that are…
The classification of imbalanced data has presented a significant challenge for most well-known classification algorithms that were often designed for data with relatively balanced class distributions. Nevertheless skewed class distribution…
The sparse portfolio selection problem is one of the most famous and frequently-studied problems in the optimization and financial economics literatures. In a universe of risky assets, the goal is to construct a portfolio with maximal…
The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method…
The decision tree is one of the most popular and classical machine learning models from the 1980s. However, in many practical applications, decision trees tend to generate decision paths with excessive depth. Long decision paths often cause…
Evidence suggests that oblique splits can significantly enhance the performance of decision trees. This paper explores the optimization of high-dimensional oblique splits for decision tree construction, establishing the Sufficient Impurity…
Boosted decision trees enjoy popularity in a variety of applications; however, for large-scale datasets, the cost of training a decision tree in each round can be prohibitively expensive. Inspired by ideas from the multi-arm bandit…
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…
Decision trees are widely used for their low computational cost, good predictive performance, and ability to assess the importance of features. Though often used in practice for feature selection, the theoretical guarantees of these methods…
Incorporating domain-specific constraints into machine learning models is essential for generating predictions that are both accurate and feasible in real-world applications. This paper introduces new methods for training Output-Constrained…
In this paper, we study three algorithmic problems involving computation trees: the optimization, solvability, and satisfiability problems. The solvability problem is concerned with recognizing computation trees that solve problems. The…
Datasets can be biased due to societal inequities, human biases, under-representation of minorities, etc. Our goal is to certify that models produced by a learning algorithm are pointwise-robust to potential dataset biases. This is a…
Decision forests, including Random Forests and Gradient Boosting Trees, have recently demonstrated state-of-the-art performance in a variety of machine learning settings. Decision forests are typically ensembles of axis-aligned decision…
In any given machine learning problem, there may be many models that could explain the data almost equally well. However, most learning algorithms return only one of these models, leaving practitioners with no practical way to explore…
In this work, we deal with the problem of computing a comprehensive front of efficient solutions in multi-objective portfolio optimization problems in presence of sparsity constraints. We start the discussion pointing out some weaknesses of…
As the development of distributed systems progresses, more and more challenges arise and the need for developing optimized systems and for optimizing existing systems from multiple perspectives becomes more stringent. In this paper I…
Gradient boosting is a state-of-the-art prediction technique that sequentially produces a model in the form of linear combinations of simple predictors---typically decision trees---by solving an infinite-dimensional convex optimization…
Recently there has been a surge of interest in optimal decision tree (ODT) methods that globally optimize accuracy directly, in contrast to traditional approaches that locally optimize an impurity or information metric. However, the value…
A tremendous range of design tasks in materials, physics, and biology can be formulated as finding the optimum of an objective function depending on many parameters without knowing its closed-form expression or the derivative. Traditional…