Related papers: Learning Optimal Prescriptive Trees from Observati…
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…
Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary…
As a multitude of capable machine learning (ML) models become widely available in forms such as open-source software and public APIs, central questions remain regarding their use in real-world applications, especially in high-stakes…
Tree-based models are increasingly popular due to their ability to identify complex relationships that are beyond the scope of parametric models. Survival tree methods adapt these models to allow for the analysis of censored outcomes, which…
In many areas, practitioners seek to use observational data to learn a treatment assignment policy that satisfies application-specific constraints, such as budget, fairness, simplicity, or other functional form constraints. For example,…
We consider the problem of learning classification trees that are robust to distribution shifts between training and testing/deployment data. This problem arises frequently in high stakes settings such as public health and social work where…
Identifying and making statistical inferences on differential treatment effects (commonly known as subgroup analysis in clinical research) is central to precision health. Subgroup analysis allows practitioners to pinpoint populations for…
Building models of human decision-making from observed behaviour is critical to better understand, diagnose and support real-world policies such as clinical care. As established policy learning approaches remain focused on imitation…
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…
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…
ODTLearn is an open-source Python package that provides methods for learning optimal decision trees for high-stakes predictive and prescriptive tasks based on the mixed-integer optimization (MIO) framework proposed in (Aghaei et al., 2021)…
The global optimization literature places large emphasis on reducing intractable optimization problems into more tractable structured optimization forms. In order to achieve this goal, many existing methods are restricted to optimization…
In many settings, a decision-maker wishes to learn a rule, or policy, that maps from observable characteristics of an individual to an action. Examples include selecting offers, prices, advertisements, or emails to send to consumers, as…
Decision trees are powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…
In the field of decision trees, most previous studies have difficulty ensuring the statistical optimality of a prediction of new data and suffer from overfitting because trees are usually used only to represent prediction functions to be…
We study the problem of learning to choose from m discrete treatment options (e.g., news item or medical drug) the one with best causal effect for a particular instance (e.g., user or patient) where the training data consists of passive…
Decision trees are ubiquitous in machine learning for their ease of use and interpretability. Yet, these models are not typically employed in reinforcement learning as they cannot be updated online via stochastic gradient descent. We…
Multivariate decision trees are powerful machine learning tools for classification and regression that attract many researchers and industry professionals. An optimal binary tree has two types of vertices, (i) branching vertices which have…
Decision trees have been a very popular class of predictive models for decades due to their interpretability and good performance on categorical features. However, they are not always robust and tend to overfit the data. Additionally, if…
Reinforcement learning techniques leveraging deep learning have made tremendous progress in recent years. However, the complexity of neural networks prevents practitioners from understanding their behavior. Decision trees have gained…