Related papers: Fast Sparse Decision Tree Optimization via Referen…
Tree-based machine learning techniques, such as Decision Trees and Random Forests, are top performers in several domains as they do well with limited training datasets and offer improved interpretability compared to Deep Neural Networks…
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…
Associative memories are data structures addressed using part of the content rather than an index. They offer good fault reliability and biological plausibility. Among different families of associative memories, sparse ones are known to…
Embedding image features into a binary Hamming space can improve both the speed and accuracy of large-scale query-by-example image retrieval systems. Supervised hashing aims to map the original features to compact binary codes in a manner…
Decision trees are a popular family of models due to their attractive properties such as interpretability and ability to handle heterogeneous data. Concurrently, missing data is a prevalent occurrence that hinders performance of machine…
Clustering serves as a vital tool for uncovering latent data structures, and achieving both high accuracy and interpretability is essential. To this end, existing methods typically construct binary decision trees by solving mixed-integer…
Nowadays new technologies, and especially artificial intelligence, are more and more established in our society. Big data analysis and machine learning, two sub-fields of artificial intelligence, are at the core of many recent breakthroughs…
We present the framework of slowly varying regression under sparsity, allowing sparse regression models to exhibit slow and sparse variations. The problem of parameter estimation is formulated as a mixed-integer optimization problem. We…
We present FIRE, Fast Interpretable Rule Extraction, an optimization-based framework to extract a small but useful collection of decision rules from tree ensembles. FIRE selects sparse representative subsets of rules from tree ensembles,…
Complete tree search is a highly effective method for tackling MIP problems, and over the years, a plethora of branching heuristics have been introduced to further refine the technique for varying problems. Recently, portfolio algorithms…
The prototypical high-dimensional statistics problem entails finding a structured signal in noise. Many of these problems exhibit an intriguing phenomenon: the amount of data needed by all known computationally efficient algorithms far…
Constrained clustering is a semi-supervised task that employs a limited amount of labelled data, formulated as constraints, to incorporate domain-specific knowledge and to significantly improve clustering accuracy. Previous work has…
Polytrees are a subclass of Bayesian networks that seek to capture the conditional dependencies between a set of $n$ variables as a directed forest and are motivated by their more efficient inference and improved interpretability. Since the…
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…
Regression with sparse inputs is a common theme for large scale models. Optimizing the underlying linear algebra for sparse inputs allows such models to be estimated faster. At the same time, centering the inputs has benefits in improving…
We introduce a batched lazy algorithm for supervised classification using decision trees. It avoids unnecessary visits to irrelevant nodes when it is used to make predictions with either eagerly or lazily trained decision trees. A set of…
In the last twenty-five years (1990-2014), algorithmic advances in integer optimization combined with hardware improvements have resulted in an astonishing 200 billion factor speedup in solving Mixed Integer Optimization (MIO) problems. We…
Decision trees and random forest remain highly competitive for classification on medium-sized, standard datasets due to their robustness, minimal preprocessing requirements, and interpretability. However, a single tree suffers from high…
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…
While globally optimal empirical risk minimization (ERM) decision trees have become computationally feasible and empirically successful, rigorous theoretical guarantees for their statistical performance remain limited. In this work, we…