Related papers: Mixed integer linear optimization formulations for…
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…
Real-world optimization problems often do not just involve multiple objectives but also uncertain parameters. In this case, the goal is to find Pareto-optimal solutions that are robust, i.e., reasonably good under all possible realizations…
Linear model trees are regression trees that incorporate linear models in the leaf nodes. This preserves the intuitive interpretation of decision trees and at the same time enables them to better capture linear relationships, which is hard…
We use cutting-edge mixed integer optimization (MIO) methods to develop a framework for detection and estimation of structural breaks in time series regression models. The framework is constructed based on the least squares problem subject…
Data driven classification that relies on neural networks is based on optimization criteria that involve some form of distance between the output of the network and the desired label. Using the same mathematical analysis, for a multitude of…
We consider integer programming problems with bounded general-integer variables belonging to the general class of network flow problems. For those, we computationally investigate the effect on mixed-integer linear programming (MIP) solvers…
Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…
We propose a unified framework to address a family of classical mixed-integer optimization problems with logically constrained decision variables, including network design, facility location, unit commitment, sparse portfolio selection,…
We have developed a strategy for the analysis of newly available binary data to improve outcome predictions based on existing data (binary or non-binary). Our strategy involves two modeling approaches for the newly available data, one…
Finding optimal join orders is among the most crucial steps to be performed by query optimisers. Though extensively studied in data management research, the problem remains far from solved: While query optimisers rely on exhaustive search…
Ensemble learning combines multiple classifiers in the hope of obtaining better predictive performance. Empirical studies have shown that ensemble pruning, that is, choosing an appropriate subset of the available classifiers, can lead to…
Ren et al. recently introduced a method for aggregating multiple decision trees into a strong predictor by interpreting a path taken by a sample down each tree as a binary vector and performing linear regression on top of these vectors…
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 and their ensembles are popular in machine learning as easy-to-understand models. Several techniques have been proposed in the literature for learning tree-based classifiers, with different techniques working well for data…
Cutting plane selection is a subroutine used in all modern mixed-integer linear programming solvers with the goal of selecting a subset of generated cuts that induce optimal solver performance. These solvers have millions of parameter…
We provide an $O(n \log n)$ algorithm computing the linear maximum induced matching width of a tree and an optimal layout.
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…
Decision trees are one of the most useful and popular methods in the machine learning toolbox. In this paper, we consider the problem of learning optimal decision trees, a combinatorial optimization problem that is challenging to solve at…
Bilevel optimization has become a powerful framework in various machine learning applications including meta-learning, hyperparameter optimization, and network architecture search. There are generally two classes of bilevel optimization…
Decision trees are widely-used classification and regression models because of their interpretability and good accuracy. Classical methods such as CART are based on greedy approaches but a growing attention has recently been devoted to…