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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…

Machine Learning · Computer Science 2026-02-03 Jiancheng Tu , Wenqi Fan , Zhibin Wu

Several recent publications report advances in training optimal decision trees (ODT) using mixed-integer programs (MIP), due to algorithmic advances in integer programming and a growing interest in addressing the inherent suboptimality of…

Machine Learning · Computer Science 2020-11-09 Haoran Zhu , Pavankumar Murali , Dzung T. Phan , Lam M. Nguyen , Jayant R. Kalagnanam

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…

Optimization and Control · Mathematics 2025-04-28 Dimitris Bertsimas , Berk Öztürk

Decision trees are a popular machine learning model which are traditionally trained by heuristic methods. Massive improvements in computing power and optimisation techniques has led to renewed interest in learning globally optimal decision…

Optimization and Control · Mathematics 2025-11-25 Mitchell Keegan , Michael Forbes , Paul Corry , Mahdi Abolghasemi

Decision trees are one of the most popular methods for solving classification problems, mainly because of their good interpretability properties. Moreover, due to advances in recent years in mixed-integer optimization, several models have…

Optimization and Control · Mathematics 2026-05-29 Jan Pablo Burgard , Maria Eduarda Pinheiro , Martin Schmidt

The global optimization of classification trees has demonstrated considerable promise, notably in enhancing accuracy, optimizing size, and thereby improving human comprehensibility. While existing optimal classification trees substantially…

Machine Learning · Computer Science 2024-02-01 Jiancheng Tu , Wenqi Fan , Zhibin Wu

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…

Machine Learning · Computer Science 2026-04-06 Hüseyin Tunç , Doğanay Özese , Ş. İlker Birbil , Donato Maragno , Marco Caserta , Mustafa Baydoğan

Mixed-integer programming (MIP) has emerged as a powerful framework for learning optimal decision trees. Yet, existing MIP approaches for regression tasks are either limited to purely binary features or become computationally intractable…

Machine Learning · Computer Science 2025-10-29 Cristobal Heredia , Pedro Chumpitaz-Flores , Kaixun Hua

Interpretability of reinforcement learning policies is essential for many real-world tasks but learning such interpretable policies is a hard problem. Particularly rule-based policies such as decision trees and rules lists are difficult to…

Artificial Intelligence · Computer Science 2024-02-15 Daniël Vos , Sicco Verwer

This paper introduces Weighted Optimal Classification Forests (WOCFs), a new family of classifiers that takes advantage of an optimal ensemble of decision trees to derive accurate and interpretable classifiers. We propose a novel…

Optimization and Control · Mathematics 2024-12-02 Víctor Blanco , Alberto Japón , Justo Puerto , Peter Zhang

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…

Machine Learning · Computer Science 2023-07-20 Sina Aghaei , Andrés Gómez , Phebe Vayanos

The Classification Tree (CT) is one of the most common models in interpretable machine learning. Although such models are usually built with greedy strategies, in recent years, thanks to remarkable advances in Mixer-Integer Programming…

Machine Learning · Statistics 2023-12-08 Tommaso Aldinucci , Matteo Lapucci

Optimal transport (OT) theory underlies many emerging machine learning (ML) methods nowadays solving a wide range of tasks such as generative modeling, transfer learning and information retrieval. These latter works, however, usually build…

Machine Learning · Statistics 2021-12-03 Quang Huy Tran , Hicham Janati , Ievgen Redko , Rémi Flamary , Nicolas Courty

We introduce the idea that using optimal classification trees (OCTs) and optimal classification trees with-hyperplanes (OCT-Hs), interpretable machine learning algorithms developed by Bertsimas and Dunn [2017, 2018], we are able to obtain…

Optimization and Control · Mathematics 2020-06-03 Dimitris Bertsimas , Bartolomeo Stellato

Pattern discovery in data plays a crucial role across diverse domains, including healthcare, risk assessment, and machinery maintenance. In contrast to black-box deep learning models, symbolic rule discovery emerges as a key data mining…

Machine Learning · Computer Science 2026-05-15 Young-Chae Hong , Yangho Chen

Interpretable reinforcement learning policies are essential for high-stakes decision-making, yet optimizing decision tree policies in Markov Decision Processes (MDPs) remains challenging. We propose SPOT, a novel method for computing…

Machine Learning · Computer Science 2025-10-23 Xuyuan Xiong , Pedro Chumpitaz-Flores , Kaixun Hua , Cheng Hua

Multivariate adaptive regression splines (MARS) is a flexible statistical modeling method that has been popular for data mining applications. MARS has also been employed to approxmiate unknown relationships in optimzation for complex…

Optimization and Control · Mathematics 2020-06-30 Xinglong Ju , Jay M. Rosenberger , Victoria C. P. Chen , Feng Liu

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…

Machine Learning · Computer Science 2024-08-05 Brandon Alston , Illya V. Hicks

This work introduces a novel interpretable machine learning method called Mixture of Decision Trees (MoDT). It constitutes a special case of the Mixture of Experts ensemble architecture, which utilizes a linear model as gating function and…

Machine Learning · Computer Science 2022-11-29 Simeon Brüggenjürgen , Nina Schaaf , Pascal Kerschke , Marco F. Huber

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…

Machine Learning · Computer Science 2019-08-14 Oktay Gunluk , Jayant Kalagnanam , Minhan Li , Matt Menickelly , Katya Scheinberg
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