Related papers: Tight Mixed-Integer Optimization Formulations for …
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…
Tree-structured models are a powerful alternative to parametric regression models if non-linear effects and interactions are present in the data. Yet, classical tree-structured models might not be appropriate if data comes in clusters of…
Finding tight bounds on the optimal solution is a critical element of practical solution methods for discrete optimization problems. In the last decade, decision diagrams (DDs) have brought a new perspective on obtaining upper and lower…
We study optimal decision policies for integer linear programs with a fixed feasible set and varying cost vectors, represented as linear decision trees. Once synthesized for a given feasible set, they return an optimal solution for any…
Random forests and, more generally, (decision\nobreakdash-)tree ensembles are widely used methods for classification and regression. Recent algorithmic advances allow to compute decision trees that are optimal for various measures such as…
We present strong mixed-integer programming (MIP) formulations for high-dimensional piecewise linear functions that correspond to trained neural networks. These formulations can be used for a number of important tasks, such as verifying…
Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…
We consider integer-restricted optimal control of systems governed by abstract semilinear evolution equations. This includes the problem of optimal control design for certain distributed parameter systems endowed with multiple actuators,…
In this paper we propose a technique that assigns obstacles to clusters used for collision avoidance via Mixed-Integer Programming. This strategy enables a reduction in the number of binary variables used for collision avoidance, thus…
Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…
Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…
We analyze different ways of constructing binary extended formulations of mixed-integer problems with bounded integer variables and compare their relative strength with respect to split cuts. We show that among all binary extended…
The paper focuses on a multidimensional optimization problem, which is formulated in terms of tropical mathematics and consists in minimizing a nonlinear objective function subject to linear inequality constraints. To solve the problem, we…
Mixed Integer Programming (MIP) is one of the most widely used modeling techniques for combinatorial optimization problems. In many applications, a similar MIP model is solved on a regular basis, maintaining remarkable similarities in model…
Decision tree ensembles are widely used and competitive learning models. Despite their success, popular toolkits for learning tree ensembles have limited modeling capabilities. For instance, these toolkits support a limited number of loss…
A phylogenetic tree shows the evolutionary relationships among species. Internal nodes of the tree represent speciation events and leaf nodes correspond to species. A goal of phylogenetics is to combine such trees into larger trees, called…
We propose an approach to trajectory optimization for piecewise polynomial systems based on the recently proposed graphs of convex sets framework. We instantiate the framework with a convex relaxation of optimal control based on occupation…
Neural networks and tree ensembles are state-of-the-art learners, each with its unique statistical and computational advantages. We aim to combine these advantages by introducing a new layer for neural networks, composed of an ensemble of…
Mixed-integer rounding (MIR) cutting planes (cuts) are effective at improving the strength of a linear relaxation for mixed-integer linear programming (MIP) problems. The cuts in this family are derived by aggregating constraints then…
In finite element calculations, the integral forms are usually evaluated using nested loops over elements, and over quadrature points. Many such forms (e.g. linear or multi-linear) can be expressed in a compact way, without the explicit…