Related papers: FIRE: An Optimization Approach for Fast Interpreta…
Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model…
This paper presents a new ensemble learning method for classification problems called projection pursuit random forest (PPF). PPF uses the PPtree algorithm introduced in Lee et al. (2013). In PPF, trees are constructed by splitting on…
An automated framework is presented for the numerical solution of optimal control problems with PDEs as constraints, in both the stationary and instationary settings. The associated code can solve both linear and non-linear problems, and…
Concurrent to the rapid progress in the development of neural-network based models in areas like natural language processing and computer vision, the need for creating explanations for the predictions of these black-box models has risen…
Forest fires pose a natural threat with devastating social, environmental, and economic implications. The rapid and highly uncertain rate of spread of wildfires necessitates a trustworthy digital tool capable of providing real-time…
State-of-the-art clustering algorithms use heuristics to partition the feature space and provide little insight into the rationale for cluster membership, limiting their interpretability. In healthcare applications, the latter poses a…
We present a novel method - LIBRE - to learn an interpretable classifier, which materializes as a set of Boolean rules. LIBRE uses an ensemble of bottom-up weak learners operating on a random subset of features, which allows for the…
We consider the problem of learning optimal binary classification trees. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in…
Small additive ensembles of symbolic rules offer interpretable prediction models. Traditionally, these ensembles use rule conditions based on conjunctions of simple threshold propositions $x \geq t$ on a single input variable $x$ and…
Optimal treatment rules can improve health outcomes on average by assigning a treatment associated with the most desirable outcome to each individual. Due to an unknown data generation mechanism, it is appealing to use flexible models to…
Tree search has recently emerged as a powerful framework for aligning generative models with task-specific rewards at test time. Applying tree search to Masked Diffusion Language Models, however, introduces two key challenges: (i) parallel…
This paper describes RESOLVE, a system that uses decision trees to learn how to classify coreferent phrases in the domain of business joint ventures. An experiment is presented in which the performance of RESOLVE is compared to the…
We propose a procedure to build a decision tree which approximates the performance of complex machine learning models. This single approximation tree can be used to interpret and simplify the predicting pattern of random forests (RFs) and…
We propose a general and versatile framework that significantly speeds-up graphical model optimization while maintaining an excellent solution accuracy. The proposed approach relies on a multi-scale pruning scheme that is able to…
We present the design and implementation of a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm produces rule lists with optimal training performance, according to the regularized…
Predicting earnings surprises from financial documents, such as earnings conference calls, regulatory filings, and financial news, has become increasingly important in financial economics. However, these financial documents present…
This paper proposes a new interpretation of sparse penalties such as the elastic-net and the group-lasso. Beyond providing a new viewpoint on these penalization schemes, our approach results in a unified optimization strategy. Our…
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…
Multi-fidelity (MF) regression often operates in regimes of extreme data imbalance, where the commonly-used Gaussian-process (GP) surrogates struggle with cubic scaling costs and overfit to sparse high-fidelity observations, limiting…
Machine learning models on behavioral and textual data can result in highly accurate prediction models, but are often very difficult to interpret. Rule-extraction techniques have been proposed to combine the desired predictive accuracy of…