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For optimization models to be used in practice, it is crucial that users trust the results. A key factor in this aspect is the interpretability of the solution process. A previous framework for inherently interpretable optimization models…

Optimization and Control · Mathematics 2026-02-13 Marc Goerigk , Michael Hartisch , Sebastian Merten , Kartikey Sharma

With dramatic improvements in optimization software, the solution of large-scale problems that seemed intractable decades ago are now a routine task. This puts even more real-world applications into the reach of optimizers. At the same…

Optimization and Control · Mathematics 2023-03-07 Marc Goerigk , Michael Hartisch

Interpretable classification models are built with the purpose of providing a comprehensible description of the decision logic to an external oversight agent. When considered in isolation, a decision tree, a set of classification rules, or…

Machine Learning · Computer Science 2019-03-18 Riccardo Guidotti , Salvatore Ruggieri

When predictive models are used to support complex and important decisions, the ability to explain a model's reasoning can increase trust, expose hidden biases, and reduce vulnerability to adversarial attacks. However, attempts at…

Machine Learning · Computer Science 2019-07-11 Dimitris Bertsimas , Arthur Delarue , Patrick Jaillet , Sebastien Martin

High-dimensional policies, such as those represented by neural networks, cannot be reasonably interpreted by humans. This lack of interpretability reduces the trust users have in policy behavior, limiting their use to low-impact tasks such…

Machine Learning · Computer Science 2021-09-20 John Mern , Sidhart Krishnan , Anil Yildiz , Kyle Hatch , Mykel J. Kochenderfer

Model explainability is crucial for human users to be able to interpret how a proposed classifier assigns labels to data based on its feature values. We study generalized linear models constructed using sets of feature value rules, which…

Machine Learning · Statistics 2023-11-06 Sanjeeb Dash , Soumyadip Ghosh , Joao Goncalves , Mark S. Squillante

In robust optimization, we would like to find a solution that is immunized against all scenarios that are modeled in an uncertainty set. Which scenarios to include in such a set is therefore of central importance for the tractability of the…

Optimization and Control · Mathematics 2024-10-14 Jamie Fairbrother , Marc Goerigk , Mohammad Khosravi

Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…

Machine Learning · Computer Science 2022-11-24 Jimmy Lin , Chudi Zhong , Diane Hu , Cynthia Rudin , Margo Seltzer

Prediction+optimization is a common real-world paradigm where we have to predict problem parameters before solving the optimization problem. However, the criteria by which the prediction model is trained are often inconsistent with the goal…

Machine Learning · Computer Science 2021-11-23 Kai Yan , Jie Yan , Chuan Luo , Liting Chen , Qingwei Lin , Dongmei Zhang

As artificial intelligence (AI) systems become increasingly integrated into critical decision-making processes, the need for transparent and interpretable models has become paramount. In this article we present a new ruleset creation method…

Machine Learning · Computer Science 2024-07-30 Mario Parrón Verdasco , Esteban García-Cuesta

We often desire our models to be interpretable as well as accurate. Prior work on optimizing models for interpretability has relied on easy-to-quantify proxies for interpretability, such as sparsity or the number of operations required. In…

Machine Learning · Statistics 2018-11-01 Isaac Lage , Andrew Slavin Ross , Been Kim , Samuel J. Gershman , Finale Doshi-Velez

Recent research has recognized interpretability and robustness as essential properties of trustworthy classification. Curiously, a connection between robustness and interpretability was empirically observed, but the theoretical reasoning…

Machine Learning · Computer Science 2021-02-16 Michal Moshkovitz , Yao-Yuan Yang , Kamalika Chaudhuri

Optimization is offered as an objective approach to resolving complex, real-world decisions involving uncertainty and conflicting interests. It drives business strategies as well as public policies and, increasingly, lies at the heart of…

Artificial Intelligence · Computer Science 2023-08-01 Benjamin Laufer , Thomas Krendl Gilbert , Helen Nissenbaum

Robust Optimization has traditionally taken a pessimistic, or worst-case viewpoint of uncertainty which is motivated by a desire to find sets of optimal policies that maintain feasibility under a variety of operating conditions. In this…

Machine Learning · Statistics 2017-11-22 Matthew Norton , Akiko Takeda , Alexander Mafusalov

Interpretable machine learning tackles the important problem that humans cannot understand the behaviors of complex machine learning models and how these models arrive at a particular decision. Although many approaches have been proposed, a…

Machine Learning · Computer Science 2019-05-21 Mengnan Du , Ninghao Liu , Xia Hu

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

We argue that robustness of explanations---i.e., that similar inputs should give rise to similar explanations---is a key desideratum for interpretability. We introduce metrics to quantify robustness and demonstrate that current methods do…

Machine Learning · Computer Science 2018-06-22 David Alvarez-Melis , Tommi S. Jaakkola

The field of health informatics has been profoundly influenced by the development of random forest models, which have led to significant advances in the interpretability of feature interactions. These models are characterized by their…

Machine Learning · Computer Science 2025-06-04 Akshat Dubey , Aleksandar Anžel , Georges Hattab

Tree ensemble models like random forests and gradient boosting machines are widely used in machine learning due to their excellent predictive performance. However, a high-performance ensemble consisting of a large number of decision trees…

Machine Learning · Statistics 2024-10-28 Zebin Yang , Agus Sudjianto , Xiaoming Li , Aijun Zhang

Deep neural networks have been well-known for their superb handling of various machine learning and artificial intelligence tasks. However, due to their over-parameterized black-box nature, it is often difficult to understand the prediction…

Machine Learning · Computer Science 2022-07-18 Xuhong Li , Haoyi Xiong , Xingjian Li , Xuanyu Wu , Xiao Zhang , Ji Liu , Jiang Bian , Dejing Dou
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