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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

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

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…

Machine Learning · Statistics 2020-05-14 Sina Aghaei , Andres Gomez , Phebe Vayanos

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

Decision tree learning is a widely used approach in machine learning, favoured in applications that require concise and interpretable models. Heuristic methods are traditionally used to quickly produce models with reasonably high accuracy.…

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

Decision diagrams for classification have some notable advantages over decision trees, as their internal connections can be determined at training time and their width is not bound to grow exponentially with their depth. Accordingly,…

Machine Learning · Computer Science 2022-05-31 Alexandre M. Florio , Pedro Martins , Maximilian Schiffer , Thiago Serra , Thibaut Vidal

There has been a surge of interest in learning optimal decision trees using mixed-integer programs (MIP) in recent years, as heuristic-based methods do not guarantee optimality and find it challenging to incorporate constraints that are…

Machine Learning · Computer Science 2023-02-15 Shivaram Subramanian , Wei Sun

Computing an optimal classification tree that provably maximizes training performance within a given size limit, is NP-hard, and in practice, most state-of-the-art methods do not scale beyond computing optimal trees of depth three.…

Machine Learning · Computer Science 2025-01-15 Catalin E. Brita , Jacobus G. M. van der Linden , Emir Demirović

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

In recent years, there has been growing attention to interpretable machine learning models which can give explanatory insights on their behaviour. Thanks to their interpretability, decision trees have been intensively studied for…

Optimization and Control · Mathematics 2023-10-10 Federico D'Onofrio , Giorgio Grani , Marta Monaci , Laura Palagi

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

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

Even though it is well known that for most relevant computational problems different algorithms may perform better on different classes of problem instances, most researchers still focus on determining a single best algorithmic…

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

This paper proposes a new mixed-integer programming (MIP) formulation to optimize split rule selection in the decision tree induction process, and develops an efficient search algorithm that is able to solve practical instances of the MIP…

Machine Learning · Computer Science 2022-05-31 Yanchao Liu

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

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

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

We consider a discrete optimization formulation for learning sparse classifiers, where the outcome depends upon a linear combination of a small subset of features. Recent work has shown that mixed integer programming (MIP) can be used to…

Machine Learning · Statistics 2021-06-08 Antoine Dedieu , Hussein Hazimeh , Rahul Mazumder
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