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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

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 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

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

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

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…

Artificial Intelligence · Computer Science 2019-09-10 Jian-Ya Ding , Chao Zhang , Lei Shen , Shengyin Li , Bing Wang , Yinghui Xu , Le Song

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

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

This work introduces a framework to address the computational complexity inherent in Mixed-Integer Programming (MIP) models by harnessing the potential of deep learning. By employing deep learning, we construct problem-specific heuristics…

Optimization and Control · Mathematics 2024-05-13 Niki Triantafyllou , Maria M. Papathanasiou

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 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

Mixed-integer linear programming (MILP) is widely employed for modeling combinatorial optimization problems. In practice, similar MILP instances with only coefficient variations are routinely solved, and machine learning (ML) algorithms are…

Optimization and Control · Mathematics 2023-03-07 Qingyu Han , Linxin Yang , Qian Chen , Xiang Zhou , Dong Zhang , Akang Wang , Ruoyu Sun , Xiaodong Luo

Decision trees usefully represent sparse, high dimensional and noisy data. Having learned a function from this data, we may want to thereafter integrate the function into a larger decision-making problem, e.g., for picking the best chemical…

Optimization and Control · Mathematics 2019-09-26 Miten Mistry , Dimitrios Letsios , Gerhard Krennrich , Robert M. Lee , Ruth Misener

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

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 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

Machine learning components commonly appear in larger decision-making pipelines; however, the model training process typically focuses only on a loss that measures accuracy between predicted values and ground truth values. Decision-focused…

Machine Learning · Computer Science 2019-07-19 Aaron Ferber , Bryan Wilder , Bistra Dilkina , Milind Tambe

Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics,…

Machine Learning · Computer Science 2022-05-31 Elias B. Khalil , Christopher Morris , Andrea Lodi

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 powerful tools for classification and regression that attract many researchers working in the burgeoning area of machine learning. One advantage of decision trees over other methods is their interpretability, which is…

Machine Learning · Computer Science 2023-07-11 Brandon Alston , Hamidreza Validi , Illya V. Hicks
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