Generalized and scalable optimal sparse decision trees

Conference Paper

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 made that have allowed practical algorithms to find optimal decision trees. These new techniques have the potential to trigger a paradigm shift where it is possible to construct sparse decision trees to efficiently optimize a variety of objective functions without relying on greedy splitting and pruning heuristics that often lead to suboptimal solutions. The contribution in this work is to provide a general framework for decision tree optimization that addresses the two significant open problems in the area: treatment of imbalanced data and fully optimizing over continuous variables. We present techniques that produce optimal decision trees over a variety of objectives including F-score, AUC, and partial area under the ROC convex hull. We also introduce a scalable algorithm that produces provably optimal results in the presence of continuous variables and speeds up decision tree construction by several orders of magnitude relative to the stateof- the art.

Duke Authors

Cited Authors

  • Lin, J; Zhong, C; Hu, D; Rudin, C; Seltzer, M

Published Date

  • January 1, 2020

Published In

  • 37th International Conference on Machine Learning, Icml 2020

Volume / Issue

  • PartF168147-8 /

Start / End Page

  • 6106 - 6116

International Standard Book Number 13 (ISBN-13)

  • 9781713821120

Citation Source

  • Scopus