On sparse optimal regression trees

DOI10.1016/J.EJOR.2021.12.022MaRDI QIDQ2670540zbMATH OpenOpenAlexFDO

Authors R. Blanquero, Emilio Carrizosa, Cristina Molero-Río, Dolores Romero Morales

Publication date 11 March 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.ejor.2021.12.022

zbMATH Keywords

machine learningnonlinear programmingsparsityclassification and regression treesoptimal regression trees

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Learning and adaptive systems in artificial intelligence (68T05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Credit risk (91G40)

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 4055377 (Why is no real title available?)
• scientific article; zbMATH DE number 6438182 (Why is no real title available?)
• A cost-sensitive constrained Lasso
• A random forest guided tour
• Bi-criteria optimization of decision trees with applications to data analysis
• Column generation based heuristic for learning classification trees
• Complete search for feature selection in decision trees
• Comprehensible credit scoring models using rule extraction from support vector machines
• Constructing optimal binary decision trees is NP-complete
• Do we need hundreds of classifiers to solve real world classification problems?
• Hedonic housing prices and the demand for clean air
• Learning decision trees with flexible constraints and objectives using integer optimization
• Mathematical optimization in classification and regression trees
• Optimal decision trees for categorical data via integer programming
• Optimal randomized classification trees
• Quantile regression forests
• Random forests
• Sparsity in optimal randomized classification trees
• Supersparse linear integer models for optimized medical scoring systems
• Using neural network rule extraction and decision tables for credit-risk evaluation

Cited in

(9)

• Mathematical optimization in classification and regression trees
• On sparse ensemble methods: an application to short-term predictions of the evolution of COVID-19
• On multivariate randomized classification trees: \(l_0\)-based sparsity, VC dimension and decomposition methods
• Loss-optimal classification trees: a generalized framework and the logistic case
• On optimal regression trees to detect critical intervals for multivariate functional data
• Sparse regression over clusters: SparClur
• Sparsity in optimal randomized classification trees
• Tree-sparse convex programs
• Optimally trained regression trees and Occam's razor

Describes a project that uses

Uses Software

• DFVLR-SQP
• shap
• Python
• randomForest
• glmnet
• rpart
• SciPy
• UCI

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