Optimization of Tree Ensembles

DOI10.1287/opre.2019.1928zbMath1457.90098arXiv1705.10883OpenAlexW3038400462MaRDI QIDQ5144785

Velibor V. Mišić

Publication date: 19 January 2021

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1705.10883

zbMATH Keywords

random forestsmixed integer optimizationtree ensemblesdrug designcustomized pricing

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Mixed integer programming (90C11)

Related Items (8)

Mathematical optimization in classification and regression trees ⋮ Toward Efficient Ensemble Learning with Structure Constraints: Convergent Algorithms and Applications ⋮ Big data driven order-up-to level model: application of machine learning ⋮ The role of optimization in some recent advances in data-driven decision-making ⋮ Optimization over decision trees: a case study for the design of stable direct-current electricity networks ⋮ On clustering and interpreting with rules by means of mathematical optimization ⋮ A two-stage exact algorithm for optimization of neural network ensemble ⋮ Injecting domain knowledge in neural networks: a controlled experiment on a constrained problem

Uses Software

• UCI-ml
• Gurobi
• gbm
• GeneSrF
• AdaBoost.MH
• AppliedPredictiveModeling
• randomForest
• Julia
• ranger
• XGBoost

Cites Work

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• Bagging predictors
• Concave extensions for nonlinear 0-1 maximization problems
• Consistency of random forests
• A random forest guided tour
• OR Forum—An Algorithmic Approach to Linear Regression
• Mixed Integer Linear Programming Formulation Techniques
• An Integer Optimization Approach to Large-Scale Air Traffic Flow Management
• Computing in Operations Research Using Julia
• Exact First-Choice Product Line Optimization
• The Impact of Linear Optimization on Promotion Planning
• Optimal classification trees
• Random forests

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