Optimal Generalized Decision Trees via Integer Programming

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 over t the data. Additionally, if allowed to grow large, they lose interpretability. In this paper, we present a novel mixed integer programming formulation to construct optimal decision trees of specified size. We take special structure of categorical features into account and allow combinatorial decisions (based on subsets of values of such a feature) at each node. We show that very good accuracy can be achieved with small trees using moderately-sized training sets. The optimization problems we solve are easily tractable with modern solvers.

By: Matt Menickelly, Oktay Günlük, Katya Scheinberg, Jayant R. Kalagnanam

Published in: RC25646 in 2016


This Research Report is available. This report has been submitted for publication outside of IBM and will probably be copyrighted if accepted for publication. It has been issued as a Research Report for early dissemination of its contents. In view of the transfer of copyright to the outside publisher, its distribution outside of IBM prior to publication should be limited to peer communications and specific requests. After outside publication, requests should be filled only by reprints or legally obtained copies of the article (e.g., payment of royalties). I have read and understand this notice and am a member of the scientific community outside or inside of IBM seeking a single copy only.


Questions about this service can be mailed to reports@us.ibm.com .