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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for optimal trees

BARK optimizes black-box functions using Bayesian Additive Regression Trees.

problem Bayesian optimization of complex, black-box functions with uncertainty quantification.
method BART Kernel using tree agreement for posterior over piecewise-constant functions, explored using MCMC.
result BARK obtains samples of Gaussian processes for function distributions, enabling acquisition functions for optimization.

ODTLearn learns optimal decision trees for predictive and prescriptive tasks.

problem Learning optimal decision trees for high-stakes predictive and prescriptive tasks.
method Mixed-integer optimization framework and object-oriented design.
result Implementation of optimal decision trees for various tasks.

A new decision tree induction method using MIP for faster optimization.

problem Optimizing decision tree split rules for better classification performance.
method Mixed-integer programming (MIP) for Gini reduction maximization, efficient search algorithm.
result bsnsing trees outperform other tree models in new case discrimination.

ForestPrune optimizes tree ensemble pruning for compactness and speed.

problem Large tree ensembles in predictive models consume excessive memory and reduce interpretability.
method Developed a specialized optimization algorithm to efficiently prune tree ensembles by depth layers.
result ForestPrune produces compact, high-performing models that outperform existing post-processing methods.

A new algorithm, Regular Tree Search, tackles non-convex simulation optimization problems.

problem Non-convex objective functions in simulation optimization.
method Integrates adaptive sampling with recursive partitioning of the search space.
result Proves global convergence and reliably identifies the global optimum.

This paper solves the open problem of computing Bayes optimal prediction for decision trees using a Markov chain Monte Carlo method.

problem Computing the Bayes optimal prediction for decision trees is infeasible due to an infeasible summation over all division patterns of a feature space.
method Solved the open problem using a Markov chain Monte Carlo method with adaptively tuned step size.
result Computed the Bayes optimal prediction for decision trees using a Markov chain Monte Carlo method.

Optimal survival trees ensemble reduces tree count and improves predictive performance.

problem Improving predictive performance in survival analysis.
method Grows a forest of optimal survival trees by ranking and selecting the best trees based on out-of-bag error.
result Reduces the number of trees in the ensemble while improving predictive performance.

A new tree-based model improves uncertainty estimation in sequential optimization.

problem Improving uncertainty estimation in sequential model-based optimization.
method Proposed a new ensemble of randomized trees (BwO forest) with bagging and oversampling.
result BwO forest outperforms existing tree-based models in various optimization scenarios.

Decision tree algorithms have been among the most popular algorithms for interpretable (transparent) machine learning since the early 1980's. The problem that has plagued decision tree algorithms since their inception is their lack of optimality, or lack of guarantees of closeness to optimality: decision tree algorithm…

2019-04-29abs ↗pdf ↗

Decision trees improve decision-making by optimizing predictions of unknown parameters.

problem Optimizing decisions based on predicted unknown parameters.
method SPO Trees (SPOTs) for training decision trees under the SPO loss function.
result SPOTs provide higher quality decisions and significantly lower model complexity compared to other machine learning approaches.

A novel gradient-based method optimizes decision trees for complex tasks.

problem Training decision trees with arbitrary differentiable loss functions.
method Gradient-based optimization using first and second derivatives of loss functions.
result Improves accuracy and flexibility in decision tree optimization.

Evolutionary algorithms improve decision tree ensembles.

problem Improving predictive performance of decision trees.
method Real-valued vector representation of decision trees, evolutionary algorithms (Differential evolution, Evolution strategies).
result Proposed methods outperform classical decision tree induction algorithms.

Differentiable optimization bridges arbitrary metrics to tree metrics.

problem Designing algorithms to convert arbitrary metrics to tree metrics with guarantees.
method DeltaZero framework, leveraging differentiable Gromov hyperbolicity.
result DeltaZero consistently achieves state-of-the-art distortion on synthetic and real-world datasets.

Single tree outperforms random forest in testing accuracy.

problem The challenge of improving single decision tree performance.
method Gradient-based entire tree optimization framework, scaled sigmoid approximation, numerical stability algorithm, subtree polish strategy.
result Optimized single tree outperforms classic random forest by 2.03% on average.

Meta-learning interpretable decision trees with synthetic data.

problem Lack of efficient, scalable methods for generating synthetic data for decision tree meta-learning.
method Synthetic generation of near-optimal decision trees using the MetaTree transformer architecture.
result Meta-learning of decision trees achieves performance comparable to real-world data or optimal decision trees, with significant computational cost reduction.

New algorithm solves unbalanced optimal transport on trees in quasi-linear time.

problem Efficiently solving unbalanced optimal transport problems on trees.
method Proposed an algorithm that solves a more general unbalanced optimal transport problem exactly in quasi-linear time on a tree metric.
result Solves unbalanced optimal transport on trees in quasi-linear time (less than one second for a tree with one million nodes).

Optimal transport for measures on noisy tree metrics is solved with robust approach.

problem Optimal transport problem for measures on noisy tree metrics.
method Max-min robust optimal transport approach considering uncertainty sets of tree metrics.
result Robust optimal transport admits a closed-form expression for fast computation.

Paper improves tree probability estimation using stochastic optimization and variance reduction.

problem Improving tree probability estimation in phylogenetic inference.
method Introduces computationally efficient methods for training SBNs and variance reduction for optimization.
result Methods outperform previous baseline methods in tree topology probability estimation and Bayesian phylogenetic inference.

A new random forest algorithm improves tree construction for optimal performance.

problem Improving the performance of random forests, especially in complex and smooth scenarios.
method Adaptive split-balancing method using permutation-based splitting criterion.
result Achieves minimax optimality under various Lipschitz and Hölder classes.

Improved Bayesian optimization for conditional parameter spaces.

problem Efficient global optimization of expensive-to-evaluate functions in conditional parameter spaces.
method Additive tree-structured covariance function for conditional parameter optimization.
result Significantly improved sample-efficiency and wider applicability compared to existing methods.

The study provides theoretical guarantees for the statistical performance of optimal decision trees.

problem Theoretical limits on the statistical performance of globally optimal decision trees.
method Sharp oracle inequalities and uniform concentration framework based on Rademacher complexity.
result Derivation of minimax optimal rates for piecewise sparse heterogeneous anisotropic Besov space.

This paper presents a detailed comparison of a recently proposed algorithm for optimizing decision trees, tree alternating optimization (TAO), with other popular, established algorithms. We compare their performance on a number of classification and regression datasets of various complexity, different size and dimensio…

2019-11-08abs ↗pdf ↗

Tree ensemble kernels improve Bayesian optimization for mixed features and constraints.

problem Optimizing over mixed-feature spaces with known constraints.
method Kernel interpretation of tree ensembles as Gaussian Process prior, compatible optimization formulation for acquisition function, integration of known constraints.
result Framework outperforms state-of-the-art methods for mixed-feature spaces and constraints.

Since its inception in the 1980s, ID3 has become one of the most successful and widely used algorithms for learning decision trees. However, its theoretical properties remain poorly understood. In this work, we introduce a novel metric of a decision tree algorithm's performance, called mean iteration statistical consis…

2019-07-11abs ↗pdf ↗

Novel covariance function improves Bayesian optimization efficiency.

problem Efficient global optimization of expensive black-box functions.
method Additive tree-structured covariance function and parallel optimization algorithm.
result Significantly outperforms state-of-the-art methods in conditional parameter optimization.

A new method for hierarchical clustering using continuous embeddings and optimization.

problem Hierarchical clustering with provable quality guarantees.
method Continuous relaxation of discrete optimization problem using hyperbolic embeddings and decoding.
result Continuous relaxation yields a discrete tree with (1 + epsilon)-factor approximation for optimal tree.

Bayesian optimization improves Monte-Carlo tree search for better state value estimation.

problem Slow convergence in Monte-Carlo tree search due to averaging in backpropagation.
method Softmax MCTS and Monotone MCTS, using Bayesian optimization with Gaussian process prior.
result Our framework outperforms previous methods in computer Go.

The paper tackles robust classification trees for distribution shifts, improving accuracy in public health and social work.

problem Learning robust classification trees for high-stakes settings with distribution shifts.
method Mixed-integer robust optimization technology to reformulate as a two-stage linear robust optimization problem.
result Increase of up to 12.48% in worst-case accuracy and 4.85% in average-case accuracy.

Inferring a decision tree from a given dataset is one of the classic problems in machine learning. This problem consists of buildings, from a labelled dataset, a tree such that each node corresponds to a class and a path between the tree root and a leaf corresponds to a conjunction of features to be satisfied in this c…

2019-04-12abs ↗pdf ↗

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or Random Forest. Previous work showed that boosting algorithms exhibit a cyclic b…

2017-09-16abs ↗pdf ↗

Optimal coupling among random vectors with known statistics and correlation structure found using minimum spanning tree over measure-valued vertices.

problem Finding the optimal coupling among random vectors with known statistics and correlation structure.
method Formulating the problem as a minimum spanning tree over measure-valued vertices and solving it in two steps.
result Optimal coupling found using the minimum spanning tree approach.

Paper proposes an algorithm to reconstruct optimal model structure from graph adjacency matrix.

problem Optimal model structure reconstruction from weighted colored graph adjacency matrix.
method Uses prize-collecting Steiner tree algorithm to reconstruct minimum spanning tree.
result Demonstrates the effectiveness of the prize-collecting Steiner tree algorithm for model structure reconstruction.