Learning customized and optimized lists of rules with mathematical programming
We introduce a mathematical programming approach to building rule lists, which are a type of interpretable, nonlinear, and logical machine learning classifier involving IF-THEN rules. Unlike traditional decision tree algorithms like CART and C5.0, this method does not use greedy splitting and prunin...
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| Vydáno v: | Mathematical programming computation Ročník 10; číslo 4; s. 659 - 702 |
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| Hlavní autoři: | , |
| Médium: | Journal Article |
| Jazyk: | angličtina |
| Vydáno: |
Berlin/Heidelberg
Springer Berlin Heidelberg
01.12.2018
Springer Nature B.V |
| Témata: | |
| ISSN: | 1867-2949, 1867-2957 |
| On-line přístup: | Získat plný text |
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| Shrnutí: | We introduce a mathematical programming approach to building rule lists, which are a type of interpretable, nonlinear, and logical machine learning classifier involving IF-THEN rules. Unlike traditional decision tree algorithms like CART and C5.0, this method does not use greedy splitting and pruning. Instead, it aims to fully optimize a combination of accuracy and sparsity, obeying user-defined constraints. This method is useful for producing non-black-box predictive models, and has the benefit of a clear user-defined tradeoff between training accuracy and sparsity. The flexible framework of mathematical programming allows users to create customized models with a provable guarantee of optimality. The software reviewed as part of this submission was given the DOI (Digital Object Identifier)
https://doi.org/10.5281/zenodo.1344142
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| Bibliografie: | ObjectType-Article-1 SourceType-Scholarly Journals-1 ObjectType-Feature-2 content type line 14 |
| ISSN: | 1867-2949 1867-2957 |
| DOI: | 10.1007/s12532-018-0143-8 |