1. Optimal Classification Trees for Continuous Feature Data Using Dynamic Programming with Branch-and-Bound
- Author
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Brita, Catalin E., van der Linden, Jacobus G. M., and Demirović, Emir
- Subjects
Computer Science - Machine Learning ,Computer Science - Artificial Intelligence ,Computer Science - Data Structures and Algorithms - Abstract
Computing an optimal classification tree that provably maximizes training performance within a given size limit, is NP-hard, and in practice, most state-of-the-art methods do not scale beyond computing optimal trees of depth three. Therefore, most methods rely on a coarse binarization of continuous features to maintain scalability. We propose a novel algorithm that optimizes trees directly on the continuous feature data using dynamic programming with branch-and-bound. We develop new pruning techniques that eliminate many sub-optimal splits in the search when similar to previously computed splits and we provide an efficient subroutine for computing optimal depth-two trees. Our experiments demonstrate that these techniques improve runtime by one or more orders of magnitude over state-of-the-art optimal methods and improve test accuracy by 5% over greedy heuristics., Comment: In the proceedings of AAAI-25
- Published
- 2025