Strong Optimal Classification Trees
Not on the map. Why?
Abstract (arXiv)
Decision trees are among the most popular machine learning models and are used routinely in applications ranging from revenue management and medicine to bioinformatics. In this paper, we consider the problem of learning optimal binary classification trees with univariate splits. Literature on the topic has burgeoned in recent years, motivated both by the empirical suboptimality of heuristic approaches and the tremendous improvements in mixed-integer optimization (MIO) technology. Yet, existing MIO-based approaches from the literature do not leverage the power of MIO to its full extent: they rely on weak formulations, resulting in slow convergence and large optimality gaps. To fill this gap in the literature, we propose an intuitive flow-based MIO formulation for learning optimal binary classification trees. Our formulation can accommodate side constraints to enable the design of interpretable and fair decision trees. Moreover, we show that our formulation has a stronger linear optimization relaxation than existing methods in the case of binary data. We exploit the decomposable structure of our formulation and max-flow/min-cut duality to derive a Benders' decomposition method to speed-up computation. We propose a tailored procedure for solving each decomposed subproblem that provably generates facets of the feasible set of the MIO as constraints to add to the main problem. We conduct extensive computational experiments on standard benchmark datasets on which we show that our proposed approaches are 29 times faster than state-of-the-art MIO-based techniques and improve out-of-sample performance by up to 8%.
Key facts. Cited by 27 papers in the map (data through 7 Oct 2026). Builds on 28 of its 93 references that are in the map. First posted on arXiv 29 Mar 2021.
Builds on
28 of 93 references.
References · 28
- 2016Equality of Opportunity in Supervised Learningcited by 2,000
- 2019A Survey on Bias and Fairness in Machine Learningcited by 1,911
- 2016Fair prediction with disparate impact: A study of bias in recidivism prediction instrumentscited by 671
- 2017Algorithmic decision making and the cost of fairnesscited by 402
- 2020Fairness in Machine Learning: A Surveycited by 369
- 2018Strong mixed-integer programming formulations for trained neural networkscited by 115
- 2019Optimal Sparse Decision Treescited by 104
- 2020Generalized and Scalable Optimal Sparse Decision Treescited by 98
- 2018Fairness Under Unawareness: Assessing Disparity When Protected Class Is Unobservedcited by 94
- 2019Learning Optimal and Fair Decision Trees for Non-Discriminative Decision-Makingcited by 75
- 2017On Formalizing Fairness in Prediction with Machine Learningcited by 65
- 2019FAHT: An Adaptive Fairness-aware Decision Tree Classifiercited by 63
16 more
- 2020Sparse Regression at Scale: Branch-and-Bound rooted in First-Order Optimizationcited by 45
- 2017Sparse High-Dimensional Regression: Exact Scalable Algorithms and Phase Transitionscited by 43
- 2018The Voice of Optimizationcited by 28
- 2017Optimization of Tree Ensemblescited by 26
- 2019Fair Adversarial Gradient Tree Boostingcited by 17
- 2020Teaching the Old Dog New Tricks: Supervised Learning with Constraintscited by 16
- 2018Interpretable Optimal Stoppingcited by 15
- 2018Principled Deep Neural Network Training through Linear Programmingcited by 13
- 2020Sparsity in Optimal Randomized Classification Treescited by 13
- 2020Optimal Decision Trees for Nonlinear Metricscited by 13
- 2015Regularization vs. Relaxation: A conic optimization perspective of statistical variable selectioncited by 12
- 2018Sparse and Smooth Signal Estimation: Convexification of L0 Formulationscited by 10
- 2021Fair Training of Decision Tree Classifierscited by 4
- 2019Logic-based Benders Decomposition and Binary Decision Diagram Based Approaches for Stochastic Distributed Operating Room Schedulingcited by 2
- 2019Integer Programming, Constraint Programming, and Hybrid Decomposition Approaches to Discretizable Distance Geometry Problemscited by 1
- 2020An Analysis of Regularized Approaches for Constrained Machine Learningcited by 1
Built on by
Citing papers per year: 2021: 2; 2022: 5; 2023: 6; 2024: 4; 2025: 5; 2026: 5.
27 papers.
Sort:
- 2022Quant-BnB: A Scalable Branch-and-Bound Method for Optimal Decision Trees with Continuous Featurescited by 19
- 2022Learning Optimal Fair Classification Trees: Trade-offs Between Interpretability, Fairness, and Accuracycited by 15
- 2021Learning Optimal Prescriptive Trees from Observational Datacited by 10
- 2024Optimization Over Trained Neural Networks: Taking a Relaxing Walkcited by 10
- 2023Scalable Optimal Multiway-Split Decision Trees with Constraintscited by 9
- 2022Margin Optimal Classification Treescited by 7
- 2024Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performancecited by 7
- 2025SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumerationcited by 5
- 2021Rule Generation for Classification: Scalability, Interpretability, and Fairnesscited by 4
- 2022Mixed integer linear optimization formulations for learning optimal binary classification treescited by 4
- 2023ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescriptioncited by 2
- 2022Supervised Feature Compression based on Counterfactual Analysiscited by 1
15 more
- 2023Tight Mixed-Integer Optimization Formulations for Prescriptive Treescited by 1
- 2023Rolling Lookahead Learning for Optimal Classification Treescited by 1
- 2023Learning Optimal Classification Trees Robust to Distribution Shiftscited by 1
- 2025Soft regression trees: a model variant and a decomposition training algorithmcited by 1
- 2025Experiments with Optimal Model Treescited by 1
- 2023Loss-Optimal Classification Trees: A Generalized Framework and the Logistic Casecited by 0
- 2024Applications of 0-1 Neural Networks in Prescription and Predictioncited by 0
- 2024Learning Optimal Signal Temporal Logic Decision Trees for Classification: A Max-Flow MILP Formulationcited by 0
- 2025A Unified Optimization Framework for Multiclass Classification with Structured Hyperplane Arrangementscited by 0
- 2025RS-ORT: A Reduced-Space Branch-and-Bound Algorithm for Optimal Regression Treescited by 0
- 2026Optimal Recourse Summaries via Bi-Objective Decision Tree Learningcited by 0
- 2026Optimal Pattern Detection Tree for Symbolic Rule-Based Classificationcited by 0
- 2026Learning Sparse Decision Trees via Transformer Variational Auto-Encoderscited by 0
- 2026Scaling Optimal Classification Trees via Adaptive Feature and Sample Reductioncited by 0
- 2026An Exact Junction-Tree Extended Formulation for Optimal Classification Treescited by 0
- 2026An Exact Junction-Tree Extended Formulation for Optimal Classification Trees21 Sep 2026
- 2026Scaling Optimal Classification Trees via Adaptive Feature and Sample Reduction5 Sep 2026
- 2026Learning Sparse Decision Trees via Transformer Variational Auto-Encoders1 Sep 2026
- 2026Optimal Pattern Detection Tree for Symbolic Rule-Based Classification14 May 2026
- 2026Optimal Recourse Summaries via Bi-Objective Decision Tree Learning8 May 2026
- 2025SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumeration5 Nov 2025
- 2025RS-ORT: A Reduced-Space Branch-and-Bound Algorithm for Optimal Regression Trees27 Oct 2025
- 2025A Unified Optimization Framework for Multiclass Classification with Structured Hyperplane Arrangements6 Oct 2025
- 2025Experiments with Optimal Model Trees17 Mar 2025
- 2025Soft regression trees: a model variant and a decomposition training algorithm10 Jan 2025
- 2024Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performance19 Sep 2024
- 2024Learning Optimal Signal Temporal Logic Decision Trees for Classification: A Max-Flow MILP Formulation30 Jul 2024
15 more
- 2024Applications of 0-1 Neural Networks in Prescription and Prediction29 Feb 2024
- 2024Optimization Over Trained Neural Networks: Taking a Relaxing Walk7 Jan 2024
- 2023Learning Optimal Classification Trees Robust to Distribution Shifts26 Oct 2023
- 2023ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescription28 Jul 2023
- 2023Loss-Optimal Classification Trees: A Generalized Framework and the Logistic Case1 Jun 2023
- 2023Rolling Lookahead Learning for Optimal Classification Trees21 Apr 2023
- 2023Tight Mixed-Integer Optimization Formulations for Prescriptive Trees28 Feb 2023
- 2023Scalable Optimal Multiway-Split Decision Trees with Constraints14 Feb 2023
- 2022Supervised Feature Compression based on Counterfactual Analysis17 Nov 2022
- 2022Margin Optimal Classification Trees19 Oct 2022
- 2022Quant-BnB: A Scalable Branch-and-Bound Method for Optimal Decision Trees with Continuous Features23 Jun 2022
- 2022Mixed integer linear optimization formulations for learning optimal binary classification trees10 Jun 2022
- 2022Learning Optimal Fair Classification Trees: Trade-offs Between Interpretability, Fairness, and Accuracy24 Jan 2022
- 2021Learning Optimal Prescriptive Trees from Observational Data31 Aug 2021
- 2021Rule Generation for Classification: Scalability, Interpretability, and Fairness21 Apr 2021
- 2022Quant-BnB: A Scalable Branch-and-Bound Method for Optimal Decision Trees with Continuous Featurescited by 19
- 2022Learning Optimal Fair Classification Trees: Trade-offs Between Interpretability, Fairness, and Accuracycited by 15
- 2021Learning Optimal Prescriptive Trees from Observational Datacited by 10
- 2024Optimization Over Trained Neural Networks: Taking a Relaxing Walkcited by 10
- 2023Scalable Optimal Multiway-Split Decision Trees with Constraintscited by 9
- 2022Margin Optimal Classification Treescited by 7
- 2024Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performancecited by 7
- 2025SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumerationcited by 5
- 2021Rule Generation for Classification: Scalability, Interpretability, and Fairnesscited by 4
- 2022Mixed integer linear optimization formulations for learning optimal binary classification treescited by 4
- 2023ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescriptioncited by 2
- 2022Supervised Feature Compression based on Counterfactual Analysiscited by 1
12 most cited of 27 All 27 (JSON)
- 2026An Exact Junction-Tree Extended Formulation for Optimal Classification Trees21 Sep 2026
- 2026Scaling Optimal Classification Trees via Adaptive Feature and Sample Reduction5 Sep 2026
- 2026Learning Sparse Decision Trees via Transformer Variational Auto-Encoders1 Sep 2026
- 2026Optimal Pattern Detection Tree for Symbolic Rule-Based Classification14 May 2026
- 2026Optimal Recourse Summaries via Bi-Objective Decision Tree Learning8 May 2026
- 2025SORTeD Rashomon Sets of Sparse Decision Trees: Anytime Enumeration5 Nov 2025
- 2025RS-ORT: A Reduced-Space Branch-and-Bound Algorithm for Optimal Regression Trees27 Oct 2025
- 2025A Unified Optimization Framework for Multiclass Classification with Structured Hyperplane Arrangements6 Oct 2025
- 2025Experiments with Optimal Model Trees17 Mar 2025
- 2025Soft regression trees: a model variant and a decomposition training algorithm10 Jan 2025
- 2024Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performance19 Sep 2024
- 2024Learning Optimal Signal Temporal Logic Decision Trees for Classification: A Max-Flow MILP Formulation30 Jul 2024
12 newest of 27 All 27 (JSON)