Falling Trees: A Model Class for Interpretable Risk Prioritization

Many real-world decisions require prioritizing high-risk cases, such as clinicians prioritizing high-risk patients before lower-risk ones. Falling rule lists (FRLs), which are ordered if--then rules with monotonically decreasing risks, provide an interpretable framework for such tasks; however, their single-path structure yields a highly restricted model class. We introduce falling trees, a new family of interpretable models that enforces the same monotonic risk constraint while permitting tree-structured branching. We present GRAVITree, a novel dynamic-programming-with-bounds algorithm for learning the Rashomon set of falling trees under depth and branching constraints. Our formulation can interpolate between rule lists and full decision trees, enabling user-desired model expressivity. In a new clinical dataset and in many public classification benchmarks, falling trees match or outperform FRLs and other interpretable baselines, often producing more sparse decisions for high-risk instances. Our results show that falling trees strike a practical balance between interpretability, expressiveness, and risk prioritization for high-stakes settings.