Column generation based heuristic for learning classification trees

Murat Firat (Corresponding author), Guillaume Crognier, Adriana F. Gabor, C.A.J. Hurkens, Yingqian Zhang

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This paper explores the use of Column Generation (CG) techniques in constructing univariate binary decision trees for classification tasks. We propose a novel Integer Linear Programming (ILP) formulation, based on root-to-leaf paths in decision trees. The model is solved via a Column Generation based heuristic. To speed up the heuristic, we use a restricted instance data by considering a subset of decision splits, sampled from the solutions of the well-known CART algorithm. Extensive numerical experiments show that our approach is competitive with the state-of-the-art ILP-based algorithms. In particular, the proposed approach is capable of handling big data sets with tens of thousands of data rows. Moreover, for large data sets, it finds solutions competitive to CART.

Originele taal-2Engels
Artikelnummer104866
Aantal pagina's11
TijdschriftComputers & Operations Research
Volume116
DOI's
StatusGepubliceerd - apr 2020

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