Optimal classification trees

@article{Bertsimas2017OptimalCT,
  title={Optimal classification trees},
  author={Dimitris Bertsimas and Jack Dunn},
  journal={Machine Learning},
  year={2017},
  volume={106},
  pages={1039-1082}
}
State-of-the-art decision tree methods apply heuristics recursively to create each split in isolation, which may not capture well the underlying characteristics of the dataset. The optimal decision tree problem attempts to resolve this by creating the entire decision tree at once to achieve global optimality. In the last 25 years, algorithmic advances in integer optimization coupled with hardware improvements have resulted in an astonishing 800 billion factor speedup in mixed-integer… CONTINUE READING
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