Optimal Sparse Survival Trees
We propose a dynamic-programming-with-bounds approach to the construction of provably-optimal sparse survival trees. We are often able to find optimal sparse trees in a few seconds.
Jan 1, 2024
Optimal Sparse Regression Trees
We propose a dynamic-programming-with-bounds approach to the construction of provably-optimal sparse regression trees. We leverage a novel lower bound based on an optimal solution to the k-Means clustering algorithm in 1-dimension over the set of labels. We are often able to find optimal sparse trees in seconds.
Dec 1, 2022