FastSurvival: Hidden Computational Blessings in Training Cox Proportional Hazards Models
We propose new optimization methods by constructing and minimizing surrogate functions that exploit hidden mathematical structures of the CPH model, producing very sparse high-quality models that were not previously practical to construct.
Nov 1, 2024
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