Unboxing Tree ensembles for interpretability: A hierarchical visualization tool and a multivariate optimal re-built tree

IF 2.6 Q2 OPERATIONS RESEARCH & MANAGEMENT SCIENCE
Giulia Di Teodoro, Marta Monaci, Laura Palagi
{"title":"Unboxing Tree ensembles for interpretability: A hierarchical visualization tool and a multivariate optimal re-built tree","authors":"Giulia Di Teodoro,&nbsp;Marta Monaci,&nbsp;Laura Palagi","doi":"10.1016/j.ejco.2024.100084","DOIUrl":null,"url":null,"abstract":"<div><p>The interpretability of models has become a crucial issue in Machine Learning because of algorithmic decisions' growing impact on real-world applications. Tree ensemble methods, such as Random Forests or XgBoost, are powerful learning tools for classification tasks. However, while combining multiple trees may provide higher prediction quality than a single one, it sacrifices the interpretability property resulting in “black-box” models. In light of this, we aim to develop an interpretable representation of a tree-ensemble model that can provide valuable insights into its behavior. First, given a target tree-ensemble model, we develop a hierarchical visualization tool based on a heatmap representation of the forest's feature use, considering the frequency of a feature and the level at which it is selected as an indicator of importance. Next, we propose a mixed-integer linear programming (MILP) formulation for constructing a single optimal multivariate tree that accurately mimics the target model predictions. The goal is to provide an interpretable surrogate model based on oblique hyperplane splits, which uses only the most relevant features according to the defined forest's importance indicators. The MILP model includes a penalty on feature selection based on their frequency in the forest to further induce sparsity of the splits. The natural formulation has been strengthened to improve the computational performance of mixed-integer software. Computational experience is carried out on benchmark datasets from the UCI repository using a state-of-the-art off-the-shelf solver. Results show that the proposed model is effective in yielding a shallow interpretable tree approximating the tree-ensemble decision function.</p></div>","PeriodicalId":51880,"journal":{"name":"EURO Journal on Computational Optimization","volume":"12 ","pages":"Article 100084"},"PeriodicalIF":2.6000,"publicationDate":"2024-01-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"https://www.sciencedirect.com/science/article/pii/S2192440624000017/pdfft?md5=cf58d262d1df61a2f7105be2f4d9478d&pid=1-s2.0-S2192440624000017-main.pdf","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"EURO Journal on Computational Optimization","FirstCategoryId":"1085","ListUrlMain":"https://www.sciencedirect.com/science/article/pii/S2192440624000017","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"OPERATIONS RESEARCH & MANAGEMENT SCIENCE","Score":null,"Total":0}
引用次数: 0

Abstract

The interpretability of models has become a crucial issue in Machine Learning because of algorithmic decisions' growing impact on real-world applications. Tree ensemble methods, such as Random Forests or XgBoost, are powerful learning tools for classification tasks. However, while combining multiple trees may provide higher prediction quality than a single one, it sacrifices the interpretability property resulting in “black-box” models. In light of this, we aim to develop an interpretable representation of a tree-ensemble model that can provide valuable insights into its behavior. First, given a target tree-ensemble model, we develop a hierarchical visualization tool based on a heatmap representation of the forest's feature use, considering the frequency of a feature and the level at which it is selected as an indicator of importance. Next, we propose a mixed-integer linear programming (MILP) formulation for constructing a single optimal multivariate tree that accurately mimics the target model predictions. The goal is to provide an interpretable surrogate model based on oblique hyperplane splits, which uses only the most relevant features according to the defined forest's importance indicators. The MILP model includes a penalty on feature selection based on their frequency in the forest to further induce sparsity of the splits. The natural formulation has been strengthened to improve the computational performance of mixed-integer software. Computational experience is carried out on benchmark datasets from the UCI repository using a state-of-the-art off-the-shelf solver. Results show that the proposed model is effective in yielding a shallow interpretable tree approximating the tree-ensemble decision function.

为可解释性开箱树集合:分层可视化工具和多元优化重构树
由于算法决策对实际应用的影响越来越大,模型的可解释性已成为机器学习领域的一个关键问题。随机森林或 XgBoost 等树状集合方法是分类任务的强大学习工具。然而,虽然多棵树的组合可能会比单棵树提供更高的预测质量,但却牺牲了可解释性,导致模型成为 "黑箱"。有鉴于此,我们的目标是开发一种树状集合模型的可解释表征,从而为其行为提供有价值的见解。首先,给定一个目标树-集合模型,我们开发了一种基于森林特征使用热图表示的分层可视化工具,将特征的频率和特征被选中的级别作为重要性指标。接下来,我们提出了一种混合整数线性规划(MILP)公式,用于构建单个最优多元树,以精确模拟目标模型预测。我们的目标是在斜超平面分裂的基础上提供一个可解释的代用模型,该模型根据定义的森林重要性指标只使用最相关的特征。MILP 模型包括根据特征在森林中的频率对特征选择进行惩罚,以进一步诱导分裂的稀疏性。为了提高混合整数软件的计算性能,对自然公式进行了改进。我们使用最先进的现成求解器对 UCI 数据库中的基准数据集进行了计算体验。结果表明,所提出的模型能有效地生成近似于树形集合决策函数的浅层可解释树。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
求助全文
约1分钟内获得全文 求助全文
来源期刊
EURO Journal on Computational Optimization
EURO Journal on Computational Optimization OPERATIONS RESEARCH & MANAGEMENT SCIENCE-
CiteScore
3.50
自引率
0.00%
发文量
28
审稿时长
60 days
期刊介绍: The aim of this journal is to contribute to the many areas in which Operations Research and Computer Science are tightly connected with each other. More precisely, the common element in all contributions to this journal is the use of computers for the solution of optimization problems. Both methodological contributions and innovative applications are considered, but validation through convincing computational experiments is desirable. The journal publishes three types of articles (i) research articles, (ii) tutorials, and (iii) surveys. A research article presents original methodological contributions. A tutorial provides an introduction to an advanced topic designed to ease the use of the relevant methodology. A survey provides a wide overview of a given subject by summarizing and organizing research results.
×
引用
GB/T 7714-2015
复制
MLA
复制
APA
复制
导出至
BibTeX EndNote RefMan NoteFirst NoteExpress
×
提示
您的信息不完整,为了账户安全,请先补充。
现在去补充
×
提示
您因"违规操作"
具体请查看互助需知
我知道了
×
提示
确定
请完成安全验证×
copy
已复制链接
快去分享给好友吧!
我知道了
右上角分享
点击右上角分享
0
联系我们:info@booksci.cn Book学术提供免费学术资源搜索服务,方便国内外学者检索中英文文献。致力于提供最便捷和优质的服务体验。 Copyright © 2023 布克学术 All rights reserved.
京ICP备2023020795号-1
ghs 京公网安备 11010802042870号
Book学术文献互助
Book学术文献互助群
群 号:481959085
Book学术官方微信