38,186 research outputs found
Global Numerical Constraints on Trees
We introduce a logical foundation to reason on tree structures with
constraints on the number of node occurrences. Related formalisms are limited
to express occurrence constraints on particular tree regions, as for instance
the children of a given node. By contrast, the logic introduced in the present
work can concisely express numerical bounds on any region, descendants or
ancestors for instance. We prove that the logic is decidable in single
exponential time even if the numerical constraints are in binary form. We also
illustrate the usage of the logic in the description of numerical constraints
on multi-directional path queries on XML documents. Furthermore, numerical
restrictions on regular languages (XML schemas) can also be concisely described
by the logic. This implies a characterization of decidable counting extensions
of XPath queries and XML schemas. Moreover, as the logic is closed under
negation, it can thus be used as an optimal reasoning framework for testing
emptiness, containment and equivalence
Node harvest
When choosing a suitable technique for regression and classification with
multivariate predictor variables, one is often faced with a tradeoff between
interpretability and high predictive accuracy. To give a classical example,
classification and regression trees are easy to understand and interpret. Tree
ensembles like Random Forests provide usually more accurate predictions. Yet
tree ensembles are also more difficult to analyze than single trees and are
often criticized, perhaps unfairly, as `black box' predictors. Node harvest is
trying to reconcile the two aims of interpretability and predictive accuracy by
combining positive aspects of trees and tree ensembles. Results are very sparse
and interpretable and predictive accuracy is extremely competitive, especially
for low signal-to-noise data. The procedure is simple: an initial set of a few
thousand nodes is generated randomly. If a new observation falls into just a
single node, its prediction is the mean response of all training observation
within this node, identical to a tree-like prediction. A new observation falls
typically into several nodes and its prediction is then the weighted average of
the mean responses across all these nodes. The only role of node harvest is to
`pick' the right nodes from the initial large ensemble of nodes by choosing
node weights, which amounts in the proposed algorithm to a quadratic
programming problem with linear inequality constraints. The solution is sparse
in the sense that only very few nodes are selected with a nonzero weight. This
sparsity is not explicitly enforced. Maybe surprisingly, it is not necessary to
select a tuning parameter for optimal predictive accuracy. Node harvest can
handle mixed data and missing values and is shown to be simple to interpret and
competitive in predictive accuracy on a variety of data sets.Comment: Published in at http://dx.doi.org/10.1214/10-AOAS367 the Annals of
Applied Statistics (http://www.imstat.org/aoas/) by the Institute of
Mathematical Statistics (http://www.imstat.org
Mixed-Integer Convex Nonlinear Optimization with Gradient-Boosted Trees Embedded
Decision trees usefully represent sparse, high dimensional and noisy data.
Having learned a function from this data, we may want to thereafter integrate
the function into a larger decision-making problem, e.g., for picking the best
chemical process catalyst. We study a large-scale, industrially-relevant
mixed-integer nonlinear nonconvex optimization problem involving both
gradient-boosted trees and penalty functions mitigating risk. This
mixed-integer optimization problem with convex penalty terms broadly applies to
optimizing pre-trained regression tree models. Decision makers may wish to
optimize discrete models to repurpose legacy predictive models, or they may
wish to optimize a discrete model that particularly well-represents a data set.
We develop several heuristic methods to find feasible solutions, and an exact,
branch-and-bound algorithm leveraging structural properties of the
gradient-boosted trees and penalty functions. We computationally test our
methods on concrete mixture design instance and a chemical catalysis industrial
instance
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