52 citations · 99 across the 3 of their papers we have counts for
3 papers
Optimal Risk Scores for Continuous Predictors
Cristina Molero-Río, Claudia D'Ambrosio
In this paper, we propose a novel Mixed-Integer Non-Linear Optimization formulation to construct a risk score, where we optimize the logistic loss with sparsity constraints. Previo…
Optimal randomized classification trees
Rafael Blanquero, Emilio Carrizosa, Cristina Molero-Río +1
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, se…
Sparsity in Optimal Randomized Classification Trees
Rafael Blanquero, Emilio Carrizosa, Cristina Molero-Río +1
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding…