Brian Liu

Brian Liu, Miaolan Xie, Haoyue Yang et al.

ControlBurn is a Python package to construct feature-sparse tree ensembles that support nonlinear feature selection and interpretable machine learning. The algorithms in this package first build large tree ensembles that prioritize basis functions with few features and then select a feature-sparse subset of these basis functions using a weighted lasso optimization criterion. The package includes visualizations to analyze the features selected by the ensemble and their impact on predictions. Hence ControlBurn offers the accuracy and flexibility of tree-ensemble models and the interpretability of sparse generalized additive models. ControlBurn is scalable and flexible: for example, it can use warm-start continuation to compute the regularization path (prediction error for any number of selected features) for a dataset with tens of thousands of samples and hundreds of features in seconds. For larger datasets, the runtime scales linearly in the number of samples and features (up to a log factor), and the package support acceleration using sketching. Moreover, the ControlBurn framework accommodates feature costs, feature groupings, and $\ell_0$-based regularizers. The package is user-friendly and open-source: its documentation and source code appear on https://pypi.org/project/ControlBurn/ and https://github.com/udellgroup/controlburn/.

Brian Liu, Rahul Mazumder

We present FIRE, Fast Interpretable Rule Extraction, an optimization-based framework to extract a small but useful collection of decision rules from tree ensembles. FIRE selects sparse representative subsets of rules from tree ensembles, that are easy for a practitioner to examine. To further enhance the interpretability of the extracted model, FIRE encourages fusing rules during selection, so that many of the selected decision rules share common antecedents. The optimization framework utilizes a fusion regularization penalty to accomplish this, along with a non-convex sparsity-inducing penalty to aggressively select rules. Optimization problems in FIRE pose a challenge to off-the-shelf solvers due to problem scale and the non-convexity of the penalties. To address this, making use of problem-structure, we develop a specialized solver based on block coordinate descent principles; our solver performs up to 40x faster than existing solvers. We show in our experiments that FIRE outperforms state-of-the-art rule ensemble algorithms at building sparse rule sets, and can deliver more interpretable models compared to existing methods.

Brian Liu, Rahul Mazumder

Tree ensembles are powerful models that achieve excellent predictive performances, but can grow to unwieldy sizes. These ensembles are often post-processed (pruned) to reduce memory footprint and improve interpretability. We present ForestPrune, a novel optimization framework to post-process tree ensembles by pruning depth layers from individual trees. Since the number of nodes in a decision tree increases exponentially with tree depth, pruning deep trees drastically compactifies ensembles. We develop a specialized optimization algorithm to efficiently obtain high-quality solutions to problems under ForestPrune. Our algorithm typically reaches good solutions in seconds for medium-size datasets and ensembles, with 10000s of rows and 100s of trees, resulting in significant speedups over existing approaches. Our experiments demonstrate that ForestPrune produces parsimonious models that outperform models extracted by existing post-processing algorithms.

Brian Liu, Rahul Mazumder

We study the often overlooked phenomenon, first noted in \cite{breiman2001random}, that random forests appear to reduce bias compared to bagging. Motivated by an interesting paper by \cite{mentch2020randomization}, where the authors explain the success of random forests in low signal-to-noise ratio (SNR) settings through regularization, we explore how random forests can capture patterns in the data that bagging ensembles fail to capture. We empirically demonstrate that in the presence of such patterns, random forests reduce bias along with variance and can increasingly outperform bagging ensembles when SNR is high. Our observations offer insights into the real-world success of random forests across a range of SNRs and enhance our understanding of the difference between random forests and bagging ensembles. Our investigations also yield practical insights into the importance of tuning $mtry$ in random forests.

Brian Liu, Rahul Mazumder, Peter Radchenko

Tree ensembles are non-parametric methods widely recognized for their accuracy and ability to capture complex interactions. While these models excel at prediction, they are difficult to interpret and may fail to uncover useful relationships in the data. We propose an estimator to extract compact sets of decision rules from tree ensembles. The extracted models are accurate and can be manually examined to reveal relationships between the predictors and the response. A key novelty of our estimator is the flexibility to jointly control the number of rules extracted and the interaction depth of each rule, which improves accuracy. We develop a tailored exact algorithm to efficiently solve optimization problems underlying our estimator and an approximate algorithm for computing regularization paths, sequences of solutions that correspond to varying model sizes. We also establish novel non-asymptotic prediction error bounds for our proposed approach, comparing it to an oracle that chooses the best data-dependent linear combination of the rules in the ensemble subject to the same complexity constraint as our estimator. The bounds illustrate that the large-sample predictive performance of our estimator is on par with that of the oracle. Through experiments, we demonstrate that our estimator outperforms existing algorithms for rule extraction.

Brian Liu, Rahul Mazumder

We present MOSS, a multi-objective optimization framework for constructing stable sets of decision rules. MOSS incorporates three important criteria for interpretability: sparsity, accuracy, and stability, into a single multi-objective optimization framework. Importantly, MOSS allows a practitioner to rapidly evaluate the trade-off between accuracy and stability in sparse rule sets in order to select an appropriate model. We develop a specialized cutting plane algorithm in our framework to rapidly compute the Pareto frontier between these two objectives, and our algorithm scales to problem instances beyond the capabilities of commercial optimization solvers. Our experiments show that MOSS outperforms state-of-the-art rule ensembles in terms of both predictive performance and stability.

Brian Liu, Rahul Mazumder

We present FAST, an optimization framework for fast additive segmentation. FAST segments piecewise constant shape functions for each feature in a dataset to produce transparent additive models. The framework leverages a novel optimization procedure to fit these models $\sim$2 orders of magnitude faster than existing state-of-the-art methods, such as explainable boosting machines \citep{nori2019interpretml}. We also develop new feature selection algorithms in the FAST framework to fit parsimonious models that perform well. Through experiments and case studies, we show that FAST improves the computational efficiency and interpretability of additive models.

Brian Liu, Xianchao Xu, Yu Zhang

Deep learning based methods have been dominating the text recognition tasks in different and multilingual scenarios. The offline handwritten Chinese text recognition (HCTR) is one of the most challenging tasks because it involves thousands of characters, variant writing styles and complex data collection process. Recently, the recurrent-free architectures for text recognition appears to be competitive as its highly parallelism and comparable results. In this paper, we build the models using only the convolutional neural networks and use CTC as the loss function. To reduce the overfitting, we apply dropout after each max-pooling layer and with extreme high rate on the last one before the linear layer. The CASIA-HWDB database is selected to tune and evaluate the proposed models. With the existing text samples as templates, we randomly choose isolated character samples to synthesis more text samples for training. We finally achieve 6.81% character error rate (CER) on the ICDAR 2013 competition set, which is the best published result without language model correction.