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Youssouf Emine

Publications and source records attributed to Youssouf Emine.

3 recordsLinked to original sources

Optimal Counterfactual Search in Tree Ensembles: A Study Across Modeling and Solution Paradigms

Trust in counterfactual explanations depends critically on whether their recommended changes are truly minimal: suboptimal explanations may vastly overshoot the actual changes needed to alter a decision, and heuristic errors can affect individuals unevenly, giving some users relevant recourse while assigning others unnecessarily costly recommendations. Consequently, we study the problem of computing optimal counterfactual explanations for tree ensembles under plausibility and actionability constraints. This is a combinatorial problem: for a fixed model, counterfactual search boils down to selecting consistent branching decisions and threshold-defined regions under a distance objective. We exploit this structure through CPCF, a constraint programming (CP) formulation in which numerical features are encoded as interval domains induced by split thresholds, while discrete features retain native finite-domain representations. This yields a compact finite-domain formulation that supports multiple distance objectives without continuous split-boundary search. We then place CPCF in a broader comparison across mathematical programming paradigms: we extend a maximum Boolean satisfiability (MaxSAT) formulation, originally designed for hard-voting random forests, to soft-voting ensembles, and compare against the current state-of-the-art mixed-integer linear programming (MILP) optimal approach. Across ten datasets and three types of tree ensembles, we analyze scalability, anytime performance, and sensitivity to distance metrics. We observe that CP achieves the best overall performance. More importantly, our results identify regimes in which the specific strengths of each paradigm make it best suited: CP is most versatile overall, MaxSAT handles hard-voting ensembles particularly well, and MILP remains competitive in amortized inference settings with a moderate number of split levels.

cs.LG

The Branch-and-Bound Tree Closure

This paper investigates the a-posteriori analysis of Branch-and-Bound~(BB) trees to extract structural information about the feasible region of mixed-binary linear programs. We introduce three novel outer approximations of the feasible region, systematically constructed from a BB tree. These are: a tight formulation based on disjunctive programming, a branching-based formulation derived from the tree's branching logic, and a mixing-set formulation derived from the on-off properties inside the tree. We establish an inclusion hierarchy, which ranks the approximations by their theoretical strength \wrt to the original feasible region. The analysis is extended to the generation of valid inequalities, revealing a separation-time hierarchy that mirrors the inclusion hierarchy in reverse. This highlights a trade-off between the tightness of an approximation and the computational cost of generating cuts from it. Motivated by the computational expense of the stronger approximations, we introduce a new family of valid inequalities called star tree inequalities. Although their closure forms the weakest of the proposed approximations, their practical appeal lies in an efficient, polynomial-time combinatorial separation algorithm. A computational study on multi-dimensional knapsack and set-covering problems empirically validates the theoretical findings. Moreover, these experiments confirm that computationally useful valid inequalities can be generated from BB trees obtained by solving optimization problems considered in practice.

math.OC

Free Lunch in the Forest: Functionally-Identical Pruning of Boosted Tree Ensembles

Tree ensembles, including boosting methods, are highly effective and widely used for tabular data. However, large ensembles lack interpretability and require longer inference times. We introduce a method to prune a tree ensemble into a reduced version that is "functionally identical" to the original model. In other words, our method guarantees that the prediction function stays unchanged for any possible input. As a consequence, this pruning algorithm is lossless for any aggregated metric. We formalize the problem of functionally identical pruning on ensembles, introduce an exact optimization model, and provide a fast yet highly effective method to prune large ensembles. Our algorithm iteratively prunes considering a finite set of points, which is incrementally augmented using an adversarial model. In multiple computational experiments, we show that our approach is a "free lunch", significantly reducing the ensemble size without altering the model's behavior. Thus, we can preserve state-of-the-art performance at a fraction of the original model's size.

cs.LG