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Training Experimentally Robust and Interpretable Binarized Regression Models Using Mixed-Integer Programming by Tule, Sanjana; Le, Nhi Ha Lan; Say, Buser is a scholarly article available to read on EtoBox.

What is Training Experimentally Robust and Interpretable Binarized Regression Models Using Mixed-Integer Programming about?

In this paper, we explore model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks using Mixed-Integer Programming (MIP). Our MIP model balances the optimization of prediction margin and model size by using a weighted objective that: minimizes the total margin of incorrectly classified training instances, maximizes the total margin of correctly classified training instances, and maximizes the overall model regularization. We conduct two sets of experiments to test the classification accuracy of our MIP model over standard and corrupted versions of multiple classification datasets, respectively. In the first set of experiments, we show that our MIP model outperforms an equivalent Pseudo-Boolean Optimization (PBO) model and achieves competitive results to Logistic Regression (LR) and Gradient Descent (GD) in terms of classification accuracy over the standard datasets. In the second set of experiments, we show that our MIP model outperforms the other models (i.e., GD and LR) in terms of classification accuracy over majority of the corrupted datasets. Finally, we visually demonstrate the interpretability of our MIP model

Author

Tule, Sanjana; Le, Nhi Ha Lan; Say, Buser

Published

2021

Language

EN