Paper ID: 2409.12788

Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performance

Jacobus G. M. van der Linden, Daniël Vos, Mathijs M. de Weerdt, Sicco Verwer, Emir Demirović

Decision trees are traditionally trained using greedy heuristics that locally optimize an impurity or information metric. Recently there has been a surge of interest in optimal decision tree (ODT) methods that globally optimize accuracy directly. We identify two relatively unexplored aspects of ODTs: the objective function used in training trees and tuning techniques. Additionally, the value of optimal methods is not well understood yet, as the literature provides conflicting results, with some demonstrating superior out-of-sample performance of ODTs over greedy approaches, while others show the exact opposite. In this paper, we address these three questions: what objective to optimize in ODTs; how to tune ODTs; and how do optimal and greedy methods compare? Our experimental evaluation examines 13 objective functions, including four novel objectives resulting from our analysis, seven tuning methods, and six claims from the literature on optimal and greedy methods on 165 real and synthetic data sets. Through our analysis, both conceptually and experimentally, we discover new non-concave objectives, highlight the importance of proper tuning, support and refute several claims from the literature, and provide clear recommendations for researchers and practitioners on the usage of greedy and optimal methods, and code for future comparisons.

Submitted: Sep 19, 2024