Rigorous Explanations for Tree Ensembles

A gradient-boosted ensemble predicts by summing one leaf value per tree. Read those values as coordinates rather than as intermediate results, and every instance becomes a point in R^M on which the model acts linearly: the score is the sum of the coordinates. This small change of view makes contrastive explanation exact. The difference between two instances is a vector that is identically zero wherever they share a leaf, so the gap between a rejected applicant and an accepted one is carried by a handful of coordinates, each traceable to a real split in a real tree. Nothing is fitted, sampled, or assumed additive in features -- the additivity is already there, in the right space. We build a recourse method on this representation and evaluate it on five tabular datasets under repeated cross-validation. Its recommendation reconstructs the model's own decision to 6.2 x 10^-15, so an auditor can re-check the arithmetic without the model. On the credit datasets it is Pareto-non-dominated on effort against realism. And when recommendations are restricted to changes the subject could actually make -- not their age, not a settled delinquency -- it retains 58% of its validity where the strongest baseline retains 41%, a distinction the standard evaluation cannot see because it never asks whether a recommendation can be carried out.

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.

Predictive models in clinical and regulated settings must be accurate and fully auditable. Tree ensembles deliver strong accuracy on tabular data, but their sequential boosting couples structure discovery with coefficient estimation, making compact per-prediction auditing difficult. Interpretable alternatives impose structural constraints that limit expressiveness: generalized additive models typically restrict interactions to pairwise terms and post-hoc rule extractors produce overlapping rules that hinder compact interpretation. We introduce Residual Pattern Tree Ensemble (RPTE), a three-stage learning approach, that is built on three key principles: bounded feature budget, source disjointness, and separate coefficient estimation. Stage1 builds a supervised symbolic feature vocabulary. Stage2 grows shallow trees under a source-disjointness constraint, where each raw variable is allocated to at most one tree, and retains only the discovered tree structures. Stage~3 solves a single $\ell_1$-regularized logistic regression over leaf-region indicators, yielding jointly optimal sparse coefficients. This learning approach ensures that every prediction decomposes into an algebraic sum of named, non-overlapping rule contributions, enabling full auditability by design. Empirical evaluation on twelve clinical-domain binary classification benchmarks using repeated stratified 5-fold cross-validation shows that RPTE performs competitively against tuned opaque ensembles and interpretable baselines. RPTE reduces model inspection units by 9$\times$ to 87$\times$ relative to XGBoost and maintains lower audit complexity than EBM on all 12 datasets. RuleFit requires comparable or fewer inspection units on three datasets where its rule count is small, but without source-disjointness guarantees. The source code is available at this https URL.