Born-again tree ensembles. Vidal, T. & Schiffer, M. In III, H., D. & Singh, A., editors, ICML'20, volume 119, of Proceedings of Machine Learning Research, pages 9743-9753, 2020. PMLR.
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The use of machine learning algorithms in finance, medicine, and criminal justice can deeply impact human lives. As a consequence, research into interpretable machine learning has rapidly grown in an attempt to better control and fix possible sources of mistakes and biases. Tree ensembles, in particular, offer a good prediction quality in various domains, but the concurrent use of multiple trees reduces the interpretability of the ensemble. Against this background, we study born-again tree ensembles, i.e., the process of constructing a single decision tree of minimum size that reproduces the exact same behavior as a given tree ensemble in its entire feature space. To find such a tree, we develop a dynamic-programming based algorithm that exploits sophisticated pruning and bounding rules to reduce the number of recursive calls. This algorithm generates optimal born-again trees for many datasets of practical interest, leading to classifiers which are typically simpler and more interpretable without any other form of compromise.

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