pystreed 1.3.8

Python Implementation of STreeD: Dynamic Programming Approach for Optimal Decision Trees with Separable objectives and Constraints

STreeD: Separable Trees with Dynamic programming

By: Jacobus G. M. van der Linden (e-mail)

STreeD is a framework for optimal binary decision trees with separable optimization tasks. A separable optimization task is a task that can be optimized separately for the left and right subtree. The current STreeD Framework implements a broad set of such optimization tasks, from group fairness constraints to regression.

• Classification (accuracy, accuracy with a sparsity cost, f1-score)
• Cost-sensitive classication (feature costs, cost matrix, costs per instance)
• Regression (constant leaf predictors, constant leaf predictors with a sparsity cost, (simple) linear regression in every leaf)
• Survival analysis
• Classification with a fairness constraint (demographic parity, equality-of-opportunity)
• Prescriptive policy generation

For an explanation of each application, see below. For details on what tasks are separable and how the algoritm works, see our paper and the follow up papers on survival analysis and regression:

• Van der Linden, Jacobus G. M., Mathijs M. de Weerdt, and Emir Demirović. "Necessary and Sufficient Conditions for Optimal Decision Trees using Dynamic Programming." Advances in Neural Information Processing Systems (2023). pdf
• Huisman, Tim, Jacobus G. M. van der Linden, and Emir Demirović. "Optimal Survival Trees: A Dynamic Programming Approach." Proceedings of AAAI-24 (2024). pdf
• Van den Bos, Mim, Jacobus G. M. van der Linden, and Emir Demirović. "Piecewise Constant and Linear Regression Trees: An Optimal Dynamic Programming Approach." In Proceedings of ICML-24 (2024). pdf

Python usage

Install from PyPi

The pystreed python package can be installed from PyPi using pip:

pip install pystreed

Install from source using pip

The pystreed python package can also be installed from source as follows:

git clone https://github.com/AlgTUDelft/pystreed.git
cd pystreed
pip install . 

Example usage

pystreed can be used, for example, as follows:

from pystreed import STreeDClassifier
from sklearn.metrics import accuracy_score
import pandas as pd

# Read data
df = pd.read_csv("data/classification/anneal.csv", sep=" ", header=None)
X = df[df.columns[1:]]
y = df[0]

# Fit the model
model = STreeDClassifier(max_depth = 3, max_num_nodes=5)
model.fit(X, y)

model.print_tree()

yhat = model.predict(X)

accuracy = accuracy_score(y, yhat)
print(f"Train Accuracy Score: {accuracy * 100}%")

See the examples folder for a number of example usages.

Note that some of the examples require the installation of extra python packages:

pip install matplotlib seaborn graphviz scikit-survival pydl8.5 pymurtree

Note that pymurtree is currently not available for pip install yet. It can be installed from source (install the develop branch)

Graphviz additionaly requires another instalation of a binary. See their website.

C++ usage

Compiling

The code can be compiled on Windows or Linux by using cmake. For Windows users, cmake support can be installed as an extension of Visual Studio and then this repository can be imported as a CMake project.

For Linux users, they can use the following commands:

mkdir build
cd build
cmake ..
cmake --build .

The compiler must support the C++17 standard

Running

After STreeD is built, the following command can be used (for example):

./STreeD -task accuracy -file ../data/cost-sensitive/car/car-train-1.csv -max-depth 3 -max-num-nodes 7

Run the program without any parameters to see a full list of the available parameters.

Docker

Alternatively, docker can be used to build and run STreeD:

docker build -t streed .
docker container run -it streed /STreeD/build/STREED -task accuracy -file /STreeD/data/cost-sensitive/car/car-train-1.csv -max-depth 3 -max-num-nodes 7

Applications

Currently, STreeD implements the following optimization tasks:

Classification

STreeDClassifier implements the following optimization tasks:

• accuracy: Minimizes the misclassification score.
• cost-complex-accuracy: Minimizes the misclassification score plus the cost for adding a branching node by the parameter cost_complexity.
• f1-score: Maximizes the F1-score.

See examples/accuracy_example.py for an example.

Cost-Sensitive Classification

STreeDCostSensitiveClassifier implements a cost-sensitive classifier. Costs can both be attributed to features and misclassifications.

The costs can be specified with CostSpecifier object. This object is either initialized with a file name for the cost specification and the number of classes; or with the misclassification cost matrix, and the cost specifier per feature. When testing a feature in a branch node, the cost for that feature is paid for every instance that passes through it. When another feature from the same group was tested before, the discounted cost is paid. When another feature that is binarized from the same original feature is already tested, the cost is zero.

Note that currently STreeDCostSensitiveClassifier does not support automatic binarization.

See examples/cost_sensitive_example.py for an example.

Instance-Cost-Sensitive Classification

STreeDInstanceCostSensitiveClassifier implements an instance-cost-sensitive classifier. Each instance can have a different misclassification cost per label.

The costs can be specified with a CostVector object. For each instance, initialize a CostVector object with a list of the costs for each possible label.

See examples/instance_cost_sensitive_example.py for an example.

Classification under a Group Fairness constraint

STreeDGroupFairnessClassifier implements a classifier that satisfies a group fairness constraint. The maximum amount of discrimination on the training data can be specified by the discrimination-limit parameter, e.g., 0.01 for maximum of 1% discrimination.

Currently two fairness constraint optmization tasks are implemented:

• group-fairness: This satisfies a demographic parity constraint. Demographic parity requires that the positive rates for both groups is equal.
• equality-of-opportunity: This satisfies a equality of opportunity constraint. Equality of opportunity requires that the true positive rates for both groups is equal.

Note:

1. STreeDGroupFairnessClassifier assumes binary classification (only two labels: positive = 1, negative = 0).
2. STreeDGroupFairnessClassifier assumes that the first binary feature column is the discrimination-sensitive feature. Otherwise the sensitive feature can be specified with the sensitive_feature parameter.

See examples/group_fair_example.py for an example.

Regression

STreeDRegressor implements two variants of regression, as specified by the optimization task parameter

• regression: Miminimizes the sum of squared errors.
• cost-complex-regression: Minimizes the sum of squared errors plus the cost for adding a branching node by the parameter cost_complexity. For runtime improvement, custom lower bounds can be specified if use_task_lower_bound=True. The custom lower bound regression_bound can be set to either "equivalent" to use the equivalent-points bound or "kmeans" to use a k-means lower bound.

See examples/regression_example.py for an example.

If you use STreeD for regression, please cite our paper:

• Van den Bos, M., Jacobus G. M. van der Linden, and Emir Demirović. "Piecewise Constant and Linear Regression Trees: An Optimal Dynamic Programming Approach." In Proceedings of ICML-24 (2024).

Piecewise Linear Regression

STreeDPiecewiseLinearRegressor implements a solver for optimizing piecewise linear regression trees, with a linear elastic net regression predictor in every leaf node. The lasso and ridge penalization can be set with the lasso_penalty and ridge_penalty and parameters. The addition of a new branching node is penalized by the cost_complexity parameter. Alternatively, STreeDPiecewiseLinearRegressor can learn a simple linear regression model in every leaf by setting simple = True. The simple linear regression model is penalized only with the ridge penalization.

STreeDPiecewiseLinearRegressor only uses the continuous features for fitting the linear lasso regression model in every leaf node. These continuous features can be automatically inferred from the data or explicitly specified using the continuous_columns parameter of the fit method.

To prevent fitting linear models on too little data, STreeDPiecewiseLinearRegressor by default sets the min_leaf_node_size parameter to at least 5 times the number of continuous features or to at least 5 when fitting a simple linear regression model.

See examples/piecewise_linear_regression_example.py for an example.

If you use STreeD for piecewise linear regression, please cite our paper:

• Van den Bos, Mim, Jacobus G. M. van der Linden, and Emir Demirović. "Piecewise Constant and Linear Regression Trees: An Optimal Dynamic Programming Approach." In Proceedings of ICML-24, 2024. pdf

Prescriptive policy generation

STreeDPrescriptivePolicyGenerator implements a policy generation solver. Counterfactual scores need to be provided. The current implementation allows for three different teacher methods, as specified by the teacher_method parameter:

• DM: the direct method or Regress & Compare method. This teacher specifies for every treatment (label) what the expected outcome is.
• IPW: the inverse propensity weighting method. This teacher provides the propensity scores mu(x, k): the probability of treatment k happening for feature vector x.
• DR: the doubly robust method: a combination of the direct methodand the inverse propensity weighting method.

The teacher data needs to be passed to the solver by initializing a PPGData object for every instance. The PPGData initializer expects the following parameters:

• historic_treatment : int : the historic treatment label
• historic_outcome : float : the historic outcome
• propensity_score : float : the propensity score for the historic treatment
• predicted_outcome : List[float] : the regress & compare prediction for each possible treatment Optional (for testing)
• optimal_treatment : int : the optimal treatment
• counterfactual_outcome : List[float] : the counterfactual outcome

Only the data which will be used by the teacher method needs to be specified, the rest can be initialized with zero's.

See examples/prescriptive_policy_example.py for an example.

Survival analysis

STreeDSurvivalAnalysis implements an optimal survival tree method, by optimizing the proportional hazard function of LeBlanc and Crowly, "Relative Risk for Censored Survival Data," Biometrics 48.2 (1992): 411-425. Each leaf node predicts a risk factor $\theta$ which is used to shift the base hazard model $\hat{\Lambda}(t)$. The Nelson-Aalen estimator is used as a stepwise survival function $\hat{S}(t) = e^{-\theta \hat{\Lambda}(t)}$.

Instead of a label, the input data expects a two-dimensional array with for each instance 1) a binary censoring indicator and 2) a time-of-event (death or censoring).

See examples/survival_analysis_example.py for an example.

If you use STreeD for survival analysis, please cite our paper:

• Huisman, Tim, Jacobus G. M. van der Linden, and Emir Demirović. "Optimal Survival Trees: A Dynamic Programming Approach." Proceedings of AAAI-24 (2024). pdf

Parameters

STreeD can be configured by the following parameters:

• max_depth : The maximum depth of the tree. Note that a tree of depth zero has a single leaf node. A tree of depth one has one branching node and two leaf nodes.
• max_num_nodes : The maximum number of branching nodes in the tree.
• min_leaf_node_size : The minimum number of samples required in each leaf node.
• time_limit : The run time limit in seconds. If the time limit is exceeded a possibly non-optimal tree is returned.
• feature_ordering : The order in which the features are considered for branching. Default is "gini" which sorts the features by gini-impurity decrease. The alternative (and default for regression and survival analysis) is "in-order" which considers the feature in order of appearance.
• hyper_tune : Use STreeD's special hyper-tune method.
• use_branch_caching : Enables or disables the use of branch caching.
• use_dataset_caching : Enables or disables the use of dataset caching.
• use_terminal_solver : Enables or disables the use of the special solver for trees of depth two.
• use_similarity_lower_bound : Enables or disables the use of the similarity lower bound.
• use_upper_bound : Enables or disables the use of upper bounds.
• use_lower_bound : Enables or disables the use of lower bounds.
• verbose : Enable or disable verbose output.
• random_seed : The random seed.

Binarization

STreeD provides optimal decision trees for a given binarization. To help with the binarization, the pystreed package provides automatic binarization of categorical and continuous features.

Categorical features can be specified in the fit method by using the categorical_columns parameter. These features are binarized using one-hot encoding. The maximum number of categories per categorical feature is specified with the n_categories parameter. If the categorical feature exceeds this number, the n_categories - 1 most common categories are encoded with one binary feature each, and all other categories are encoded with an 'other' category.

Continuous features are automatically recognized by STreeD. Each continuous feature is binarized into a number of binary features as specified by the n_thresholds parameter. Each binary feature has the form x <= t, with x the continuous feature and t the threshold. Currently STreeD provides three ways of automatically binarizing continuous features, as specified by the continuous_binarize_strategy parameter:

• uniform : Select thresholds uniformly from the interval [min(x), max(x)]
• quantile : Select thresholds uniformly from the quantile distribution
• tree : Train a CART tree using only one continuous feature with up to n_thresholds branching nodes, and select the thresholds from the branching nodes.

Note that STreeD provides an optimal decision tree for the given binarization. The binarization should therefore be chosen with care.

See examples/binarize_example.py for an example.

See also our latest paper on optimizing trees with continuous features:

• Briţa, Cătălin E., Jacobus G. M. van der Linden, and Emir Demirović. "Optimal Classification Trees for Continuous Feature Data Using Dynamic Programming with Branch-and-Bound." In Proceedings of AAAI-25 (2025). pdf / source

Overfitting and tuning

To prevent overfitting the size of the tree can be tuned. This can be done in the standard way using scikit-learn methods, see examples/gridsearch_example.py.

For improving runtime performance, STreeD also provides a custom tuning method that in some cases can reuse the cache from previous runs. To use this, initialize the STreeD model with hyper_tune=True.

STreeD's default method of hypertuning directly tunes the depth and the number of branching nodes using five-fold cross validation. Some optimization tasks specify their custom tuning method, such as cost-complex-accuracy which tunes the cost_complexity parameter.

Miscellaneous

• STreeD assumes classification labels are in the range 0 ... n_labels - 1. Not meeting this assumption may influence the algorithm's performance. Use sklearn's LabelEncoder to prevent this.

References

This work is a continuation of the following previous papers (with corresponding repositories)

1. Demirović, Emir, et al. "Murtree: Optimal decision trees via dynamic programming and search." Journal of Machine Learning Research 23.26 (2022): 1-47. pdf / source
2. Demirović, Emir, and Peter J. Stuckey. "Optimal decision trees for nonlinear metrics." Proceedings of the AAAI conference on artificial intelligence. Vol. 35. No. 5. 2021. pdf / source
3. Van der Linden, Jacobus G. M., Mathijs M. de Weerdt, and Emir Demirović. "Fair and Optimal Decision Trees: A Dynamic Programming Approach." Advances in Neural Information Processing Systems. 2022. pdf / source

This work also incorporates ideas from the following papers (with their corresponding repositories)

4. Hu, Xiyang, Cynthia Rudin, and Margo Seltzer. "Optimal sparse decision trees." Advances in Neural Information Processing Systems (2019). pdf / source
5. Lin, Jimmy, et al. "Generalized and scalable optimal sparse decision trees." International Conference on Machine Learning (2020). pdf / source