Optimal Counterfactual Search in Tree Ensembles: A Study Across Modeling and Solution Paradigms

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.

PACE: Prune-And-Compress Ensemble Models

Ensemble models achieve state-of-the-art performance on prediction tasks, but usually require aggregating a large number of weak learners. This can hinder deployment, interpretability, and downstream tasks such as robustness verification. Remedies to this issue fall into two main camps: pruning, which discards redundant learners, and compression, which generates new ones from scratch. We introduce PACE, a framework that interleaves these paradigms in a two-phase strategy. First, new learners are actively generated via a theoretically grounded procedure to enhance the diversity of the initial ensemble. When no more relevant learners can be found, a second phase of pruning is performed on this enriched ensemble. During both operations, PACE allows fine control on the faithfulness to the original ensemble. Experiments show that our method outperforms prior pruning and compression methods while offering principled control of faithfulness guarantees.

Counterfactual Maps: What They Are and How to Find Them

Counterfactual explanations are a central tool in interpretable machine learning, yet computing them exactly for complex models remains challenging. For tree ensembles, predictions are piecewise constant over a large collection of axis-aligned hyperrectangles, implying that an optimal counterfactual for a point corresponds to its projection onto the nearest rectangle with an alternative label under a chosen metric. Existing methods largely overlook this geometric structure, relying either on heuristics with no optimality guarantees or on mixed-integer programming formulations that do not scale to interactive use. In this work, we revisit counterfactual generation through the lens of nearest-region search and introduce counterfactual maps, a global representation of recourse for tree ensembles. Leveraging the fact that any tree ensemble can be compressed into an equivalent partition of labeled hyperrectangles, we cast counterfactual search as the problem of identifying the generalized Voronoi cell associated with the nearest rectangle of an alternative label. This leads to an exact, amortized algorithm based on volumetric k-dimensional (KD) trees, which performs branch-and-bound nearest-region queries with explicit optimality certificates and sublinear average query time after a one-time preprocessing phase. Our experimental analyses on several real datasets drawn from high-stakes application domains show that this approach delivers globally optimal counterfactual explanations with millisecond-level latency, achieving query times that are orders of magnitude faster than existing exact, cold-start optimization methods.

From Counterfactuals to Trees: Competitive Analysis of Model Extraction Attacks

The advent of Machine Learning as a Service (MLaaS) has heightened the trade-off between model explainability and security. In particular, explainability techniques, such as counterfactual explanations, inadvertently increase the risk of model extraction attacks, enabling unauthorized replication of proprietary models. In this paper, we formalize and characterize the risks and inherent complexity of model reconstruction, focusing on the "oracle'' queries required for faithfully inferring the underlying prediction function. We present the first formal analysis of model extraction attacks through the lens of competitive analysis, establishing a foundational framework to evaluate their efficiency. Focusing on models based on additive decision trees (e.g., decision trees, gradient boosting, and random forests), we introduce novel reconstruction algorithms that achieve provably perfect fidelity while demonstrating strong anytime performance. Our framework provides theoretical bounds on the query complexity for extracting tree-based model, offering new insights into the security vulnerabilities of their deployment.

Training Set Reconstruction from Differentially Private Forests: How Effective is DP?

Recent research has shown that machine learning models are vulnerable to privacy attacks targeting their training data. Differential privacy (DP) has become a widely adopted countermeasure, as it offers rigorous privacy protections. In this paper, we introduce a reconstruction attack targeting state-of-the-art $\varepsilon$-DP random forests. By leveraging a constraint programming model that incorporates knowledge of the forest's structure and DP mechanism characteristics, our approach formally reconstructs the most likely dataset that could have produced a given forest. Through extensive computational experiments, we examine the interplay between model utility, privacy guarantees, and reconstruction accuracy across various configurations. Our results reveal that random forests trained with meaningful DP guarantees can still leak substantial portions of their training data. Specifically, while DP reduces the success of reconstruction attacks, the only forests fully robust to our attack exhibit predictive performance no better than a constant classifier. Building on these insights, we provide practical recommendations for the construction of DP random forests that are more resilient to reconstruction attacks and maintain non-trivial predictive performance.

Fairness and Sparsity within Rashomon sets: Enumeration-Free Exploration and Characterization

We introduce an enumeration-free method based on mathematical programming to precisely characterize various properties such as fairness or sparsity within the set of "good models", known as Rashomon set. This approach is generically applicable to any hypothesis class, provided that a mathematical formulation of the model learning task exists. It offers a structured framework to define the notion of business necessity and evaluate how fairness can be improved or degraded towards a specific protected group, while remaining within the Rashomon set and maintaining any desired sparsity level. We apply our approach to two hypothesis classes: scoring systems and decision diagrams, leveraging recent mathematical programming formulations for training such models. As seen in our experiments, the method comprehensively and certifiably quantifies trade-offs between predictive performance, sparsity, and fairness. We observe that a wide range of fairness values are attainable, ranging from highly favorable to significantly unfavorable for a protected group, while staying within less than 1% of the best possible training accuracy for the hypothesis class. Additionally, we observe that sparsity constraints limit these trade-offs and may disproportionately harm specific subgroups. As we evidenced, thoroughly characterizing the tensions between these key aspects is critical for an informed and accountable selection of models.

Smooth Sensitivity for Learning Differentially-Private yet Accurate Rule Lists

Differentially-private (DP) mechanisms can be embedded into the design of a machine learningalgorithm to protect the resulting model against privacy leakage, although this often comes with asignificant loss of accuracy. In this paper, we aim at improving this trade-off for rule lists modelsby establishing the smooth sensitivity of the Gini impurity and leveraging it to propose a DP greedyrule list algorithm. In particular, our theoretical analysis and experimental results demonstrate thatthe DP rule lists models integrating smooth sensitivity have higher accuracy that those using otherDP frameworks based on global sensitivity.

Trained Random Forests Completely Reveal your Dataset

We introduce an optimization-based reconstruction attack capable of completely or near-completely reconstructing a dataset utilized for training a random forest. Notably, our approach relies solely on information readily available in commonly used libraries such as scikit-learn. To achieve this, we formulate the reconstruction problem as a combinatorial problem under a maximum likelihood objective. We demonstrate that this problem is NP-hard, though solvable at scale using constraint programming -- an approach rooted in constraint propagation and solution-domain reduction. Through an extensive computational investigation, we demonstrate that random forests trained without bootstrap aggregation but with feature randomization are susceptible to a complete reconstruction. This holds true even with a small number of trees. Even with bootstrap aggregation, the majority of the data can also be reconstructed. These findings underscore a critical vulnerability inherent in widely adopted ensemble methods, warranting attention and mitigation. Although the potential for such reconstruction attacks has been discussed in privacy research, our study provides clear empirical evidence of their practicability.

SoK: Taming the Triangle -- On the Interplays between Fairness, Interpretability and Privacy in Machine Learning

Machine learning techniques are increasingly used for high-stakes decision-making, such as college admissions, loan attribution or recidivism prediction. Thus, it is crucial to ensure that the models learnt can be audited or understood by human users, do not create or reproduce discrimination or bias, and do not leak sensitive information regarding their training data. Indeed, interpretability, fairness and privacy are key requirements for the development of responsible machine learning, and all three have been studied extensively during the last decade. However, they were mainly considered in isolation, while in practice they interplay with each other, either positively or negatively. In this Systematization of Knowledge (SoK) paper, we survey the literature on the interactions between these three desiderata. More precisely, for each pairwise interaction, we summarize the identified synergies and tensions. These findings highlight several fundamental theoretical and empirical conflicts, while also demonstrating that jointly considering these different requirements is challenging when one aims at preserving a high level of utility. To solve this issue, we also discuss possible conciliation mechanisms, showing that a careful design can enable to successfully handle these different concerns in practice.

Probabilistic Dataset Reconstruction from Interpretable Models

Interpretability is often pointed out as a key requirement for trustworthy machine learning. However, learning and releasing models that are inherently interpretable leaks information regarding the underlying training data. As such disclosure may directly conflict with privacy, a precise quantification of the privacy impact of such breach is a fundamental problem. For instance, previous work have shown that the structure of a decision tree can be leveraged to build a probabilistic reconstruction of its training dataset, with the uncertainty of the reconstruction being a relevant metric for the information leak. In this paper, we propose of a novel framework generalizing these probabilistic reconstructions in the sense that it can handle other forms of interpretable models and more generic types of knowledge. In addition, we demonstrate that under realistic assumptions regarding the interpretable models' structure, the uncertainty of the reconstruction can be computed efficiently. Finally, we illustrate the applicability of our approach on both decision trees and rule lists, by comparing the theoretical information leak associated to either exact or heuristic learning algorithms. Our results suggest that optimal interpretable models are often more compact and leak less information regarding their training data than greedily-built ones, for a given accuracy level.