Optimal Counterfactual Explanations in Tree Ensembles

Counterfactual explanations are usually generated through heuristics that are sensitive to the search's initial conditions. The absence of guarantees of performance and robustness hinders trustworthiness. In this paper, we take a disciplined approach towards counterfactual explanations for tree ensembles. We advocate for a model-based search aiming at "optimal" explanations and propose efficient mixed-integer programming approaches. We show that isolation forests can be modeled within our framework to focus the search on plausible explanations with a low outlier score. We provide comprehensive coverage of additional constraints that model important objectives, heterogeneous data types, structural constraints on the feature space, along with resource and actionability restrictions. Our experimental analyses demonstrate that the proposed search approach requires a computational effort that is orders of magnitude smaller than previous mathematical programming algorithms. It scales up to large data sets and tree ensembles, where it provides, within seconds, systematic explanations grounded on well-defined models solved to optimality.

Semi-Supervised Clustering with Inaccurate Pairwise Annotations

Pairwise relational information is a useful way of providing partial supervision in domains where class labels are difficult to acquire. This work presents a clustering model that incorporates pairwise annotations in the form of must-link and cannot-link relations and considers possible annotation inaccuracies (i.e., a common setting when experts provide pairwise supervision). We propose a generative model that assumes Gaussian-distributed data samples along with must-link and cannot-link relations generated by stochastic block models. We adopt a maximum-likelihood approach and demonstrate that, even when supervision is weak and inaccurate, accounting for relational information significantly improves clustering performance. Relational information also helps to detect meaningful groups in real-world datasets that do not fit the original data-distribution assumptions. Additionally, we extend the model to integrate prior knowledge of experts' accuracy and discuss circumstances in which the use of this knowledge is beneficial.

Community Detection in the Stochastic Block Model by Mixed Integer Programming

The Degree-Corrected Stochastic Block Model (DCSBM) is a popular model to generate random graphs with community structure given an expected degree sequence. The standard approach of community detection based on the DCSBM is to search for the model parameters that are the most likely to have produced the observed network data through maximum likelihood estimation (MLE). Current techniques for the MLE problem are heuristics, and therefore do not guarantee convergence to the optimum. We present mathematical programming formulations and exact solution methods that can provably find the model parameters and community assignments of maximum likelihood given an observed graph. We compare these exact methods with classical heuristic algorithms based on expectation-maximization (EM). The solutions given by exact methods give us a principled way of measuring the experimental performance of classical heuristics and comparing different variations thereof.

Hybrid Genetic Search for the CVRP: Open-Source Implementation and SWAP* Neighborhood

The vehicle routing problem is one of the most studied combinatorial optimization topics, due to its practical importance and methodological interest. Yet, despite extensive methodological progress, many recent studies are hampered by the limited access to simple and efficient open-source solution methods. Given the sophistication of current algorithms, reimplementation is becoming a difficult and time-consuming exercise that requires extensive care for details to be truly successful. Against this background, we use the opportunity of this short paper to introduce a simple -- open-source -- implementation of the hybrid genetic search (HGS) specialized to the capacitated vehicle routing problem (CVRP). This state-of-the-art algorithm uses the same general methodology as Vidal et al. (2012) but also includes additional methodological improvements and lessons learned over the past decade of research. In particular, it includes an additional neighborhood called SWAP* which consists in exchanging two customers between different routes without an insertion in place. As highlighted in our study, an efficient exploration of SWAP* moves significantly contributes to the performance of local searches. Moreover, as observed in experimental comparisons with other recent approaches on the classical instances of Uchoa et al. (2017), HGS still stands as a leading metaheuristic regarding solution quality, convergence speed, and conceptual simplicity.

Assortative-Constrained Stochastic Block Models

Stochastic block models (SBMs) are often used to find assortative community structures in networks, such that the probability of connections within communities is higher than in between communities. However, classic SBMs are not limited to assortative structures. In this study, we discuss the implications of this model-inherent indifference towards assortativity or disassortativity, and show that this characteristic can lead to undesirable outcomes for networks which are presupposedy assortative but which contain a reduced amount of information. To circumvent this issue, we introduce a constrained SBM that imposes strong assortativity constraints, along with efficient algorithmic approaches to solve it. These constraints significantly boost community recovery capabilities in regimes that are close to the information-theoretic threshold. They also permit to identify structurally-different communities in networks representing cerebral-cortex activity regions.

Born-Again Tree Ensembles

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 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. 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.

PILS: Exploring high-order neighborhoods by pattern mining and injection

We introduce pattern injection local search (PILS), an optimization strategy that uses pattern mining to explore high-order local-search neighborhoods, and illustrate its application on the vehicle routing problem. PILS operates by storing a limited number of frequent patterns from elite solutions. During the local search, each pattern is used to define one move in which 1) incompatible edges are disconnected, 2) the edges defined by the pattern are reconnected, and 3) the remaining solution fragments are optimally reconnected. Each such move is accepted only in case of solution improvement. As visible in our experiments, this strategy results in a new paradigm of local search, which complements and enhances classical search approaches in a controllable amount of computational time. We demonstrate that PILS identifies useful high-order moves (e.g., 9-opt and 10-opt) which would otherwise not be found by enumeration, and that it significantly improves the performance of state-of-the-art population-based and neighborhood-centered metaheuristics.

A simple and effective hybrid genetic search for the job sequencing and tool switching problem

The job sequencing and tool switching problem (SSP) has been extensively studied in the field of operations research, due to its practical relevance and methodological interest. Given a machine that can load a limited amount of tools simultaneously and a number of jobs that require a subset of the available tools, the SSP seeks a job sequence that minimizes the number of tool switches in the machine. To solve this problem, we propose a simple and efficient hybrid genetic search based on a generic solution representation, a tailored decoding operator, efficient local searches and diversity management techniques. To guide the search, we introduce a secondary objective designed to break ties. These techniques allow to explore structurally different solutions and escape local optima. As shown in our computational experiments on classical benchmark instances, our algorithm significantly outperforms all previous approaches while remaining simple to apprehend and easy to implement. We finally report results on a new set of larger instances to stimulate future research and comparative analyses.

A concise guide to existing and emerging vehicle routing problem variants

Vehicle routing problems have been the focus of extensive research over the past sixty years, driven by their economic importance and their theoretical interest. The diversity of applications has motivated the study of a myriad of problem variants with different attributes. In this article, we provide a brief survey of existing and emerging problem variants. Models are typically refined along three lines: considering more relevant objectives and performance metrics, integrating vehicle routing evaluations with other tactical decisions, and capturing fine-grained yet essential aspects of modern supply chains. We organize the main problem attributes within this structured framework. We discuss recent research directions and pinpoint current shortcomings, recent successes, and emerging challenges.