Training Experimentally Robust and Interpretable Binarized Regression
Models Using Mixed-Integer Programming
- URL: http://arxiv.org/abs/2112.00434v1
- Date: Wed, 1 Dec 2021 11:53:08 GMT
- Title: Training Experimentally Robust and Interpretable Binarized Regression
Models Using Mixed-Integer Programming
- Authors: Sanjana Tule, Nhi Ha Lan Le, Buser Say
- Abstract summary: We present a model-based approach to training robust and interpretable binarized regression models for multiclass classification tasks.
Our MIP model balances the optimization of prediction margin and model size by using a weighted objective.
We show the effectiveness of training robust and interpretable binarized regression models using MIP.
- Score: 3.179831861897336
- License: http://creativecommons.org/licenses/by/4.0/
- Abstract: In this paper, we explore model-based approach to training robust and
interpretable binarized regression models for multiclass classification tasks
using Mixed-Integer Programming (MIP). Our MIP model balances the optimization
of prediction margin and model size by using a weighted objective that:
minimizes the total margin of incorrectly classified training instances,
maximizes the total margin of correctly classified training instances, and
maximizes the overall model regularization. We conduct two sets of experiments
to test the classification accuracy of our MIP model over standard and
corrupted versions of multiple classification datasets, respectively. In the
first set of experiments, we show that our MIP model outperforms an equivalent
Pseudo-Boolean Optimization (PBO) model and achieves competitive results to
Logistic Regression (LR) and Gradient Descent (GD) in terms of classification
accuracy over the standard datasets. In the second set of experiments, we show
that our MIP model outperforms the other models (i.e., GD and LR) in terms of
classification accuracy over majority of the corrupted datasets. Finally, we
visually demonstrate the interpretability of our MIP model in terms of its
learned parameters over the MNIST dataset. Overall, we show the effectiveness
of training robust and interpretable binarized regression models using MIP.
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