Rahul Mazumder

End-to-end Feature Selection Approach for Learning Skinny Trees

2023 · arXiv (Cornell University)

We propose a new optimization-based approach for feature selection in tree ensembles, an important problem in statistics and machine learning. Popular tree ensemble toolkits e.g., Gradient Boosted Trees and Random Forests support feature selection post-training …

Subgradient Regularized Multivariate Convex Regression at Scale

2020 · arXiv (Cornell University)

We present new large-scale algorithms for fitting a subgradient regularized multivariate convex regression function to $n$ samples in $d$ dimensions -- a key problem in shape constrained nonparametric regression with applications in statistics, engineering and …

FAST: An Optimization Framework for Fast Additive Segmentation in Transparent ML

2024

We present FAST, an optimization framework for fast additive segmentation. FAST segments piecewise constant shape functions for each feature in a dataset to produce transparent additive models. The framework leverages a novel optimization procedure to …