distribution shifts – Optimization Online

Mixed-Feature Logistic Regression Robust to Distribution Shifts

Published: 2025/05/24

Applications - OR and Management Sciences, Integer Programming, Robust Optimization distribution shifts, distributionally robust optimization (DRO), mixed integer optimization, robust machine learning

Logistic regression models are widely used in the social and behavioral sciences and in high-stakes domains, due to their simplicity and interpretability properties. At the same time, such domains are permeated by distribution shifts, where the distribution generating the data changes between training and deployment. In this paper, we study a distributionally robust logistic regression … Read more

ODTlearn: A Package for Learning Optimal Decision Trees for Prediction and Prescription

Published: 2023/07/31

(Mixed) Integer Linear Programming, Optimization Software and Modeling Systems classification trees, distribution shifts, fair classification trees, mixed integer optimization, open source software, prescriptive trees, robust classification trees

ODTLearn is an open-source Python package that provides methods for learning optimal decision trees for high-stakes predictive and prescriptive tasks based on the mixed-integer optimization (MIO) framework proposed in Aghaei et al. (2019) and several of its extensions. The current version of the package provides implementations for learning optimal classification trees, optimal fair classification trees, … Read more