Learning Certifiably Optimal Rule Lists
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Certifiably Optimal RulE ListS

CORELS is a custom discrete optimization technique for building rule lists over a categorical feature space. Our algorithm provides the optimal solution, with a certificate of optimality. By leveraging algorithmic bounds, efficient data structures, and computational reuse, we achieve several orders of magnitude speedup in time and a massive reduction of memory consumption. Our approach produces optimal rule lists on practical problems in seconds. This framework is a novel alternative to CART and other decision tree methods.

  • Elaine Angelino, Nicholas Larus-Stone, Daniel Alabi, Margo Seltzer, and Cynthia Rudin. Learning Certifiably Optimal Rule Lists for Categorical Data. arXiv:1704.01701, 2017.

  • Nicholas Larus-Stone. Learning Certifiably Optimal Rule Lists: A Case For Discrete Optimization in the 21st Century. Senior thesis, 2017.

CORELS is a custom branch-and-bound algorithm for optimizing rule lists.

Web UI can be found at: https://corels.eecs.harvard.edu/


C/C++ dependencies

  • gmp (GNU Multiple Precision Arithmetic Library)
  • mpfr (GNU MPFR Library for multiple-precision floating-point computations; depends on gmp)
  • libmpc (GNU MPC for arbitrarily high precision and correct rounding; depends on gmp and mpfr)

e.g., install libmpc via homewbrew (this will also install gmp and mpfr):

brew install libmpc

Sample command

Run the following from the src/ directory.

./corels -r 0.015 -c 2 -p 1 ../data/compas_train.out ../data/compas_train.label ../data/compas_train.minor


./corels [-b] [-n max_num_nodes] [-r regularization] [-v verbosity] -c (1|2|3|4) -p (0|1|2)
         [-f logging_frequency] -a (1|2|3) [-s] [-L latex_out] data.out data.label [data.minor]

Data format

For examples, see compas.out and compas.label in data/. Also see compas.minor (optional). Note that our data parsing is fragile and errors will occur if the format is not followed exactly.

  • The input data files must be space-delimited text.
  • Each line contains N + 1 fields, where N is the number of observations, and ends with \n (including the last line).
  • In each line, the last N fields are 0's and 1's, and encode a bit vector; the first field has the format {text-description}, where the text between the brackets provides a description of the bit vector.
  • There can be no spaces in the text descriptions--words should be separated by dashes or underscores.


[-b] Breadth-first search (BFS). You must specify a search policy; use exactly one of (-b | -c).

[-n max_num_nodes] Maximum trie (cache) size. Stop execution if the number of nodes in the trie exceeds this number. Default value corresponds to -n 100000.

[-r regularization] Regularization parameter (optional). The default value corresponds to -r 0.01 and can be thought of as adding a penalty equivalent to misclassifying 1% of data when increasing a rule list's length by one association rule.

[-v verbosity] Verbosity. Default value corresponds to -v 0. If verbosity is at least 10, then print machine info. If verbosity is at least 1000, then also print input antecedents and labels.

-c (1|2|3|4) Best-first search policy. You must specify a search policy; use exactly one of (-b | -c). We include four different prioritization schemes:

  • Use -c 1 to prioritize by curiosity (see Section 5.1 Custom scheduling policies of our paper).
  • Use -c 2 to prioritize by the lower bound.
  • Use -c 3 to prioritize by the objective.
  • Use -c 4 for depth-first search.

-p (0|1|2) Symmetry-aware map (optional).

  • Use -p 0 for no symmetry-aware map (default).
  • Use -p 1 for the permutation map.
  • Use -p 2 for the captured vector map.

[-f logging_frequency] Logging frequency. Default value corresponds to -f 1000.

-a (0|1|2) Exclude a specific algorithm optimization. Default value corresponds to -a 0.

  • Use -a 0 to include the following optimizations.
  • Use -a 1 to exclude the minimum support bounds (see Section 3.7 Lower bounds on antecedent support of our paper).
  • Use -a 2 to exclude the lookahead bound (see Lemma 2 in Section 3.4 Hierarchical objective lower bound).

[-s] Calculate upper bound on remaining search space size (optional). This adds a small overhead; the default behavior does not perform the calculation. With -s, we dynamically and incrementally calculate floor(log10(Gamma(Rc, Q))), where Gamma(Rc, Q) is the upper bound (see Theorem 7 in Section 3.6 of our paper).

[-L latex_out] Latex output. Include this flag to generate a latex representation of the output rule list.

data.out File path to training data. See Data format, above.

  • Encode M antecedents as M space-delimited lines of text. Each line contains N + 1 fields.
  • The first field has the format {antecedent-description}, where the text between the brackets describes the antecedent, e.g., {hair-color:brown}, or {age:20-25}.
  • The remaining N fields indicate whether the antecedent is true or false for the N observations.

data.label File path to training labels. See Data format, above.

  • Encode labels as two space-delimited lines of text. *The first line starts with a description of the negative class label, e.g., {label=0}; the remaining N fields indicate which of the N observations have this label.
  • The second line contains analogous (redundant) information for the positive class label.

data.minor File path to a bit vector to support use of the equivalent points bound (optional, see Theorem 20 in Section 3.14 of our paper).

Example dataset

The files in data/ were generated from ProPublica's COMPAS recidivism dataset, specifically, the file compas-scores-two-years.csv.

We include one training set (N = 6489) and one test set (N = 721) from a 10-fold cross-validation experiment. There are four training data files:

  • compas_train.csv : 7 categorical and integer-valued features and binary class labels extracted from compas-scores-two-years.csv

    sex (Male, Female), age, juvenile-felonies, juvenile-misdemeanors, juvenile-crimes, priors, current-charge-degree (Misdemeanor, Felony)

  • compas_train-binary.csv : 14 equivalent binary features and class labels (included for convenience / use with other algorithms)

    sex:Male, age:18-20, age:21-22, age:23-25, age:26-45, age:>45 juvenile-felonies:>0, juvenile-misdemeanors:>0, juvenile-crimes:>0 priors:2-3, priors:=0, priors:=1, priors:>3, current-charge-degree:Misdemeanor

  • compas_train.out : 155 mined antecedents (binary features and length-2 conjunctions of binary features with support in [0.005, 0.995]), e.g.,

    {sex:Female}, {age:18-20}, {sex:Male,current-charge-degree:Misdemeanor}, {age:26-45,juvenile-felonies:>0}

  • compas_train.labels : class labels

    {recidivate-within-two-years:No}, {recidivate-within-two-years:Yes}

  • compas_train.minor : bit vector used to support the equivalent points bound

The corresponding test data files are: compas_test.csv, compas_test-binary.csv, compas_test.out, and compas_test.labels.

Example rule list

if (age=23−25) and (priors=2−3) then predict yes
else if (age = 18 − 20) then predict yes
else if (sex = male) and (age = 21 − 22) then predict yes
else if (priors > 3) then predict yes
else predict no

This rule list predicts two-year recidivism for the ProPublica two-year recidivism dataset, and was found by CORELS. Its prefix corresponds to the first four rules and its default rule corresponds to the last rule.

Optimization algorithm and objective

CORELS is a custom branch-and-bound algorithm that minimizes the following objective defined for a rule list d, training data x and corresponding labels y:

R(d, x, y) = misc(d, x, y) + c * length(d).

This objective is a regularized empirical risk that consists of a loss and a regularization term that penalizes longer rule lists.

  • The loss misc(d, x, y) measures d's misclassification error.
  • The regularization parameter c >= 0 is a small constant.
  • length(d) is the number of rules in d's prefix.

Let p be d's prefix. The following objective lower bound drives our branch-and-bound procedure:

b(p, x, y) = misc(p, x, y) + c * length(d) <= R(d, x, y)

where misc(p, x, y) is the prefix misclassification error (due to mistakes made by the prefix, but not the default rule).

Data structures

  • A trie (prefix tree) functions as a cache and supports incremental computation.
  • A priority queue supports multiple best-first search policies, as well as both breadth-first and depth-first search.
  • A map supports symmetry-aware pruning.

Related work

CORELS builds directly on:

  • Hongyu Yang, Cynthia Rudin, and Margo Seltzer. Scalable Bayesian Rule Lists. arXiv:1602.08610, 2016. code

  • Benjamin Letham, Cynthia Rudin, Tyler McCormick and David Madigan. Interpretable Classifiers Using Rules and Bayesian Analysis: Building a Better Stroke Prediction Model. The Annals of Applied Statistics, 2015, Vol. 9, No. 3, 1350–1371. pdf code

In particular, CORELS uses a library by Yang et al. for efficiently representing and operating on bit vectors. See the files src/rule.h and src/rule.c.