Boolean Decision Rules via Column Generation
  This paper considers the learning of Boolean rules in either disjunctive
normal form (DNF, OR-of-ANDs, equivalent to decision rule sets) or conjunctive
normal form (CNF, AND-of-ORs) as an interpretable model for classification. An
integer program is formulated to optimally trade classification accuracy for
rule simplicity. Column generation (CG) is used to efficiently search over an
exponential number of candidate clauses (conjunctions or disjunctions) without
the need for heuristic rule mining. This approach also bounds the gap between
the selected rule set and the best possible rule set on the training data. To
handle large datasets, we propose an approximate CG algorithm using
randomization. Compared to three recently proposed alternatives, the CG
algorithm dominates the accuracy-simplicity trade-off in 7 out of 15 datasets.
When maximized for accuracy, CG is competitive with rule learners designed for
this purpose, sometimes finding significantly simpler solutions that are no
less accurate.
