Interpretable Quantile Regression by Optimal Decision Trees

Fuente: arXiv
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Main Authors: Lemaire, Valentin, Aglin, Gaël, Nijssen, Siegfried
Format: Preprint
Published: 2026
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author Lemaire, Valentin
Aglin, Gaël
Nijssen, Siegfried
author_facet Lemaire, Valentin
Aglin, Gaël
Nijssen, Siegfried
contents The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method for learning a set of optimal quantile regression trees. The advantages of this method are that (1) it provides predictions about the complete conditional distribution of a target variable without prior assumptions on this distribution; (2) it provides predictions that are interpretable; (3) it learns a set of optimal quantile regression trees without compromising algorithmic efficiency compared to learning a single tree.
format Preprint
id arxiv_https___arxiv_org_abs_2604_21042
institution arXiv
publishDate 2026
record_format arxiv
spellingShingle Interpretable Quantile Regression by Optimal Decision Trees
Lemaire, Valentin
Aglin, Gaël
Nijssen, Siegfried
Machine Learning
The field of machine learning is subject to an increasing interest in models that are not only accurate but also interpretable and robust, thus allowing their end users to understand and trust AI systems. This paper presents a novel method for learning a set of optimal quantile regression trees. The advantages of this method are that (1) it provides predictions about the complete conditional distribution of a target variable without prior assumptions on this distribution; (2) it provides predictions that are interpretable; (3) it learns a set of optimal quantile regression trees without compromising algorithmic efficiency compared to learning a single tree.
title Interpretable Quantile Regression by Optimal Decision Trees
topic Machine Learning
url https://arxiv.org/abs/2604.21042