Improving the Validity of Decision Trees as Explanations

In classification and forecasting with tabular data, one often utilizes tree-based models. Those can be competitive with deep neural networks on tabular data [cf. Grinsztajn et al., NeurIPS 2022, arXiv:2207.08815] and, under some conditions, explainable. The explainability depends on the depth of the tree and the accuracy in each leaf of the tree. Decision trees containing leaves with unbalanced accuracy can provide misleading explanations. Low-accuracy leaves give less valid explanations, which could be interpreted as unfairness among explanations. Here, we train a shallow tree with the objective of minimizing the maximum misclassification error across each leaf node. Then, we extend each leaf with a separate tree-based model. The shallow tree provides a global explanation, while the overall statistical performance of the shallow tree with extended leaves improves upon decision trees of unlimited depth trained using classical methods (e.g., CART) and is comparable to state-of-the-art methods (e.g., well-tuned XGBoost).