Optimal Sparse Survival Trees
Rui Zhang, Rui Xin, Margo Seltzer, Cynthia D Rudin · PubMed · 2024
due to their appealing interpretablility and their ability to capture complex relationships. However, most existing methods to produce survival trees rely on heuristic (or greedy) algorithms, which risk producing sub-optimal models. We present a dynamic-programming-with-bounds approach that finds provably-optimal sparse survival tree models, frequently in only a few seconds.