A branch & bound algorithm to determine optimal bivariate splits for oblique decision tree induction

Univariate decision tree induction methods for multiclass classification problems such as CART, C4.5 and ID3 continue to be very popular in the context of machine learning due to their major benefit of being easy to interpret. However, as these trees only consider a single attribute per node, they often get quite large which lowers their explanatory value. Oblique decision tree building algorithms, which divide the feature space by multidimensional hyperplanes, often produce much smaller trees but the individual splits are hard to interpret. Moreover, the effort of finding optimal oblique splits is very high such that heuristics have to be applied to determine local optimal solutions. In this work, we introduce an effective branch and bound procedure to determine global optimal bivariate oblique splits for concave impurity measures. Decision trees based on these bivariate oblique splits remain fairly interpretable due to the restriction to two attributes per split. The resulting trees are significantly smaller and more accurate than their univariate counterparts due to their ability of adapting better to the underlying data and capturing interactions of attribute pairs. Moreover, our evaluation shows that our algorithm even outperforms algorithms based on heuristically obtained multivariate oblique splits despite the fact that we are focusing on two attributes only.