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Supersparse Linear Integer Models for Interpretable Classification
TL;DR: An off-the-shelf tool to create scoring systems that both accurate and interpretable, known as a Supersparse Linear Integer Model (SLIM), which is a discrete optimization problem that minimizes the 0-1 loss to encourage a high level of accuracy.
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Abstract: Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we introduce an off-the-shelf tool to create scoring systems that both accurate and interpretable, known as a Supersparse Linear Integer Model (SLIM). SLIM is a discrete optimization problem that minimizes the 0-1 loss to encourage a high level of accuracy, regularizes the L0-norm to encourage a high level of sparsity, and constrains coefficients to a set of interpretable values. We illustrate the practical and interpretable nature of SLIM scoring systems through applications in medicine and criminology, and show that they are are accurate and sparse in comparison to state-of-the-art classification models using numerical experiments.
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Figures

Fig. 2: Decision tree induced by the SLIM scoring system for the mammo dataset. 
Fig. 5: Sparsity and accuracy of SLIM vs. models on the regularization path of LARS Lasso 
Fig. 7: Computational performance over time for haberman. 
Fig. 6: Computational performance over time for breastcancer. 
Fig. 11: Computational performance over time for tictactoe. 
Fig. 1: SLIM scoring system for the breastcancer dataset.
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