SYSTEM-LEVEL CONTROL USING TREE-BASED REGRESSION WITH OUTLIER REMOVAL

Aspects of the invention include training an optimal interpretable decision tree for regression using mixed-integer linear programming techniques. A non-limiting example computer-implemented method includes receiving, using a processor, input data that includes time-series data. The method further includes training, using a binary mixed-integer linear program of the processor, an ODT for regression based on the input data. During the training process one or more outliers are filtered out by a linear loss model that minimizes training loss and outlier loss.