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https://github.com/ustunb/slim-python

simple customizable scoring systems in python
https://github.com/ustunb/slim-python

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simple customizable scoring systems in python

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README

          

``slim-python`` is a package to learn customized *scoring systems* for decision-making problems.

These are simple decision aids that let users make yes-no predictions by adding and subtracting a few small numbers. ![SLIM scoring system for the mushrooms dataset](https://github.com/ustunb/slim-python/blob/master/images/slim_mushroom.png)

SLIM is designed to learn the most accurate scoring system for a given dataset and set of constraints. These models are produced by solving a hard optimization problem that directly optimizes for accuracy, sparsity, and customized constraints (e.g., hard limits on model size, TPR, FPR).

## Requirements

``slim-python`` was developed using Python 2.7.11 and CPLEX 12.6.2.

### CPLEX

*CPLEX* is cross-platform commercial optimization tool with a Pytho API. It is freely available to students and faculty members at accredited institutions as part of the IBM Academic Initiative. To get CPLEX:

1. Join the [IBM Academic Initiative](http://www-304.ibm.com/ibm/university/academic/pub/page/mem_join). Note that it may take up to a week to obtain approval.
2. Download *IBM ILOG CPLEX Optimization Studio V12.6.1* (or higher) from the [software catalog](https://www-304.ibm.com/ibm/university/academic/member/softwaredownload)
3. Install the file on your computer. Note mac/unix users will [need to install a .bin file](http://www-01.ibm.com/support/docview.wss?uid=swg21444285).
4. Setup the CPLEX Python modules [as described here here](http://www.ibm.com/support/knowledgecenter/SSSA5P_12.6.3/ilog.odms.cplex.help/CPLEX/GettingStarted/topics/set_up/Python_setup.html).

Please check the [CPLEX user manual](http://www-01.ibm.com/support/knowledgecenter/SSSA5P/welcome) or the [CPLEX forums](https://www.ibm.com/developerworks/community/forums/html/forum?id=11111111-0000-0000-0000-000000002059) if you have problems installing CPLEX.

## Citation

If you use SLIM for academic research, please cite [our paper](http://http//arxiv.org/abs/1502.04269/)!

```
@article{
ustun2015slim,
year = {2015},
issn = {0885-6125},
journal = {Machine Learning},
doi = {10.1007/s10994-015-5528-6},
title = {Supersparse linear integer models for optimized medical scoring systems},
url = {http://dx.doi.org/10.1007/s10994-015-5528-6},
publisher = { Springer US},
author = {Ustun, Berk and Rudin, Cynthia},
pages = {1-43},
language = {English}
}
```