@misc{10481/109254, year = {2026}, month = {6}, url = {https://hdl.handle.net/10481/109254}, abstract = {In this paper we provide a novel mathematical optimization based methodology to perturb the features of a given observation to be re-classified, by a tree ensemble classification rule, to a certain desired class. The method is based on these facts: the most viable changes for an observation to reach the desired class do not always coincide with the closest distance point (in the feature space) of the target class; individuals put effort on a few number of features to reach the desired class; and each individual is endowed with a probability to change each of its features to a given value, which determines the overall probability of changing to the target class. Putting all together, we provide different methods to find the features where the individuals must exert effort to maximize the probability to reach the target class. Our method also allows us to rank the most important features in the tree-ensemble. The proposed methodology is tested on different real datasets, validating the proposal.}, organization = {AEI grants (AEI and EU funds) - (PID2020-114594GBC21)(PID2024-155024-2)}, organization = {Junta de Andalucía - (C-EXP-139-UGR23)}, organization = {IMAG-Maria de Maeztu - (CEX2020-001105-M)}, organization = {IMUS-Maria de Maeztu - (CEX2024-001517-M)}, organization = {Carnegie Mellon University’s Mobility 21 National University Transportation Center (US Dept. Transportation)}, organization = {Universidad de Granada / CBUA - (Open access charge)}, publisher = {Elsevier}, keywords = {Classification forests}, keywords = {Feature shifts}, keywords = {Mathematical optimization}, title = {Optimal probabilistic feature shifts for reclassification in tree ensembles}, doi = {10.1016/j.patcog.2025.112980}, author = {Blanco Izquierdo, Víctor and Japón, Alberto and Puerto, Justo and Zhang, Peter}, }