arXiv Machine Learning

RCProb: Probabilistic rule extraction from classification tree ensembles

RCProb is a probabilistic extension of rule extraction from tree ensembles that improves probability estimates by using smoothed atomic class-conditional evidence and a support‑adaptive mixture for final rule probabilities. Compared to RuleCOSI+, RCProb reduces median paired log‑loss by 71.9% for random forests and 62.5% for gradient boosting, while also decreasing the number of extracted rules by about 38% for both ensemble types. The method shows significant improvements in calibration metrics such as Confidence‑ECE and competitive native probability estimates, with further gains possible through post‑hoc calibration.