Cost-Sensitive Trees for Interpretable Reinforcement Learning
When a decision tree learns to mimic a neural network's behavior, it treats all mistakes equally — but in reinforcement learning, some wrong actions are far more costly than others. We introduce cost-sensitive variants of two established methods that use the neural network's Q-function to assign different penalties to different errors during tree construction, pushing the tree to avoid the expensive mistakes even at the cost of making more cheap ones. The result: interpretable tree policies that match or beat the originals across four environments, often with shallower trees.