IMPROVING THE PRECISION OF CLASSIFICATION TREES

• 成果类型: Article
• 署名作者: Loh, Wet-Yin
• 署名单位: University of Wisconsin System; University of Wisconsin Madison
• 刊物名称: ANNALS OF APPLIED STATISTICS
• ISSN/ISSBN: 1932-6157
• DOI: 10.1214/09-AOAS260
• 发表日期: 2009
• 页码: 1710-1737
• 关键词: unbiased variable selection; split selection; Decision Trees; regression

摘要

Besides serving as prediction models, classification trees are useful for finding important predictor variables and identifying interesting subgroups in the data. These functions can be compromised by weak split selection algorithms that have variable selection biases or that fail to search beyond local main effects at each node of the tree. The resulting models may include many irrelevant variables or select too few of the important ones. Either eventuality can lead to erroneous conclusions. Four techniques to improve the precision of the models are proposed and their effectiveness compared with that of other algorithms, including tree ensembles, on real and simulated data sets.