Lecture 8 Tree Flashcards
Tree
Non- linear
Doesn’t care about scaling of distribution
Interpretable
Building decision tress
Individual tree is built on a subset of data
Criteria ( classification
Gino index
Cross entropy
Regression tree
MAE, MSE, predict mean, without regularization / pruning- each lead often contains a single point to be pure
Parameter tuning
Pre- pruning and post
Depth, leaf nodes, samples split
Drawback
Extrapolation— only based on current range of the training — nearest leaf node — no ability to generate new response
Instability
Split data different may get different root nood, unstable feature importance , may take one or multiple from a group of correlated features
Splitting method
Linear models used if extrapolation is needed
Ensemble models
Method that combine multiple machine learning method to create more powerful method
Poor man’s ensemble
More models —> better if they are not correlated—> average the result
Bagging
Generic way to build slightly different models
Bias and variance
Generalization depends on strength of individual classifiers and inversely on their correlation
Strength: ability to accurately predict the target variable
High strength— low bias
Uncorrelating—> help