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ICML
2005
IEEE

Closed-form dual perturb and combine for tree-based models

15 years 9 days ago
Closed-form dual perturb and combine for tree-based models
This paper studies the aggregation of predictions made by tree-based models for several perturbed versions of the attribute vector of a test case. A closed-form approximation of this scheme combined with cross-validation to tune the level of perturbation is proposed. This yields soft-tree models in a parameter free way, and preserves their interpretability. Empirical evaluations, on classification and regression problems, show that accuracy and bias/variance tradeoff are improved significantly at the price of an acceptable computational overhead. The method is further compared and combined with tree bagging.
Pierre Geurts, Louis Wehenkel
Added 17 Nov 2009
Updated 17 Nov 2009
Type Conference
Year 2005
Where ICML
Authors Pierre Geurts, Louis Wehenkel
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