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Ensembles of decision trees are a useful tool for obtaining for obtaining flexible estimates of regression functions. Examples of these methods include gradient boosted decision trees, random forests, and Bayesian CART. Two potential…
Decision trees are popular Classification and Regression tools and, when small-sized, easy to interpret. Traditionally, a greedy approach has been used to build the trees, yielding a very fast training process; however, controlling sparsity…
Based on decision trees, many fields have arguably made tremendous progress in recent years. In simple words, decision trees use the strategy of "divide-and-conquer" to divide the complex problem on the dependency between input features and…
Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…
We present convincing empirical evidence for an effective and general strategy for building accurate small models. Such models are attractive for interpretability and also find use in resource-constrained environments. The strategy is to…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…
Decision trees are powerful machine learning algorithms, widely used in fields such as economics and medicine for their simplicity and interpretability. However, decision trees such as CART are prone to overfitting, especially when grown…
Decision trees with binary splits are popularly constructed using Classification and Regression Trees (CART) methodology. For regression models, this approach recursively divides the data into two near-homogenous daughter nodes according to…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
Decision trees are widely used for non-linear modeling, as they capture interactions between predictors while producing inherently interpretable models. Despite their popularity, performing inference on the non-linear fit remains largely…
Bayesian Additive Regression Trees(BART) is a Bayesian nonparametric approach which has been shown to be competitive with the best modern predictive methods such as random forest and Gradient Boosting Decision Tree.The sum of trees…
Boosted decision trees enjoy popularity in a variety of applications; however, for large-scale datasets, the cost of training a decision tree in each round can be prohibitively expensive. Inspired by ideas from the multi-arm bandit…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Multiple Additive Regression Trees (MART), an ensemble model of boosted regression trees, is known to deliver high prediction accuracy for diverse tasks, and it is widely used in practice. However, it suffers an issue which we call…
In classification and forecasting with tabular data, one often utilizes tree-based models. Those can be competitive with deep neural networks on tabular data and, under some conditions, explainable. The explainability depends on the depth…
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…