Classic and Bayesian Tree-Based Methods

Tree-based methods are nonparametric techniques and machine-learning methods for data prediction and exploratory modeling. These models are one of valuable and powerful tools among data mining methods and can be used for predicting different types of outcome (dependent) variable: (e.g., quantitative, qualitative, and time until an event occurs (survival data)). Tree model is called classification tree/regression tree/survival tree based on the type of outcome variable. These methods have some advantages over against traditional statistical methods such as generalized linear models (GLMs), discriminant analysis, and survival analysis. Some of these advantages are: without requiring to determine assumptions about the functional form between outcome variable and predictor (independent) variables, invariant to monotone transformations of predictor variables, useful for dealing with nonlinear relationships and high-order interactions, deal with different types of predictor variable, ease of interpretation and understanding results without requiring to have statistical experience, robust to missing values, outliers, and multicollinearity. Several classic and Bayesian tree algorithms are proposed for classification and regression trees, and in this chapter, we provide a review of these algorithms and appropriate criteria for determining the predictive performance of them