Building more accurate decision trees with the additive tree.

The expansion of machine learning to high-stakes application domains such as medicine, finance, and criminal justice, where making informed decisions requires clear understanding of the model, has increased the interest in interpretable machine learning. The widely used Classification and Regression Trees (CART) have played a major role in health sciences, due to their simple and intuitive explanation of predictions. Ensemble methods like gradient boosting can improve the accuracy of decision trees, but at the expense of the interpretability of the generated model. Additive models, such as those produced by gradient boosting, and full interaction models, such as CART, have been investigated largely in isolation. We show that these models exist along a spectrum, revealing previously unseen connections between these approaches. This paper introduces a rigorous formalization for the additive tree, an empirically validated learning technique for creating a single decision tree, and shows that this method can produce models equivalent to CART or gradient boosted stumps at the extremes by varying a single parameter. Although the additive tree is designed primarily to provide both the model interpretability and predictive performance needed for high-stakes applications like medicine, it also can produce decision trees represented by hybrid models between CART and boosted stumps that can outperform either of these approaches

An Introduction to Recursive Partitioning: Rationale, Application and Characteristics of Classification and Regression Trees, Bagging and Random Forests

Recursive partitioning methods have become popular and widely used tools for nonparametric regression and classification in many scientific fields. Especially random forests, that can deal with large numbers of predictor variables even in the presence of complex interactions, have been applied successfully in genetics, clinical medicine and bioinformatics within the past few years. High dimensional problems are common not only in genetics, but also in some areas of psychological research, where only few subjects can be measured due to time or cost constraints, yet a large amount of data is generated for each subject. Random forests have been shown to achieve a high prediction accuracy in such applications, and provide descriptive variable importance measures reflecting the impact of each variable in both main effects and interactions. The aim of this work is to introduce the principles of the standard recursive partitioning methods as well as recent methodological improvements, to illustrate their usage for low and high dimensional data exploration, but also to point out limitations of the methods and potential pitfalls in their practical application. Application of the methods is illustrated using freely available implementations in the R system for statistical computing

Prediction of survival probabilities with Bayesian Decision Trees

Practitioners use Trauma and Injury Severity Score (TRISS) models for predicting the survival probability of an injured patient. The accuracy of TRISS predictions is acceptable for patients with up to three typical injuries, but unacceptable for patients with a larger number of injuries or with atypical injuries. Based on a regression model, the TRISS methodology does not provide the predictive density required for accurate assessment of risk. Moreover, the regression model is difficult to interpret. We therefore consider Bayesian inference for estimating the predictive distribution of survival. The inference is based on decision tree models which recursively split data along explanatory variables, and so practitioners can understand these models. We propose the Bayesian method for estimating the predictive density and show that it outperforms the TRISS method in terms of both goodness-of-fit and classification accuracy. The developed method has been made available for evaluation purposes as a stand-alone application

Runtime Optimizations for Prediction with Tree-Based Models

Tree-based models have proven to be an effective solution for web ranking as well as other problems in diverse domains. This paper focuses on optimizing the runtime performance of applying such models to make predictions, given an already-trained model. Although exceedingly simple conceptually, most implementations of tree-based models do not efficiently utilize modern superscalar processor architectures. By laying out data structures in memory in a more cache-conscious fashion, removing branches from the execution flow using a technique called predication, and micro-batching predictions using a technique called vectorization, we are able to better exploit modern processor architectures and significantly improve the speed of tree-based models over hard-coded if-else blocks. Our work contributes to the exploration of architecture-conscious runtime implementations of machine learning algorithms

Bag-Level Aggregation for Multiple Instance Active Learning in Instance Classification Problems

A growing number of applications, e.g. video surveillance and medical image analysis, require training recognition systems from large amounts of weakly annotated data while some targeted interactions with a domain expert are allowed to improve the training process. In such cases, active learning (AL) can reduce labeling costs for training a classifier by querying the expert to provide the labels of most informative instances. This paper focuses on AL methods for instance classification problems in multiple instance learning (MIL), where data is arranged into sets, called bags, that are weakly labeled. Most AL methods focus on single instance learning problems. These methods are not suitable for MIL problems because they cannot account for the bag structure of data. In this paper, new methods for bag-level aggregation of instance informativeness are proposed for multiple instance active learning (MIAL). The \textit{aggregated informativeness} method identifies the most informative instances based on classifier uncertainty, and queries bags incorporating the most information. The other proposed method, called \textit{cluster-based aggregative sampling}, clusters data hierarchically in the instance space. The informativeness of instances is assessed by considering bag labels, inferred instance labels, and the proportion of labels that remain to be discovered in clusters. Both proposed methods significantly outperform reference methods in extensive experiments using benchmark data from several application domains. Results indicate that using an appropriate strategy to address MIAL problems yields a significant reduction in the number of queries needed to achieve the same level of performance as single instance AL methods