Maximum likelihood rule ensembles

  • Authors:
  • Krzysztof Dembczyński;Wojciech Kotłowski;Roman Słowiński

  • Affiliations:
  • Poznań University of Technology, Poznań, Poland;Poznań University of Technology, Poznań, Poland;Poznań University of Technology, Poznań, Polish Academy of Sciences, Warsaw, Poland

  • Venue:
  • Proceedings of the 25th international conference on Machine learning
  • Year:
  • 2008

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Abstract

We propose a new rule induction algorithm for solving classification problems via probability estimation. The main advantage of decision rules is their simplicity and good interpretability. While the early approaches to rule induction were based on sequential covering, we follow an approach in which a single decision rule is treated as a base classifier in an ensemble. The ensemble is built by greedily minimizing the negative loglikelihood which results in estimating the class conditional probability distribution. The introduced approach is compared with other decision rule induction algorithms such as SLIPPER, LRI and RuleFit.