Bayesian Treed Models

  • Authors:
  • Hugh A. Chipman;Edward I. George;Robert E. McCulloch

  • Affiliations:
  • Department of Statistics and Actuarial Science, University of Waterloo, Waterloo, ON N2L 3G1, Canada. hachipman@uwaterloo.ca;Department of Statistics, The Wharton School, University of Pennsylvania, Philadelphia, PA 19104, USA. edgeorge@wharton.upenn.edu;Graduate School of Business, University of Chicago, Chicago, IL 60637, USA. robert.mcculloch@gsb.uchicago.edu

  • Venue:
  • Machine Learning
  • Year:
  • 2002

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Abstract

When simple parametric models such as linear regression fail to adequately approximate a relationship across an entire set of data, an alternative may be to consider a partition of the data, and then use a separate simple model within each subset of the partition. Such an alternative is provided by a treed model which uses a binary tree to identify such a partition. However, treed models go further than conventional trees (e.g. CART, C4.5) by fitting models rather than a simple mean or proportion within each subset. In this paper, we propose a Bayesian approach for finding and fitting parametric treed models, in particular focusing on Bayesian treed regression. The potential of this approach is illustrated by a cross-validation comparison of predictive performance with neural nets, MARS, and conventional trees on simulated and real data sets.