Closed-form dual perturb and combine for tree-based models

  • Authors:
  • Pierre Geurts;Louis Wehenkel

  • Affiliations:
  • University of Liège, Liège, Belgium;University of Liège, Liège, Belgium

  • Venue:
  • ICML '05 Proceedings of the 22nd international conference on Machine learning
  • Year:
  • 2005

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Abstract

This paper studies the aggregation of predictions made by tree-based models for several perturbed versions of the attribute vector of a test case. A closed-form approximation of this scheme combined with cross-validation to tune the level of perturbation is proposed. This yields soft-tree models in a parameter free way. and preserves their interpretability. Empirical evaluations, on classification and regression problems, show that accuracy and bias/variance tradeoff are improved significantly at the price of an acceptable computational overhead. The method is further compared and combined with tree bagging.