CART( Classification And Regression Tree) is a variation of the decision tree algorithm. It can handle both classification and regression tasks. Scikit-Learn uses the Classification And Regression Tree (CART) algorithm to train Decision Trees (also called "growing" trees). CART was first produced by Leo Breiman, Jerome Friedman, Richard Olshen, and Charles Stone in 1984. CART is a predictive algorithm used in Machine learning and it explains how the target variable's values can be predicted based on other matters.

Shapley value is a popular approach for measuring the influence of individual features. While Shapley feature attribution is built upon desiderata from game theory, some of its constraints may be less natural in certain machine learning settings, leading to unintuitive model interpretation. In particular, the Shapley value uses the same weight for all marginal contributions -- i.e. it gives the same importance when a large number of other features are given versus when a small number of other features are given. This property can be problematic if larger feature sets are more or less informative than smaller feature sets. Our work performs a rigorous analysis of the potential limitations of Shapley feature attribution. We identify simple settings where the Shapley value is mathematically suboptimal by assigning larger attributions for less influential features. Motivated by this observation, we propose WeightedSHAP, which generalizes the Shapley value and learns which marginal contributions to focus directly from data. On several real-world datasets, we demonstrate that the influential features identified by WeightedSHAP are better able to recapitulate the model's predictions compared to the features identified by the Shapley value.

Out Of Bag Error is the number of wrongly classifying OOB sample. Random Forest is extension of decision tree bagging algorithm. Bagging algorithm use multiple algorithm to build model. Constructing many decision trees in random forest algorithm helps model to generalize the and learn data pattern. To select training sets for multiple tress bootstrapping helps.

This thesis investigates share buybacks, specifically share buyback announcements. It addresses how to recognize such announcements, the excess return of share buybacks, and the prediction of returns after a share buyback announcement. We illustrate two NLP approaches for the automated detection of share buyback announcements. Even with very small amounts of training data, we can achieve an accuracy of up to 90%. This thesis utilizes these NLP methods to generate a large dataset consisting of 57,155 share buyback announcements. By analyzing this dataset, this thesis aims to show that most companies, which have a share buyback announced are underperforming the MSCI World. A minority of companies, however, significantly outperform the MSCI World. This significant overperformance leads to a net gain when looking at the averages of all companies. If the benchmark index is adjusted for the respective size of the companies, the average overperformance disappears, and the majority underperforms even greater. However, it was found that companies that announce a share buyback with a volume of at least 1% of their market cap, deliver, on average, a significant overperformance, even when using an adjusted benchmark. It was also found that companies that announce share buybacks in times of crisis emerge better than the overall market. Additionally, the generated dataset was used to train 72 machine learning models. Through this, it was able to find many strategies that could achieve an accuracy of up to 77% and generate great excess returns. A variety of performance indicators could be improved across six different time frames and a significant overperformance was identified. This was achieved by training several models for different tasks and time frames as well as combining these different models, generating significant improvement by fusing weak learners, in order to create one strong learner.

Which are the key determinants of oil prices, and what role do financial factors play in Brent price formation? This paper sheds a new light on these fundamental questions relying on a widely used machine learning technique (random forests, based on 1,000 regression trees). As the article shows, the use of this technique leads to very large gains in oil price forecasting performance. Besides strong forecasting performance, this powerful data-driven method also uncovers how economic and financial variables relate to oil prices. The benchmark model relies on 11 explanatory variables, which are firmly grounded on economic theory and measured on a daily frequency.

Bitcoin has been subject to illicit activities more often than probably any other financial assets, due to the pseudo-anonymous nature of its transacting entities. An ideal detection model is expected to achieve all the three properties of (I) early detection, (II) good interpretability, and (III) versatility for various illicit activities. However, existing solutions cannot meet all these requirements, as most of them heavily rely on deep learning without satisfying interpretability and are only available for retrospective analysis of a specific illicit type. First, we present asset transfer paths, which aim to describe addresses' early characteristics. Next, with a decision tree based strategy for feature selection and segmentation, we split the entire observation period into different segments and encode each as a segment vector. After clustering all these segment vectors, we get the global status vectors, essentially the basic unit to describe the whole intention. Finally, a hierarchical self-attention predictor predicts the label for the given address in real time. A survival module tells the predictor when to stop and proposes the status sequence, namely intention. % With the type-dependent selection strategy and global status vectors, our model can be applied to detect various illicit activities with strong interpretability. The well-designed predictor and particular loss functions strengthen the model's prediction speed and interpretability one step further. Extensive experiments on three real-world datasets show that our proposed algorithm outperforms state-of-the-art methods. Besides, additional case studies justify our model can not only explain existing illicit patterns but can also find new suspicious characters.

Leak detection in gas pipelines is an important and persistent problem in the Oil and Gas industry. This is particularly important as pipelines are the most common way of transporting natural gas. This research aims to study the ability of data-driven intelligent models to detect small leaks for a natural gas pipeline using basic operational parameters and then compare the intelligent models among themselves using existing performance metrics. This project applies the observer design technique to detect leaks in natural gas pipelines using a regressoclassification hierarchical model where an intelligent model acts as a regressor and a modified logistic regression model acts as a classifier. Five intelligent models (gradient boosting, decision trees, random forest, support vector machine and artificial neural network) are studied in this project using a pipeline data stream of four weeks. The results shows that while support vector machine and artificial neural networks are better regressors than the others, they do not provide the best results in leak detection due to their internal complexities and the volume of data used. The random forest and decision tree models are the most sensitive as they can detect a leak of 0.1% of nominal flow in about 2 hours. All the intelligent models had high reliability with zero false alarm rate in testing phase. The average time to leak detection for all the intelligent models was compared to a real time transient model in literature. The results show that intelligent models perform relatively well in the problem of leak detection. This result suggests that intelligent models could be used alongside a real time transient model to significantly improve leak detection results.

Crop residue burning is a major source of air pollution in many parts of the world, notably South Asia. Policymakers, practitioners and researchers have invested in both measuring impacts and developing interventions to reduce burning. However, measuring the impacts of burning or the effectiveness of interventions to reduce burning requires data on where burning occurred. These data are challenging to collect in the field, both in terms of cost and feasibility. We take advantage of data from ground-based monitoring of crop residue burning in Punjab, India to explore whether burning can be detected more effectively using accessible satellite imagery. Specifically, we used 3m PlanetScope data with high temporal resolution (up to daily) as well as publicly-available Sentinel-2 data with weekly temporal resolution but greater depth of spectral information. Following an analysis of the ability of different spectral bands and burn indices to separate burned and unburned plots individually, we built a Random Forest model with those determined to provide the greatest separability and evaluated model performance with ground-verified data. Our overall model accuracy of 82-percent is favorable given the challenges presented by the measurement. Based on insights from this process, we discuss technical challenges of detecting crop residue burning from satellite imagery as well as challenges to measuring impacts, both of burning and of policy interventions.

Given thousands of equally accurate machine learning (ML) models, how can users choose among them? A recent ML technique enables domain experts and data scientists to generate a complete Rashomon set for sparse decision trees--a huge set of almost-optimal interpretable ML models. To help ML practitioners identify models with desirable properties from this Rashomon set, we develop TimberTrek, the first interactive visualization system that summarizes thousands of sparse decision trees at scale. Two usage scenarios highlight how TimberTrek can empower users to easily explore, compare, and curate models that align with their domain knowledge and values. Our open-source tool runs directly in users' computational notebooks and web browsers, lowering the barrier to creating more responsible ML models. TimberTrek is available at the following public demo link: https://poloclub.github.io/timbertrek.

We present Multiple Scenario Verifiable Reinforcement Learning via Policy Extraction (MSVIPER), a new method for policy distillation to decision trees for improved robot navigation. MSVIPER learns an "expert" policy using any Reinforcement Learning (RL) technique involving learning a state-action mapping and then uses imitation learning to learn a decision-tree policy from it. We demonstrate that MSVIPER results in efficient decision trees and can accurately mimic the behavior of the expert policy. Moreover, we present efficient policy distillation and tree-modification techniques that take advantage of the decision tree structure to allow improvements to a policy without retraining. We use our approach to improve the performance of RL-based robot navigation algorithms for indoor and outdoor scenes. We demonstrate the benefits in terms of reduced freezing and oscillation behaviors (by up to 95\% reduction) for mobile robots navigating among dynamic obstacles and reduced vibrations and oscillation (by up to 17\%) for outdoor robot navigation on complex, uneven terrains.