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 Decision Tree Learning


ML noobie here, can I get a predictor formula from Random Forests? • /r/MachineLearning

@machinelearnbot

Yes and no, essentially the decision trees will give you something quite similar (essentially just a bunch of boolean weighted sums), the problem with this is that, for an effective model, you'll have thousands of these, each with different weights for each statement, then another weight for each model (since RF averages over various models). So, it is theoretically possible, just not straightforward to interpret, visualize, or explain. You could consider an example with n features, and 2 regression trees with a shrinkage rate of 0.5. This would be reasonably straightforward to interpret, but once you have 500 trees interpretation is much less trivial.


Ensemble Learning and RandomForests in R

#artificialintelligence

Basically, ensemble learning is curating the multiple predictions and combining them to generate strong overall prediction to overcome the assumptions and challenges from each method such as nearest neighbor models, logistic regression, Bayesian method, classification decision trees, or discriminate analysis. For an instance, Random Forest predictions and simple linear model and a vector machine can be combined to derive a strong prediction outcome. Even combining multiple models in similar nature does not provide the best performance on the ensemble learning, the diversity of the models is what provides the best prediction possible outcome with strong results. The ensemble learning models created from the combinations of multiple models surpass the performance of prediction outcomes from a single model. RandomForest machine algorithm is considered as one of the most efficient and best algorithms available for computing the predictions.


Noob question: why should we normalize test data with mean and std from training data? • /r/MachineLearning

#artificialintelligence

Nah. It's only really required for things like Neural Networks where it keeps the gradient descent of features in the space where gradient descent does best, and for Linear/Logistic Regression where it also isn't really required, but makes the weights interpretable as feature importance/contribution to the prediction. For things like Random Forest, which are based on decision trees, they'll find a split anywhere, it doesn't matter how the features are scaled. For stuff like Nearest Neighbours, it can be important, or it can hurt. This is because normalisation is like saying all features are equally important, which isn't necessarily true. It could be the case that you've got spatial information in a rectangular space, and so normalising is favouring the small axis of that rectangle over the other axis.


random forest without explict tree data structure • /r/MachineLearning

@machinelearnbot

Today I got the idea that if we only care about prediction result in random forest, we can construct the decision tree without explict tree data structure. What I did is just to send a recursive function two vectors of sample ids: one for training and one for testing. The function will do binary split and send two splited vector to itself recursively. At the terminal node, the function just assign mean value to each testing sample. I successfully implemented such simplified decision tree with only 46 line of c code!


When we say PhD in NLP or PhD in bayesian networks or PhD in boosting, how all the topics listed below are related? • /r/MachineLearning

@machinelearnbot

There are three different types of topics in machine learning, the first ones are like NLP, Computer vision, Robotics etc. and other ones are algorithms in machine learning like genetic algorithms, neural networks, bayesian networks etc and thirdly there are concepts like decision trees, random forest, PCA etc. So, how are all these topics related when I say PhD in Bayesian Networks or PhD in NLP or PhD in boosting etc?


Analyzing Employee Turnover - Predictive Methods

#artificialintelligence

At first glance, 'intent to leave' seems like it should be pretty good predictor of turnover. If a coworker told me that they were going to quit, I feel like I'd have a pretty good sense of how likely they were to leave. However, many researchers have developed constructs to measure this intention and the results are surprising. For example, there was a meta-analytic study (i.e., study of studies) in 2000 by Rodger Griffeth and Peter Hom on turnover that found the construct'intent to leave' had a shared variance with actually leaving of 12% across all studies (explains roughly 12% of why people leave). That's pretty good for a study on human behavior, but it does leave a reader wondering what is going on.


Random forest - impute or remove NA values? Which is the better approach? • /r/MachineLearning

@machinelearnbot

Can you reduce the parameter space at all (using PCA or something similar)? This would probably improve your results when removing the NAs. Are the NA values present in every dimension? If there are only a couple of dimensions with NAs, try to train without them and see what happens. What does your data represent, and why are there NAs? Depending on what your data corresponds to it may make more or less sense to use imputation.


Rise Of Automated Trading: Machines Trading S&P 500

#artificialintelligence

Putting it all together, the following example shows the equity curve representing cumulative returns of the model strategy, with all values expressed in dollars. To increase the precision of forecasted values, instead of a standard probability of 0.5 (50 percent) we choose a higher threshold value, to be more confident that the model predicts an Up day. As we can see by the chart above, the equity curve is much better than before (Sharpe is 6.5 instead of 3.5), even with fewer round turns. From this point on, we will consider all next models with a threshold higher than a standard value. We can apply our research, as we did previously with the decision tree, into a Logistic Classifier model.


Decision Tree Induction on the Million Song Dataset -- Modeling Music

#artificialintelligence

Data mining has useful classification methods for the data analysis and prediction. One of them is decision tree induction, which is the learning of decision trees from the class-labeled dataset. It can provide an easy way to understand the data and view the relationship among attributes because it has a flowchart-like tree structure. When I applied the decision tree algorithm with parameters (criterion: gain_ratio and minimal gain: 0.03) to MSD dataset using the RapidMiner tool, the "start_of_fade_out" attribute is the best one to partition the data, as shown in Figure 1. Only 2 Rock and 1 New Age songs have start_of_fade_out that is greater than 547.698 seconds.


Want to Win at Kaggle? Pay Attention to Your Ensembles.

#artificialintelligence

Summary: Want to win a Kaggle competition or at least get a respectable place on the leaderboard? These days it's all about ensembles and for a lot of practitioners that means reaching for random forests. Random forests have indeed been very successful but it's worth remembering that there are three different categories of ensembles and some important hyper parameters tuning issues within each Here's a brief review. The Kaggle competitions are like formula racing for data science. Winners edge out competitors at the fourth decimal place and like Formula 1 race cars, not many of us would mistake them for daily drivers.