Ensembles of extremely randomized trees and some generic applications
English
Wehenkel, Louis[Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Ernst, Damien[Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
Geurts, Pierre[Université de Liège - ULg > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation >]
2006
Proceedings of Robust Methods for Power System State Estimation and Load Forecasting
No
International
Robust Methods for Power System State Estimation and Load Forecasting
2006
Versailles (RTE Building)
France
[en] automatic learning ; robust supervised learning methods ; time-series classification ; learning of optimal control policies
[en] In this paper we present a new tree-based ensemble method called “Extra-Trees”. This algorithm averages predictions of trees obtained by partitioning the inputspace with randomly generated splits, leading to significant improvements of precision, and various algorithmic advantages, in particular reduced computational complexity and scalability. We also discuss two generic applications of this algorithm, namely for time-series classification and for the automatic inference of near-optimal sequential decision policies from experimental data.
Fonds de la Recherche Scientifique (Communauté française de Belgique) - F.R.S.-FNRS