Article (Scientific journals)
Extremely randomized trees
Geurts, Pierre; Ernst, Damien; Wehenkel, Louis
2006In Machine Learning, 63 (1), p. 3-42
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Keywords :
supervised learning; decision and regression trees; ensemble methods; cut-point randomization; bias/variance tradeoff; kernel-based models
Abstract :
[en] This paper proposes anew tree-based ensemble method for supervised classification and regression problems. It essentially consists of randomizing strongly both attribute and cut-point choice while splitting a tree node. In the extreme case, it builds totally randomized trees whose structures are independent of the output values of the learning sample. The strength of the randomization can be tuned to problem specifics by the appropriate choice of a parameter. We evaluate the robustness of the default choice of this parameter, and we also provide insight on how to adjust it in particular situations. Besides accuracy, the main strength of the resulting algorithm is computational efficiency. A bias/variance analysis of the Extra-Trees algorithm is also provided as well as a geometrical and a kernel characterization of the models induced.
Disciplines :
Computer science
Author, co-author :
Geurts, Pierre ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Ernst, Damien  ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Wehenkel, Louis  ;  Université de Liège - ULiège > Dép. d'électric., électron. et informat. (Inst.Montefiore) > Systèmes et modélisation
Language :
English
Title :
Extremely randomized trees
Publication date :
April 2006
Journal title :
Machine Learning
ISSN :
0885-6125
eISSN :
1573-0565
Publisher :
Springer, Dordrecht, Netherlands
Volume :
63
Issue :
1
Pages :
3-42
Peer reviewed :
Peer Reviewed verified by ORBi
Funders :
F.R.S.-FNRS - Fonds de la Recherche Scientifique [BE]
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