Article ; Online: Contrast trees and distribution boosting.
Proceedings of the National Academy of Sciences of the United States of America
2020 Volume 117, Issue 35, Page(s) 21175–21184
Abstract: A method for decision tree induction is presented. Given a set of predictor variables [Formula: see text] and two outcome variables y and z associated with each x, the goal is to identify those values of x for which the respective distributions of [ ... ...
Abstract | A method for decision tree induction is presented. Given a set of predictor variables [Formula: see text] and two outcome variables y and z associated with each x, the goal is to identify those values of x for which the respective distributions of [Formula: see text] and [Formula: see text], or selected properties of those distributions such as means or quantiles, are most different. Contrast trees provide a lack-of-fit measure for statistical models of such statistics, or for the complete conditional distribution [Formula: see text], as a function of x. They are easily interpreted and can be used as diagnostic tools to reveal and then understand the inaccuracies of models produced by any learning method. A corresponding contrast-boosting strategy is described for remedying any uncovered errors, thereby producing potentially more accurate predictions. This leads to a distribution-boosting strategy for directly estimating the full conditional distribution of y at each x under no assumptions concerning its shape, form, or parametric representation. |
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Language | English |
Publishing date | 2020-08-19 |
Publishing country | United States |
Document type | Journal Article |
ZDB-ID | 209104-5 |
ISSN | 1091-6490 ; 0027-8424 |
ISSN (online) | 1091-6490 |
ISSN | 0027-8424 |
DOI | 10.1073/pnas.1921562117 |
Database | MEDical Literature Analysis and Retrieval System OnLINE |
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