论文标题
分层收缩:提高基于树方法的准确性和解释性
Hierarchical Shrinkage: improving the accuracy and interpretability of tree-based methods
论文作者
论文摘要
基于树木的模型(例如决策树和随机森林(RF))是现代机器学习实践的基石。为了减轻过度拟合,树木通常由修改其结构(例如修剪)的多种技术正规化。我们引入了分层收缩术(HS),这是一种不修改树结构的事后算法,而是通过将每个节点上的预测缩小到其祖先的样本平均值来正规化树。收缩量由单个正则化参数和每个祖先中的数据点数控制。由于HS是一种事后方法,因此它非常快速,与任何树生长算法兼容,并且可以与其他正则化技术协同使用。在各种各样的实际数据集上进行的广泛实验表明,即使与其他正则化技术结合使用,HS也大大提高了决策树的预测性能。此外,我们发现,在RF中应用HS通常会提高准确性,并通过简化和稳定其决策边界和塑造值来提高其可解释性。我们进一步解释了HS在改善预测性能方面的成功,通过显示与与树的内部节点相关的(监督)基础(监督)基础(监督)基础的等效性。所有代码和型号均以GitHub(github.com/csinva/imodels)上的全面包装发布。
Tree-based models such as decision trees and random forests (RF) are a cornerstone of modern machine-learning practice. To mitigate overfitting, trees are typically regularized by a variety of techniques that modify their structure (e.g. pruning). We introduce Hierarchical Shrinkage (HS), a post-hoc algorithm that does not modify the tree structure, and instead regularizes the tree by shrinking the prediction over each node towards the sample means of its ancestors. The amount of shrinkage is controlled by a single regularization parameter and the number of data points in each ancestor. Since HS is a post-hoc method, it is extremely fast, compatible with any tree growing algorithm, and can be used synergistically with other regularization techniques. Extensive experiments over a wide variety of real-world datasets show that HS substantially increases the predictive performance of decision trees, even when used in conjunction with other regularization techniques. Moreover, we find that applying HS to each tree in an RF often improves accuracy, as well as its interpretability by simplifying and stabilizing its decision boundaries and SHAP values. We further explain the success of HS in improving prediction performance by showing its equivalence to ridge regression on a (supervised) basis constructed of decision stumps associated with the internal nodes of a tree. All code and models are released in a full-fledged package available on Github (github.com/csinva/imodels)