Reinforcement Learning Trees.

ABSTRACT: In this paper, we introduce a new type of tree-based method, reinforcement learning trees (RLT), which exhibits significantly improved performance over traditional methods such as random forests (Breiman, 2001) under high-dimensional settings. The innovations are three-fold. First, the new method implements reinforcement learning at each selection of a splitting variable during the tree construction processes. By splitting on the variable that brings the greatest future improvement in later splits, rather than choosing the one with largest marginal effect from the immediate split, the constructed tree utilizes the available samples in a more efficient way. Moreover, such an approach enables linear combination cuts at little extra computational cost. Second, we propose a variable muting pro

SUBMITTER: Zhu R 

PROVIDER: S-EPMC4760114 | biostudies-literature | 2015

REPOSITORIES: biostudies-literature