Unknown

Dataset Information

0

Contrast trees and distribution boosting.


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.

SUBMITTER: Friedman JH 

PROVIDER: S-EPMC7474603 | biostudies-literature | 2020 Sep

REPOSITORIES: biostudies-literature

altmetric image

Publications

Contrast trees and distribution boosting.

Friedman Jerome H JH  

Proceedings of the National Academy of Sciences of the United States of America 20200819 35


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 condi  ...[more]

Similar Datasets

| S-EPMC8695533 | biostudies-literature
| S-EPMC7505059 | biostudies-literature
| S-EPMC6783956 | biostudies-literature
| S-EPMC8489074 | biostudies-literature
| S-EPMC4550380 | biostudies-literature
| S-EPMC4405048 | biostudies-literature
| S-EPMC5383467 | biostudies-literature
| S-EPMC7881144 | biostudies-literature
| S-EPMC5005443 | biostudies-literature
| S-EPMC9780929 | biostudies-literature