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Open Access
September 2008 Predictive learning via rule ensembles
Jerome H. Friedman, Bogdan E. Popescu
Ann. Appl. Stat. 2(3): 916-954 (September 2008). DOI: 10.1214/07-AOAS148

Abstract

General regression and classification models are constructed as linear combinations of simple rules derived from the data. Each rule consists of a conjunction of a small number of simple statements concerning the values of individual input variables. These rule ensembles are shown to produce predictive accuracy comparable to the best methods. However, their principal advantage lies in interpretation. Because of its simple form, each rule is easy to understand, as is its influence on individual predictions, selected subsets of predictions, or globally over the entire space of joint input variable values. Similarly, the degree of relevance of the respective input variables can be assessed globally, locally in different regions of the input space, or at individual prediction points. Techniques are presented for automatically identifying those variables that are involved in interactions with other variables, the strength and degree of those interactions, as well as the identities of the other variables with which they interact. Graphical representations are used to visualize both main and interaction effects.

Citation Download Citation

Jerome H. Friedman. Bogdan E. Popescu. "Predictive learning via rule ensembles." Ann. Appl. Stat. 2 (3) 916 - 954, September 2008. https://doi.org/10.1214/07-AOAS148

Information

Published: September 2008
First available in Project Euclid: 13 October 2008

zbMATH: 1149.62051
MathSciNet: MR2522175
Digital Object Identifier: 10.1214/07-AOAS148

Keywords: ‎classification‎ , data mining , interaction effects , learning ensembles , machine learning , regression , rules , variable importance

Rights: Copyright © 2008 Institute of Mathematical Statistics

Vol.2 • No. 3 • September 2008
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