33CART - Classification and Regression Trees I What if you...

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Unformatted text preview: Classification and Regression Trees I What if you have many X variables? I Could imagine estimating f ( X 1 , X 2 ,..., X k ) I But increasingly difficult beyond k = 2 or k = 3 I Curse of dimensionality I In high dimensions, every point is isolated (see next slide) I Assume effects are additive E Y = f ( X 1 ) + f ( X 2 ) + ... + X k I What if you expect interactions or contingent response to of a variable? I Contingent response: if X 1 e.g. 25, Y unrelated to X 2 if X 2 < e.g. 25, Y depends on X 1 and X 2 I Tree models provide a way to model contingent responses parsimoniously c 2011 Dept. Statistics (Iowa State University) Stat 511 section 33 1 / 15 5 10 15 5 10 15 20 X 5 10 15 5 10 15 20 X 1 X 2 c 2011 Dept. Statistics (Iowa State University) Stat 511 section 33 2 / 15 I Best known method is the Classification and Regression Tree (CART) I Breiman et al. (1984), Classification and Regression Trees I Concept: (for 1 X variable) I Any E Y = f ( X ) can be approximated by a sequence of means f ( X ) = 1 X k 1 2 k 1 > X k 2 . . . . . . K k K- 1 X < k K K + 1 k K X c 2011 Dept. Statistics (Iowa State University) Stat 511 section 33 3 / 15 5 10 15 20 1 2 3 4 5 6 x y c 2011 Dept. Statistics (Iowa State University) Stat 511 section 33 4 / 15 10 15 20 25 30 35 1 2 3 4 X 1 X 2 1 2 3 4 5 c 2011 Dept. Statistics (Iowa State University) Stat 511 section 33 5 / 15 I Given Y , assumed continuous, and a set of p potentially useful covariates { X 1 , X 2 ,...,,....
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33CART - Classification and Regression Trees I What if you...

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