对比最优与贪心决策树,发现最优方法更准更小,但需调参。
Optimal or Greedy Decision Trees? Revisiting their Objectives, Tuning, and Performance
- 直接优化准确率而非使用信息熵等代理指标
- 最优树平均更小且更准确,性能优于贪心树
- 适合需要高精度和可解释性的研究与应用
近期,针对直接全局优化准确率的最优决策树(ODT)方法受到广泛关注,区别于传统局部优化不纯度或信息量的方法。然而,现有文献对ODT的价值存在矛盾结论:部分研究表明其泛化性能更优,另一些则相反。由于缺乏可扩展性,许多关键问题长期未解。本文通过迄今为止规模最大的实验,系统检验了五个开放问题。结果表明:(i) ODT的核心优势在于能直接优化目标(如准确率),而非使用如基尼不纯度等代理指标;(ii) ODT的超参数调优至关重要;(iii) 平均而言,最优方法生成的树更小且更准确。同时,我们驳回了两个旧假设:(iv) 随着数据量增加,最优与贪心方法差异会减小;(v) 最优方法更易过拟合。本研究为学者与实践者提供了明确建议,并公开了可复现代码。
原文摘要 · Abstract (English)
Recently there has been a surge of interest in optimal decision tree (ODT) methods that globally optimize accuracy directly, in contrast to traditional approaches that locally optimize an impurity or information metric. However, the literature shows conflicting evidence on the value of ODTs, with some demonstrating superior out-of-sample performance of ODTs over greedy approaches, while others show the opposite. The value and performance of ODTs therefore remains one of several open question regarding ODTs, most of which could not be answered before due to lack of scalability. With our experimental study---the largest to this date---we examine five such open questions. Our results show (i) that a major advantage of ODTs over greedy approaches is that they can optimize the target objective directly (e.g., accuracy rather than a proxy such as Gini impurity); (ii) that hyperparameter tuning of ODTs is essential; and reaffirm (iii) that optimal methods, on average, obtain smaller and more accurate trees than greedy approaches. Our results also refute two previously posited hypotheses: (iv) that the difference between optimal and greedy approaches diminish with more data, and (v) that optimal methods are more sensitive to overfitting. Finally, our work provides insights on the value of ODTs, clear recommendations for researchers and practitioners on the usage of greedy and optimal methods, and code for future comparisons.
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