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Abstract:

When choosing a suitable technique for regression and classification with multivariate predictor variables, one is often faced with a tradeoff between interpretability and high predictive accuracy. To give a classical example, classification and regression trees are easy to understand and interpret. Tree ensembles like Random Forests provide usually more accurate predictions. Yet tree ensembles are also more difficult to analyze than single trees and are often criticized, perhaps unfairly, as...

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Publication status:
Published

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Publisher copy:
10.1214/10-AOAS367

Authors


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Institution:
University of Oxford
Division:
MPLS
Department:
Statistics
Role:
Author
Journal:
Annals of Applied Statistics
Volume:
4
Issue:
4
Pages:
2049-2072
Publication date:
2009-10-12
DOI:
EISSN:
1941-7330
ISSN:
1932-6157
Language:
English
Keywords:
Pubs id:
pubs:97842
UUID:
uuid:8aa1b518-7dce-47e6-9db1-b975d518bdbe
Local pid:
pubs:97842
Source identifiers:
97842
Deposit date:
2012-12-19

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