Tree stability diagnostics and some remedies for instability.
作者信息
Dannegger F
机构信息
Institut für Medizinische Statistik und Epidemiologie, Technische Universität München, Ismaninger Strasse 22, 81675 München, Germany.
出版信息
Stat Med. 2000 Feb 29;19(4):475-91. doi: 10.1002/(sici)1097-0258(20000229)19:4<475::aid-sim351>3.0.co;2-v.
Abstract
Stability aspects of recursive partitioning procedures are investigated. Using resampling techniques, diagnostic tools to assess single split stability and overall tree stability are introduced. To correct for the procedure's preference for covariates with many unique realizations, corrected p-values are used in the factor selection component of the algorithm. Finally, methods to stabilize tree-based predictors are discussed.
摘要
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