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提升回归树实用指南。

A working guide to boosted regression trees.

作者信息

Elith J, Leathwick J R, Hastie T

机构信息

School of Botany, The University of Melbourne, Parkville, Victoria, Australia.

出版信息

J Anim Ecol. 2008 Jul;77(4):802-13. doi: 10.1111/j.1365-2656.2008.01390.x. Epub 2008 Apr 8.

DOI:10.1111/j.1365-2656.2008.01390.x
PMID:18397250
Abstract
  1. Ecologists use statistical models for both explanation and prediction, and need techniques that are flexible enough to express typical features of their data, such as nonlinearities and interactions. 2. This study provides a working guide to boosted regression trees (BRT), an ensemble method for fitting statistical models that differs fundamentally from conventional techniques that aim to fit a single parsimonious model. Boosted regression trees combine the strengths of two algorithms: regression trees (models that relate a response to their predictors by recursive binary splits) and boosting (an adaptive method for combining many simple models to give improved predictive performance). The final BRT model can be understood as an additive regression model in which individual terms are simple trees, fitted in a forward, stagewise fashion. 3. Boosted regression trees incorporate important advantages of tree-based methods, handling different types of predictor variables and accommodating missing data. They have no need for prior data transformation or elimination of outliers, can fit complex nonlinear relationships, and automatically handle interaction effects between predictors. Fitting multiple trees in BRT overcomes the biggest drawback of single tree models: their relatively poor predictive performance. Although BRT models are complex, they can be summarized in ways that give powerful ecological insight, and their predictive performance is superior to most traditional modelling methods. 4. The unique features of BRT raise a number of practical issues in model fitting. We demonstrate the practicalities and advantages of using BRT through a distributional analysis of the short-finned eel (Anguilla australis Richardson), a native freshwater fish of New Zealand. We use a data set of over 13 000 sites to illustrate effects of several settings, and then fit and interpret a model using a subset of the data. We provide code and a tutorial to enable the wider use of BRT by ecologists.
摘要
  1. 生态学家使用统计模型进行解释和预测,他们需要足够灵活的技术来表达数据的典型特征,如非线性和相互作用。2. 本研究提供了一份关于增强回归树(BRT)的实用指南,增强回归树是一种用于拟合统计模型的集成方法,它与旨在拟合单个简约模型的传统技术有根本区别。增强回归树结合了两种算法的优势:回归树(通过递归二元分割将响应与预测变量相关联的模型)和提升(一种将许多简单模型组合起来以提高预测性能的自适应方法)。最终的BRT模型可以理解为一个加法回归模型,其中各个项是简单的树,以前向、逐步的方式拟合。3. 增强回归树融合了基于树的方法的重要优势,能处理不同类型的预测变量并适应缺失数据。它们无需事先进行数据转换或剔除异常值,可以拟合复杂的非线性关系,并自动处理预测变量之间的交互效应。在BRT中拟合多棵树克服了单棵树模型的最大缺点:其相对较差的预测性能。尽管BRT模型很复杂,但它们可以以提供强大生态洞察力的方式进行总结,并且其预测性能优于大多数传统建模方法。4. BRT的独特特征在模型拟合中引发了一些实际问题。我们通过对新西兰本土淡水鱼短鳍鳗(Anguilla australis Richardson)的分布分析,展示了使用BRT的实用性和优势。我们使用一个包含超过13000个地点的数据集来说明几种设置的效果,然后使用该数据的一个子集拟合并解释一个模型。我们提供代码和教程,以使生态学家能更广泛地使用BRT。

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