Decision trees and random forests

A classifier that asks threshold questions: reading a tree, measuring impurity (Gini, entropy), choosing the best split, bounding the depth; then the random forest, which makes bootstrapped trees vote.

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Each topic is weighted the way the exam weighs it.

  1. Concepts
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  4. The numbers
  5. Scenarios

A few cards from the deck

  • Decision tree: what is it?

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    A model that chains threshold questions on the features, each answer leading down a branch, until a leaf that gives the prediction.

    It reads as a series of “if … then …” rules, which makes it easy to explain. It is learned by choosing at each node the split that best purifies the data.

  • A simple tree on the irises first asks “petal length ≤ 2.45 cm?”: if yes, setosa. Otherwise it asks “petal width ≤ 1.75 cm?”: if yes, versicolor, else virginica. Which species does it predict for a petal 4.9 cm long and 1.8 cm wide?

    • Virginica: 4.9 > 2.45 then 1.8 > 1.75
    • Setosa: petal length is the first feature tested
    • Versicolor: 1.8 cm wide stays close to the 1.75 cm threshold
    • None: a petal 4.9 cm long matches no leaf
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    Virginica: 4.9 > 2.45 then 1.8 > 1.75

    Go down node by node: 4.9 is not ≤ 2.45, go right; 1.8 is not ≤ 1.75, go right again, into the virginica leaf. Every individual reaches exactly one leaf.

  • To curb a tree's overfitting, its … or the minimum number of individuals per … is bounded.

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    To curb a tree's overfitting, its depth or the minimum number of individuals per leaf is bounded.

    In scikit-learn, these are max_depth and min_samples_leaf. The deeper the tree, the smaller its zones and the more they cling to the training points.

  • Gini impurity: what is it?

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    A measure of a node's impurity: 1 minus the sum of the squared proportions of each class; it is 0 when the node is pure.

    With two classes, its maximum is 0.5 (half and half). A split is good when the weighted average of the two children's impurities is far lower than the parent's.