Groupe d’études et de recherche en analyse des décisions

G-2003-71

An Empirical Comparison of Ensemble Methods Based on Classification Trees

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In this paper, we perform an empirical comparison of the classification error of several ensemble methods based on classification trees. This comparison is based on fourteen data sets that are publicly available and that were used in Lim, Loh and Shih (Machine Learning 40, 203-228, 2000). The methods used are a single tree, Bagging, Boosting (Arcing) and random forests. They are compared on several different aspects. More precisely, we look at the effect of noise, the effect of allowing linear combinations in the construction of the trees, the differences between some splitting criterions and, specifically for random forests, the effect of the number of variables from which to choose the best split at each given node. Moreover, we compare our results from those obtained in Lim et al. (2000). In this study, the best overall results are obtained with random forests. In particular, random forests are the most robust against noise. The effect of allowing linear combinations and the differences between splitting criterions are not that great on average but can be substantial for some data sets.

, 17 pages