In this work, we propose a novel node splitting method for regression trees and incorporate it into the regression forest framework. Unlike traditional binary splitting, where the splitting rule is selected from a predefined set of binary splitting rules via trial-and-error, the proposed node splitting method first finds clusters of the training data which at least locally minimize the empirical loss without considering the input space. Then splitting rules which preserve the found clusters as much as possible are determined by casting the problem into a classification problem. Consequently, our new node splitting method enjoys more freedom in choosing the splitting rules, resulting in more efficient tree structures. In addition to the Euclidean target space, we present a variant which can naturally deal with a circular target space by the proper use of circular statistics. We apply the regression forest employing our node splitting to head pose estimation (Euclidean target space) and car direction estimation (circular target space) and demonstrate that the proposed method significantly outperforms state-of-the-art methods (38.5 and 22.5 error reduction respectively).
@cite_5 @cite_27 apply k-means clustering to the target space to automatically discretize the target space and assign pseudo-classes. They then solve the classification problem by rule induction algorithms for classification. Though somewhat more sophisticated, these approaches still suffer from problems due to discretization. The difference of our method from approaches discussed above is that in these approaches, pseudo-classes are fixed once determined either by human or clustering algorithms while in our approach, pseudo-classes are redetermined at each node splitting of regression tree training. Similarly to our method, @cite_23 converts node splitting tasks into local classification tasks by applying EM algorithm to the joint input-output space. Since clustering is applied to the joint space, their method is not suitable for tasks with high dimensional input space. In fact there experiments are limited to tasks with upto 20 dimensional input space, where their method performs poorly compared to baseline methods.
@cite_5 @cite_27 @cite_23
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We describe a machine learning method for predicting the value of a real-valued function, given the values of multiple input variables. The method induces solutions from samples in the form of ordered disjunctive normal form (DNF) decision rules. A central objective of the method and representation is the induction of compact, easily interpretable solutions. This rule-based decision model can be extended to search efficiently for similar cases prior to approximating function values. Experimental results on real-world data demonstrate that the new techniques are competitive with existing machine learning and statistical methods and can sometimes yield superior regression performance. Developing regression models for large datasets that are both accurate and easy to interpret is a very important data mining problem. Regression trees with linear models in the leaves satisfy both these requirements, but thus far, no truly scalable regression tree algorithm is known. This paper proposes a novel regression tree construction algorithm (SECRET) that produces trees of high quality and scales to very large datasets. At every node, SECRET uses the EM algorithm for Gaussian mixtures to find two clusters in the data and to locally transform the regression problem into a classification problem based on closeness to these clusters. Goodness of split measures, like the gini gain, can then be used to determine the split variable and the split point much like in classification tree construction. Scalability of the algorithm can be achieved by employing scalable versions of the EM and classification tree construction algorithms. An experimental evaluation on real and artificial data shows that SECRET has accuracy comparable to other linear regression tree algorithms but takes orders of magnitude less computation time for large datasets.