Dynamic Trees for Learning and Design

Details Dynamic Trees for Learning and Design Dynamic Trees for Learning and Design

2009-12-08

arxiv.org/abs/0912.1586v4

Statistics

Methodology

37 pages, 8 figures, 3 tables; accepted at JASA

Scientific paper

Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the accumulation of new data, and provide particle learning algorithms that allow for the efficient on-line posterior filtering of tree-states. A major advantage of tree regression is that it allows for the use of very simple models within each partition. The model also facilitates a natural division of labor in our sequential particle-based inference: tree dynamics are defined through a few potential changes that are local to each newly arrived observation, while global uncertainty is captured by the ensemble of particles. We consider both constant and linear mean functions at the tree leaves, along with multinomial leaves for classification problems, and propose default prior specifications that allow for prediction to be integrated over all model parameters conditional on a given tree. Inference is illustrated in some standard nonparametric regression examples, as well as in the setting of sequential experiment design, including both active learning and optimization applications, and in on-line classification. We detail implementation guidelines and problem specific methodology for each of these motivating applications. Throughout, it is demonstrated that our practical approach is able to provide better results compared to commonly used methods at a fraction of the cost.

Affiliated with

Also associated with

No associations

Rating

Dynamic Trees for Learning and Design does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.

If you have personal experience with Dynamic Trees for Learning and Design, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Dynamic Trees for Learning and Design will most certainly appreciate the feedback.

Rate now

Comments { 0 }

Profile ID: LFWR-SCP-O-274974