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- W2954147605 abstract "A core step of every algorithm for learning regression trees is the selection of the best splitting variable from the available covariates and the corresponding split point. Early tree algorithms (e.g., AID, CART) employed greedy search strategies, directly comparing all possible split points in all available covariates. However, subsequent research showed that this is biased towards selecting covariates with more potential split points. Therefore, unbiased recursive partitioning algorithms have been suggested (e.g., QUEST, GUIDE, CTree, MOB) that first select the covariate based on statistical inference using p-values that are adjusted for the possible split points. In a second step a split point optimizing some objective function is selected in the chosen split variable. However, different unbiased tree algorithms obtain these p-values from different inference frameworks and their relative advantages or disadvantages are not well understood, yet. Therefore, three different popular approaches are considered here: classical categorical association tests (as in GUIDE), conditional inference (as in CTree), and parameter instability tests (as in MOB). First, these are embedded into a common inference framework encompassing parametric model trees, in particular linear model trees. Second, it is assessed how different building blocks from this common framework affect the power of the algorithms to select the appropriate covariates for splitting: observation-wise goodness-of-fit measure (residuals vs. model scores), dichotomization of residuals/scores at zero, and binning of possible split variables. This shows that specifically the goodness-of-fit measure is crucial for the power of the procedures, with model scores without dichotomization performing much better in many scenarios." @default.
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- W2954147605 date "2019-06-24" @default.
- W2954147605 modified "2023-09-27" @default.
- W2954147605 title "The Power of Unbiased Recursive Partitioning: A Unifying View of CTree, MOB, and GUIDE" @default.
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