Arbres CART et Forêts aléatoires, Importance et sélection de variables

Abstract : Two algorithms proposed by Leo Breiman : CART trees (Classification And Regression Trees for) introduced in the first half of the 80s and random forests emerged, meanwhile, in the early 2000s, are the subject of this article. The goal is to provide each of the topics, a presentation, a theoretical guarantee, an example and some variants and extensions. After a preamble, introduction recalls objectives of classification and regression problems before retracing some predecessors of the Random Forests. Then, a section is devoted to CART trees then random forests are presented. Then, a variable selection procedure based on permutation variable importance is proposed. Finally the adaptation of random forests to the Big Data context is sketched.
Document type :
Preprints, Working Papers, ...
Complete list of metadatas

https://hal.archives-ouvertes.fr/hal-01387654
Contributor : Robin Genuer <>
Submitted on : Monday, January 16, 2017 - 11:22:02 AM
Last modification on : Thursday, April 11, 2019 - 4:02:50 PM

Files

genuer_poggi.chap_JES2016.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01387654, version 2
  • ARXIV : 1610.08203

Citation

Robin Genuer, Jean-Michel Poggi. Arbres CART et Forêts aléatoires, Importance et sélection de variables. 2017. ⟨hal-01387654v2⟩

Share

Metrics

Record views

1139

Files downloads

19659