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Decision Trees

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Outline

Decision tree representation


ID3 learning algorithm
Entropy, information gain
Overfitting

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Decision Tree for PlayTennis

Outlook

Sunny Overcast Rain

Humidity Yes Wind

High Normal Strong Weak

No Yes No Yes
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Decision Tree for PlayTennis

Outlook

Sunny Overcast Rain

Humidity Each internal node tests an attribute

High Normal Each branch corresponds to an


attribute value node
No Yes Each leaf node assigns a classification
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Decision Tree for PlayTennis

Outlook Temperature Humidity Wind PlayTennis


Sunny Hot High Weak ?No
Outlook

Sunny Overcast Rain

Humidity Yes Wind

High Normal Strong Weak

No
Instituto Superior de Estatstica e Gesto de Informao
Yes No Yes
Universidade Nova de Lisboa

Decision Tree for Conjunction

Outlook=Sunny Wind=Weak

Outlook

Sunny Overcast Rain

Wind No No

Strong Weak

No Yes
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Decision Tree for Disjunction

Outlook=Sunny Wind=Weak

Outlook

Sunny Overcast Rain

Yes Wind Wind

Strong Weak Strong Weak

No Yes No Yes
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Decision Tree for XOR

Outlook=Sunny XOR Wind=Weak

Outlook

Sunny Overcast Rain

Wind Wind Wind

Strong Weak Strong Weak Strong Weak

Yes No No Yes No Yes


Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Decision Tree

decision trees represent disjunctions of conjunctions


Outlook

Sunny Overcast Rain

Humidity Yes Wind

High Normal Strong Weak


No Yes No Yes

(Outlook=Sunny Humidity=Normal)
(Outlook=Overcast)
(Outlook=Rain Wind=Weak)
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

When to consider Decision Trees

Instances describable by attribute-value pairs


Target function is discrete valued
Disjunctive hypothesis may be required
Possibly noisy training data
Missing attribute values
Examples:
Medical diagnosis
Credit risk analysis

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Top-Down Induction of Decision Trees ID3

1. A the best decision attribute for next node


2. Assign A as decision attribute for node
3. For each value of A create new descendant
4. Sort training examples to leaf node according to
the attribute value of the branch
5. If all training examples are perfectly classified
(same value of target attribute) stop, else
iterate over new leaf nodes.

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Which Attribute is best?

[29+,35-] A1=? A2=? [29+,35-]

True False True False

[21+, 5-] [8+, 30-] [18+, 33-] [11+, 2-]

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Entropy

S is a sample of training examples


p+ is the proportion of positive examples
p- is the proportion of negative examples
Entropy measures the impurity of S
Entropy(S) = -p+ log2 p+ - p- log2 p-

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Entropy

Entropy(S)= expected number of bits needed to


encode class (+ or -) of randomly drawn members of S
(under the optimal, shortest length-code)

Information theory optimal length code assign


log2 p bits to messages having probability p.
So the expected number of bits to encode
(+ or -) of random member of S:
-p+ log2 p+ - p- log2 p-
(log 0 = 0)
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Information Gain

Gain(S,A): expected reduction in entropy due to sorting S on attribute


A

Gain(S,A)=Entropy(S) - vvalues(A) |Sv|/|S| Entropy(Sv)


Entropy([29+,35-]) = -29/64 log2 29/64 35/64 log2 35/64
= 0.99
[29+,35-] A1=? A2=? [29+,35-]

True False True False

[21+, 5-] [8+, 30-] [18+, 33-] [11+, 2-]


Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Information Gain

Entropy([21+,5-]) = 0.71 Entropy([18+,33-]) = 0.94


Entropy([8+,30-]) = 0.74 Entropy([8+,30-]) = 0.62
Gain(S,A1)=Entropy(S) Gain(S,A2)=Entropy(S)
-26/64*Entropy([21+,5-]) -51/64*Entropy([18+,33-])
-38/64*Entropy([8+,30-]) -13/64*Entropy([11+,2-])
=0.27 =0.12

[29+,35-] A1=? A2=? [29+,35-]

True False True False

[21+, 5-] [8+, 30-] [18+, 33-] [11+, 2-]


Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Training Examples

Day Outlook Temp. Humidity Wind Play Tennis


D1 Sunny Hot High Weak No
D2 Sunny Hot High Strong No
D3 Overcast Hot High Weak Yes
D4 Rain Mild High Weak Yes
D5 Rain Cool Normal Weak Yes
D6 Rain Cool Normal Strong No
D7 Overcast Cool Normal Weak Yes
D8 Sunny Mild High Weak No
D9 Sunny Cold Normal Weak Yes
D10 Rain Mild Normal Strong Yes
D11 Sunny Mild Normal Strong Yes
D12 Overcast Mild High Strong Yes
D13 Overcast Hot Normal Weak Yes
D14 Rain Mild High Strong No

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Selecting the Next Attribute

S=[9+,5-] S=[9+,5-]
E=0.940 E=0.940
Humidity Wind

High Normal Weak Strong

[3+, 4-] [6+, 1-] [6+, 2-] [3+, 3-]


E=0.985 E=0.592 E=0.811
E=1.0
Gain(S,Humidity) Gain(S,Wind)
=0.940-(7/14)*0.985 =0.940-(8/14)*0.811
(7/14)*0.592 (6/14)*1.0
=0.151 =0.048
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Selecting the Next Attribute

S=[9+,5-]
E=0.940
Outlook Temp ?

Over
Sunny Rain
cast

[2+, 3-] [4+, 0] [3+, 2-]


E=0.971 E=0.0 E=0.971
Gain(S,Outlook)
=0.940-(5/14)*0.971
-(4/14)*0.0 (5/14)*0.0971
=0.247
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

ID3 Algorithm

[D1,D2,,D14] Outlook
[9+,5-]

Sunny Overcast Rain

Ssunny=[D1,D2,D8,D9,D11] [D3,D7,D12,D13] [D4,D5,D6,D10,D14]


[2+,3-] [4+,0-] [3+,2-]
? Yes ?
Gain(Ssunny , Humidity)=0.970-(3/5)0.0 2/5(0.0) = 0.970
Gain(Ssunny , Temp.)=0.970-(2/5)0.0 2/5(1.0)-(1/5)0.0 = 0.570
Gain(Ssunny , Wind)=0.970= -(2/5)1.0 3/5(0.918) = 0.019
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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ID3 Algorithm

Outlook

Sunny Overcast Rain

Humidity Yes Wind


[D3,D7,D12,D13]

High Normal Strong Weak

No Yes No Yes

[D1,D2] [D8,D9,D11] [D6,D14] [D4,D5,D10]


Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Hypothesis Space Search ID3

+ - +
A2
A1
+ - + + - -
+ - + - - +
A2 A2

- + - + -
A3 A4
+ - - +
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Hypothesis Space Search ID3

Hypothesis space is complete!


Target function surely in there
Outputs a single hypothesis
No backtracking on selected attributes (greedy search)
Local minimal (suboptimal splits)
Statistically-based search choices
Robust to noisy data
Inductive bias (search bias)
Prefer shorter trees over longer ones
Place high information gain attributes close to the root

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Converting a Tree to Rules

Outlook

Sunny Overcast Rain

Humidity Yes Wind

High Normal Strong Weak


No Yes No Yes
R1 : If (Outlook=Sunny) (Humidity=High) Then PlayTennis=No
R2 : If (Outlook=Sunny) (Humidity=Normal) Then PlayTennis=Yes
R3 : If (Outlook=Overcast) Then PlayTennis=Yes
R4 : If (Outlook=Rain) (Wind=Strong) Then PlayTennis=No
R5 : If (Outlook=Rain) (Wind=Weak) Then PlayTennis=Yes
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

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Continuous Valued Attributes

Create a discrete attribute to test continuous


Temperature = 24.50C
(Temperature > 20.00C) = {true, false}
Where to set the threshold?

Temperature 150C 180C 190C 220C 240C 270C

PlayTennis No No Yes Yes Yes No

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Attributes with many Values

Problem: if an attribute has many values, maximizing InformationGain will


select it.
E.g.: Imagine using Date=12.7.1996 as attribute
perfectly splits the data into subsets of size 1
Use GainRatio instead of information gain as criteria:
GainRatio(S,A) = Gain(S,A) / SplitInformation(S,A)
SplitInformation(S,A) = -i=1..c |Si|/|S| log2 |Si|/|S|
Where Si is the subset for which attribute A has the value vi

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Unknown Attribute Values

What if examples are missing values of A?

If node n tests A, assign most common value of A among other examples


sorted to node n.
Assign most common value of A among other examples with same target value
Assign probability pi to each possible value vi of A
Assign fraction pi of example to each descendant in tree

Classify new examples in the same fashion

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Occams Razor

Prefer shorter hypotheses

Why prefer short hypotheses?

Fewer short hypotheses than long hypotheses


A short hypothesis that fits the data is unlikely to be a coincidence
A long hypothesis that fits the data might be a coincidence

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Overfitting

Consider error of hypothesis h over


Training data: errortrain(h)
Entire distribution D of data: errorD(h)
Hypothesis hH overfits training data if there is an
alternative hypothesis hH such that
errortrain(h) < errortrain(h)
and
errorD(h) > errorD(h)

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Overfitting in Decision Tree Learning

Instituto Superior de Estatstica e Gesto de Informao


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Boosting: Combining Classifiers

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Cross Validation

k-fold Cross Validation


Divide the data set into k sub samples
Use k-1 sub samples as the training data and one sub sample
as the validation data.
Repeat the second step by choosing different sub samples as
the validation set.

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Bagging

Generate a random sample from training set


Repeat this sampling procedure, getting a sequence of
K independent training sets
A corresponding sequence of classifiers C1,C2,,Ck is
constructed for each of these training sets, by using
the same classification algorithm
To classify an unknown sample X, let each classifier
predict.
The Bagged Classifier C* then combines the
predictions of the individual classifiers to generate the
final outcome. (sometimes combination is simple
voting)
Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Boosting

INTUITION
Combining Predictions of an ensemble is more accurate than a
single classifier
Reasons
Easy to find quite correct rules of thumb however hard
to find single highly accurate prediction rule.
If the training examples are few and the hypothesis space
is large then there are several equally accurate classifiers.
Hypothesis space does not contain the true function, but
it has several good approximations.
Exhaustive global search in the hypothesis space is
expensive so we can combine the predictions of several
locally accurate classifiers.

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Boosting

The final prediction is a combination of the prediction


of several predictors.
Differences between Boosting and previous methods?
Its iterative.
Boosting: Successive classifiers depends upon its
predecessors.
Previous methods : Individual classifiers were independent.
Training Examples may have unequal weights.
Look at errors from previous classifier step to decide how to
focus on next iteration over data
Set weights to focus more on hard examples. (the ones on
which we committed mistakes in the previous iterations)

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Boosting(Algorithm)

W(x) is the distribution of weights over the N


training points W(xi)=1
Initially assign uniform weights W0(x) = 1/N for all x,
step k=0
At each iteration k :
Find best weak classifier Ck(x) using weights Wk(x)
With error rate k and based on a loss function:
weight k the classifier Cks weight in the final hypothesis
For each xi , update weights based on k to get Wk+1(xi )
CFINAL(x) =sign [ i Ci (x) ]

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Boosting (Algorithm)

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Outline

Background

Adaboost Algorithm

Theory/Interpretations

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Whats So Good About Adaboost

Can be used with many different classifiers

Improves classification accuracy

Commonly used in many areas

Simple to implement

Not prone to overfitting


Instituto Superior de Estatstica e Gesto de Informao
Universidade Nova de Lisboa

Adaboost - Adaptive Boosting

Instead of resampling, uses training set re-weighting


Each training sample uses a weight to determine the probability of
being selected for a training set.

AdaBoost is an algorithm for constructing a strong


classifier as linear combination of simple weak
classifier

Final classification based on weighted vote of weak


classifiers

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

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Adaboost Terminology

ht(x) weak or basis classifier (Classifier =


Learner = Hypothesis)
strong or final classifier

Weak Classifier: < 50% error over any distribution


Strong Classifier: thresholded linear combination
of weak classifier outputs

Instituto Superior de Estatstica e Gesto de Informao


Universidade Nova de Lisboa

Discrete Adaboost Algorithm

Each training
sample has a weight,
which determines
the probability of
being selected for
training the
component classifier

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Universidade Nova de Lisboa

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Find the Weak Classifier

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Find the Weak Classifier

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The algorithm core

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Reweighting

y * h(x) = 1

y * h(x) = -1

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Reweighting

In this way, AdaBoost focused on the


informative or difficult examples.
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Universidade Nova de Lisboa

Reweighting

In this way, AdaBoost focused on the


informative or difficult examples.
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Universidade Nova de Lisboa

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Algorithm recapitulation
t=1

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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Algorithm recapitulation

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AdaBoost(Example)

Original Training set : Equal Weights to all training samples

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AdaBoost(Example)

ROUND 1

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AdaBoost(Example)

ROUND 2

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AdaBoost(Example)

ROUND 3

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AdaBoost(Example)

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Pros and cons of AdaBoost

Advantages
Very simple to implement
Does feature selection resulting in relatively simple
classifier
Fairly good generalization
Disadvantages
Suboptimal solution
Sensitive to noisy data and outliers

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Universidade Nova de Lisboa

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