Regression Trees and Rule-Based Models

Tree-based models consist of one or more nested if-then statements for the predictors that partition the data. Within these partitions, a model is used to predict the outcome. Regression trees and regression model trees are basic partitioning models and are covered in Sections 8.1 and 8.2, respectively. In Section 8.3, we present rule-based models, which are models governed by if-then conditions (possibly created by a tree) that have been collapsed into independent conditions. Rules can be simplified or pruned in a way that samples are covered by multiple rules. Ensemble methods combine many trees (or rule-based models) into one model and tend to have much better predictive performance than single tree- or rule-based model. Popular ensemble techniques are bagging (Section 8.4), random forests (Section 8.5), boosting (Section 8.6), and Cubist (Section 8.7). In the Computing Section (8.8), we demonstrate how to train each of these models in R. Finally, exercises are provided at the end of the chapter to solidify the concepts.