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Grubinger, Thomas
Zeileis, Achim
Pfeiffer, Karl-Peter
Year of Publication: 
Series/Report no.: 
Working Papers in Economics and Statistics 2011-20
Commonly used classification and regression tree methods like the CART algorithm are recursive partitioning methods that build the model in a forward stepwise search. Although this approach is known to be an efficient heuristic, the results of recursive tree methods are only locally optimal, as splits are chosen to maximize homogeneity at the next step only. An alternative way to search over the parameter space of trees is to use global optimization methods like evolutionary algorithms. This paper describes the evtree package, which implements an evolutionary algorithm for learning globally optimal classification and regression trees in R. Computationally intensive tasks are fully computed in C++ while the partykit (Hothorn and Zeileis 2011) package is leveraged for representing the resulting trees in R, providing unified infrastructure for summaries, visualizations, and predictions. evtree is compared to rpart (Therneau and Atkinson 1997), the open-source CART implementation, and conditional inference trees (ctree, Hothorn, Hornik, and Zeileis 2006). The usefulness of evtree is illustrated in a textbook customer classification task and a benchmark study of predictive accuracy in which evtree achieved at least similar and most of the time better results compared to the recursive algorithms rpart and ctree.
machine learning
classification trees
regression trees
evolutionary algorithms
Document Type: 
Working Paper

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