Machine Learning in Real World: CART

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Machine Learning in Real WorldCART
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Outline

• CART Overview and Gymtutor Tutorial Example
• Splitting Criteria
• Handling Missing Values
• Pruning
• Finding Optimal Tree

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CART Classification And Regression Tree

• Developed 1974-1984 by 4 statistics professors
• Leo Breiman (Berkeley), Jerry Friedman
  (Stanford), Charles Stone (Berkeley), Richard
  Olshen (Stanford)
• Focused on accurate assessment when data is noisy
• Currently distributed by Salford Systems

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CART Tutorial Data Gymtutor

• CART HELP, Sec 3 in CARTManual.pdf
• ANYRAQT Racquet ball usage (binary indicator
  coded 0, 1)
• ONAER Number of on-peak aerobics classes attended
• NSUPPS Number of supplements purchased
• OFFAER Number of off-peak aerobics classes
  attended
• NFAMMEM Number of family members
• TANNING Number of visits to tanning salon
• ANYPOOL Pool usage (binary indicator coded 0, 1)
• SMALLBUS Small business discount (binary
  indicator coded 0, 1)
• FIT Fitness score
• HOME Home ownership (binary indicator coded 0,
  1)
• PERSTRN Personal trainer (binary indicator coded
  0, 1)
• CLASSES Number of classes taken.
• SEGMENT Members market segment (1, 2, 3) target

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View data

• CART Menu View - Data Info

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CART Example Gymtutor
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CART Model Setup

• Target -- required
• Predictors (default all)
• Categorical
• ANYRAQT, ANYPOOL, SMALLBUS, HOME
• Categorical if field name ends in , or from
  values
• Testing
• default 10-fold cross-validation

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Sample Tree
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Color-coding using class
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Decision Tree Splitters
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Tree Details
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Tree Summary Reports
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Pruning the tree
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Keeping only important variables
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Revised Tree
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Automating CART Command Log
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Key CART features

• Automated field selection
• handles any number of fields
• automatically selects relevant fields
• No data preprocessing needed
• Does not require any kind of variable transforms
• Impervious to outliers
• Missing value tolerant
• Moderate loss of accuracy due to missing values

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CART Key Parts of Tree Structured Data Analysis

• Tree growing
• Splitting rules to generate tree
• Stopping criteria how far to grow?
• Missing values using surrogates
• Tree pruning
• Trimming off parts of the tree that dont work
• Ordering the nodes of a large tree by
  contribution to tree accuracy which nodes come
  off first?
• Optimal tree selection
• Deciding on the best tree after growing and
  pruning
• Balancing simplicity against accuracy

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CART is a form of Binary Recursive Partitioning

• Data is split into two partitions
• Q Does C4.5 always have binary partitions?
• Partitions can also be split into sub-partitions
• hence procedure is recursive
• CART tree is generated by repeated partitioning
  of data set
• parent gets two children
• each child produces two grandchildren
• four grandchildren produce 8 great grandchildren

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Splits always determined by questions with YES/NO
answers

• Is continuous variable X c ?
• Does categorical variable D take on levels i, j,
  or k?
• is GENDER M or F ?
• Standard split
• if answer to question is YES a case goes left
  otherwise it goes right
• this is the form of all primary splits
• example Is AGE ? 62.5?
• More complex conditions possible
• Boolean combinations AGE
• Linear combinations .66AGE - .75BP

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Searching all Possible Splits

• For any node CART will examine ALL possible
  splits.
• CART allows search over a random sample if
  desired
• Look at first variable in our data set AGE with
  minimum value 40
• Test split Is AGE 40?
• Will separate out the youngest persons to the
  left
• Could be many cases if many people have the same
  AGE
• Next increase the AGE threshold to the next
  youngest person
• Is AGE 43?
• This will direct additional cases to the left
• Continue increasing the splitting threshold value
  by value
• each value is tested for how good the split is .
  . . how effective it is in separating the classes
  from each other
• Q Consider splits between values of the same
  class?

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Split Tables
Q Where splits need to be evaluated?
Sorted by Blood Pressure
Sorted by Age
X
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CART Splitting Criteria Gini Index

• If a data set T contains examples from n classes,
  gini index, gini(T) is defined as
• where pj is the relative frequency of class j in
  T.
• gini(T) is minimized if the classes in T are
  skewed.
• Advanced CART also has other splitting criteria
• Twoing is recommended for multi-class

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Handling of Missing Splitter Values in Tree
Growing

• If splitter variable missing dont know which way
  to send case (Left or Right in binary tree)
• Could delete cases that have missing values
• method used in classical statistical modeling
• unacceptable in a data mining context w/ many
  missings
• Freeze case in node in which missing splitter
  encountered
• do with what tree has learned so far for this
  case
• Allow cases with missing split variable to follow
  majority
• assume all missings are somehow typical
• Allow missing to be a separate value of variable
• used by CHAID algorithm an option in Salford
  software
• allow special handling for missing but all
  missings treated as indistinguishable from each
  other

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Missing as a distinct splitter value

• CHAID treats missing as a distinct categorical
  value
• e.g AGE is 25-44, 45-64, 65-95 or missing
• method also adopted by C4.5
• If missing is a distinct value then all cases
  with missing go the same way in the tree
• Assumption whatever the unknown value it is the
  same for all cases with missing value
• Problem can be more than one reason for a
  database field to be missing
• E.g. Income as a splitter wants to separate high
  from low
• Levels most likely to be missing? High Income AND
  Low Income!
• Dont want to send both groups to same side of
  tree

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CART Treatment of Missing Primary Splitters
Surrogates

• CART uses a more refined method a surrogate is
  used as a stand in for a missing primary field
• surrogate should be a valid replacement for
  primary
• Consider our example of INCOME
• Other variables like Education or Occupation
  might work as good surrogates
• Higher education people usually have higher
  incomes
• People in high income occupations will usually
  (though not always) have higher incomes
• Using surrogate means that missing on primary not
  all treated same way
• Whether go left or right depends on surrogate
  value
• thus record specific . . . some cases go left
  others go right

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Surrogates Mimicking Alternatives to Primary
Splitters

• A primary splitter is the best splitter of a node
• A surrogate is a splitter that splits in a
  fashion similar to the primary
• Surrogate variable with near equivalent
  information
• Why Useful?
• If the primary is expensive or difficult to
  gather and the surrogate is not
• Then consider using the surrogate instead
• Loss in predictive accuracy might be slight
• If primary splitter is MISSING then CART will use
  a surrogate
• if top surrogate missing CART uses 2nd best
  surrogate etc
• If all surrogates missing also CART uses majority
  rule

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Competitors vs. Surrogates
Class A 100 Class B 100 Class C 100
Left
Right
Primary Split
Class A 90 10 Class B 80 20 Class C 15 85
Competitor Split
Class A 80 20 Class B 25 75 Class C 14 86
Surrogate Split
Class A 78 22 Class B 74 26 Class C 21 79
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CART Pruning Method Grow Full Tree, Then Prune

• You will never know when to stop . . . so dont!
• Instead . . . grow trees that are obviously too
  big
• Largest tree grown is called maximal tree
• Maximal tree could have hundreds or thousands of
  nodes
• usually instruct CART to grow only moderately too
  big
• rule of thumb should grow trees about twice the
  size of the truly best tree
• This becomes first stage in finding the best tree
• Next we will have to get rid the parts of the
  overgrown tree that dont work (not supported by
  test data)

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Maximal Tree Example
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Tree Pruning

• Take a very large tree (maximal tree)
• Tree may be radically over-fit
• Tracks all the idiosyncrasies of THIS data set
• Tracks patterns that may not be found in other
  data sets
• At bottom of tree splits based on very few cases
• Analogous to a regression with very large number
  of variables
• PRUNE away branches from this large tree
• But which branch to cut first?
• CART determines a pruning sequence
• the exact order in which each node should be
  removed
• pruning sequence determined for EVERY node
• sequence determined all the way back to root node

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Pruning Which nodes come off next?
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Order of Pruning Weakest Link Goes First

• Prune away "weakest link" the nodes that add
  least to overall accuracy of the tree
• contribution to overall tree a function of both
  increase in accuracy and size of node
• accuracy gain is weighted by share of sample
• small nodes tend to get removed before large ones
• If several nodes have same contribution they all
  prune away simultaneously
• Hence more than two terminal nodes could be cut
  off in one pruning
• Sequence determined all the way back to root node
• need to allow for possibility that entire tree is
  bad
• if target variable is unpredictable we will want
  to prune back to root . . . the no model solution

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Pruning Sequence Example
24 Terminal Nodes
21 Terminal Nodes
18 Terminal Nodes
20 Terminal Nodes
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Now we test every tree in the pruning sequence

• Take a test data set and drop it down the largest
  tree in the sequence and measure its predictive
  accuracy
• how many cases right and how many wrong
• measure accuracy overall and by class
• Do same for 2nd largest tree, 3rd largest tree,
  etc
• Performance of every tree in sequence is measured
• Results reported in table and graph formats
• Note that this critical stage is impossible to
  complete without test data
• CART procedure requires test data to guide tree
  evaluation

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Training Data Vs. Test Data Error Rates
No. Terminal Nodes
R(T)
Rts(T)

• Compare error rates measured by
• learn data
• large test set
• Learn R(T) always decreases as tree grows (Q
  Why?)
• Test R(T) first declines then increases (Q Why?)
• Overfitting is the result tree of too much
  reliance on learn R(T)
• Can lead to disasters when applied to new data

71 .00 .42 63 .00 .40 58 .03 .39 40 .10 .32 3
4 .12 .32 19 .20 .31 10 .29 .30
9 .32 .34 7 .41 .47 6 .46 .54 5 .53 .61 2 .75
.82 1 .86 .91
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Why look at training data error rates (or cost)
at all?

• First, provides a rough guide of how you are
  doing
• Truth will typically be WORSE than training data
  measure
• If tree performing poorly on training data error
  may not want to pursue further
• Training data error rate more accurate for
  smaller trees
• So reasonable guide for smaller trees
• Poor guide for larger trees
• At optimal tree training and test error rates
  should be similar
• if not something is wrong
• useful to compare not just overall error rate but
  also within node performance between training and
  test data

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CART Optimal Tree

• Within a single CART run which tree is best?
• Process of pruning the maximal tree can yield
  many sub-trees
• Test data set or cross- validation measures the
  error rate of each tree
• Current wisdom select the tree with smallest
  error rate
• Only drawback minimum may not be precisely
  estimated
• Typical error rate as a function of tree size has
  flat region
• Minimum could be anywhere in this region

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One SE Rule -- One Standard Error Rule

• Original monograph recommends NOT choosing
  minimum error tree because of possible
  instability of results from run to run
• Instead suggest SMALLEST TREE within 1 SE of the
  minimum error tree
• Tends to provide very stable results from run to
  run
• Is possibly as accurate as minimum cost tree yet
  simpler
• Current learning one SERULE is good for small
  data sets
• For large data sets one should pick most accurate
  tree
• known as the zero SE rule

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In what sense is the optimal tree best?

• Optimal tree has lowest or near lowest cost as
  determined by a test procedure
• Tree should exhibit very similar accuracy when
  applied to new data
• BUT Best Tree is NOT necessarily the one that
  happens to be most accurate on a single test
  database
• trees somewhat larger or smaller than optimal
  may be preferred
• Room for user judgment
• judgment not about split variable or values
• judgment as to how much of tree to keep
• determined by story tree is telling
• willingness to sacrifice a small amount of
  accuracy for simplicity

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CART Summary

• CART Key Features
• binary splits
• gini index as splitting criteria
• grow, then prune
• surrogates for missing values
• optimal tree 1 SE rule
• lots of nice graphics

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Decision Tree Summary

• Decision Trees
• splits binary, multi-way
• split criteria entropy, gini,
• missing value treatment
• pruning
• rule extraction from trees
• Both C4.5 and CART are robust tools
• No method is always superior experiment!

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