Understanding Random Forests - From Theory to Practice

Understanding Random Forests - From Theory to Practice

ID:39716611

大小:6.02 MB

页数:225页

时间:2019-07-09

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1、UniversityofLiègeFacultyofAppliedSciencesDepartmentofElectricalEngineering&ComputerSciencePhDdissertationUNDERSTANDINGRANDOMFORESTSfromtheorytopracticebyGillesLouppeLGLGAdvisor:Prof.PierreGeurtsJuly2014JURYMEMBERSLouisWehenkel,ProfessorattheUniversitédeLièg

2、e(President);PierreGeurts,ProfessorattheUniversitédeLiège(Advisor);BernardBoigelot,ProfessorattheUniversitédeLiège;RenaudDetry,PostdoctoralResearcherattheUniversitédeLiège;GianlucaBontempi,ProfessorattheUniversitéLibredeBruxelles;GérardBiau,ProfessorattheUn

3、iversitéPierreetMarieCurie(France);iiiABSTRACTDataanalysisandmachinelearninghavebecomeanintegrativepartofthemodernscientificmethodology,offeringautomatedproceduresforthepredictionofaphenomenonbasedonpastobservations,un-ravelingunderlyingpatternsindataandprov

4、idinginsightsabouttheproblem.Yet,cautionshouldavoidusingmachinelearningasablack-boxtool,butratherconsideritasamethodology,witharatio-nalthoughtprocessthatisentirelydependentontheproblemunderstudy.Inparticular,theuseofalgorithmsshouldideallyrequireareasonabl

5、eunderstandingoftheirmechanisms,propertiesandlimi-tations,inordertobetterapprehendandinterprettheirresults.Accordingly,thegoalofthisthesisistoprovideanin-depthanal-ysisofrandomforests,consistentlycallingintoquestioneachandeverypartofthealgorithm,inordertosh

6、ednewlightonitslearn-ingcapabilities,innerworkingsandinterpretability.Thefirstpartofthisworkstudiestheinductionofdecisiontreesandtheconstructionofensemblesofrandomizedtrees,motivatingtheirdesignandpur-posewheneverpossible.Ourcontributionsfollowwithanoriginal

7、complexityanalysisofrandomforests,showingtheirgoodcomputa-tionalperformanceandscalability,alongwithanin-depthdiscussionoftheirimplementationdetails,ascontributedwithinScikit-Learn.Inthesecondpartofthiswork,weanalyzeanddiscussthein-terpretabilityofrandomfore

8、stsintheeyesofvariableimportancemeasures.Thecoreofourcontributionsrestsinthetheoreticalchar-acterizationoftheMeanDecreaseofImpurityvariableimportancemeasure,fromwhichweproveandderivesomeofitsproperties

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