Overfitting in decision trees

Reference from course note of Machine Learning Foundation from University of Washington

Principle of Occam’s razor: Simpler trees are better

Among competing hypotheses, the one with fewest assumptions should be selected

Early stopping for learning decision trees

  1. Limit tree depth: Stop splitting after a certain depth
  2. Classification error: Do not consider any split that does not cause a sufficient decrease in classification error
    • Typically, add magic parameter $\epsilon$,Stop if error doesn’t decrease by more than $\epsilon$
    • Some pitfalls to this rule
    • Very useful in practice
  3. Minimum node “size”: Do not split an intermediate node which contains too few data points

Pruning: Simplify the tree after the learning algorithm terminates

  1. Simple measure of complexity of tree

    L(T) = number of leaf nodes

  2. Balance simplicity & predictive power
    Desired total quality format

    Total cost = measure of fit + measure of complexity

  • $\lambda = 0$: standard Decision Tree learning
  • $\lambda = +\inf$: root, majority classification
  • $\lambda = 0 - +\inf$: balance of fit and complexity

Tree pruning algorithm

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