EconBase
← All papers

Slow-Growing Trees

Philippe Goulet Coulombe

arXiv 2 Mar 2021 · Statistics — Machine Learning · 1 citations (OpenAlex)

arXiv:2103.01926 · PDF · DOI · OpenAlex · Extracted main text

Abstract

Random Forest's performance can be matched by a single slow-growing tree (SGT), which uses a learning rate to tame CART's greedy algorithm. SGT exploits the view that CART is an extreme case of an iterative weighted least square procedure. Moreover, a unifying view of Boosted Trees (BT) and Random Forests (RF) is presented. Greedy ML algorithms' outcomes can be improved using either "slow learning" or diversification. SGT applies the former to estimate a single deep tree, and Booging (bagging stochastic BT with a high learning rate) uses the latter with additive shallow trees. The performance of this tree ensemble quaternity (Booging, BT, SGT, RF) is assessed on simulated and real regression tasks.

Citation extraction

48
references
84
in-text mentions
48
distinct cited
0
self-citations
8,579
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1Goulet Coulombe, P (2020) To bag is to prune1.00083100%
2Rosset, S., Zhu, J., and Hastie, T (2004) Boosting as a regularized path to a maximum margin classifier1.00063100%
3Friedman, J. H (2001) Greedy function approximation: a gradient boosting machine0.92843100%
4Friedman, J., Hastie, T., and Tibshirani, R (2001) The elements of statistical learning, volume 10.73732100%
5Bertsimas, D. and Dunn, J (2017) Optimal classification trees0.73732100%
6Blanquero, R., Carrizosa, E., Molero-Ro, C., and Morales, D. R (2020) On sparse optimal regression trees0.73732100%
7Irsoy, O., Yldz, O. T., and Alpaydn, E (2012) Soft decision trees0.73732100%
8Hastie, T., Taylor, J., Tibshirani, R., Walther, G., et al (2007) Forward stagewise regression and the monotone lasso0.64441100%
9Goulet Coulombe, P., Leroux, M., Stevanovic, D., Surprenant, S., et al (2019) How is machine learning useful for macroeconomic forecasting?0.64422100%
10Chen, J. C., Dunn, A., Hood, K. K., Driessen, A., and Batch, A (2019) Off to the races: A comparison of machine learning and alternative data for predicting economic indicators0.64422100%

Showing the top 10 of 48 scored citations.