In:
INFORMS Journal on Computing, Institute for Operations Research and the Management Sciences (INFORMS), Vol. 18, No. 4 ( 2006-11), p. 494-505
Abstract:
A frontier-based tree-pruning algorithm (FBP) is proposed. The new method has an order of computational complexity comparable to cost-complexity pruning (CCP). Regarding tree pruning, it provides a full spectrum of information: namely, (1) given the value of the penalization parameter λ, it gives the decision tree specified by the complexity-penalization approach; (2) given the size of a decision tree, it provides the range of the penalization parameter λ, within which the complexity-penalization approach renders this tree size; (3) it finds the tree sizes that are inadmissible—no matter what the value of the penalty parameter is, the resulting tree based on a complexity-penalization framework will never have these sizes. Simulations on real data sets reveal a “surprise:” in the complexity-penalization approach, most of the tree sizes are inadmissible. FBP facilitates a more faithful implementation of cross validation (CV), which is favored by simulations. Using FBP, a stability analysis of CV is proposed.
Type of Medium:
Online Resource
ISSN:
1091-9856
,
1526-5528
DOI:
10.1287/ijoc.1050.0133
Language:
English
Publisher:
Institute for Operations Research and the Management Sciences (INFORMS)
Publication Date:
2006
detail.hit.zdb_id:
2070411-2
detail.hit.zdb_id:
2004082-9
SSG:
3,2
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