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Chunk #71 — The Methods — How Do Ensemble Methods Work? — Alternative Ensemble Methods

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An introduction to recursive partitioning: rationale, application, and characteristics of classification and regression trees, bagging, and random forests.
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Another very intuitive approach, that resides somewhere in between single classification trees and the ensemble methods we have covered so far, is TWIX (Potapov 2007; Potapov, Theus, and Urbanek 2006). Here the building of the tree ensemble starts in a single starting node but branches to a set of trees at each decision by means of splitting not only in the best cutpoint but also in reasonable extra cutpoints. A data driven approach for selecting extra cutpoints is suggested in Strobl and Augustin (2009).