Chunk #56 — The Methods — How Do Classification and Regression Trees Work? — What is Wrong with Trees?

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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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As a solution to the problem of instability, the average over an ensembles of trees, rather than a single tree, is used for prediction in ensemble methods, as outlined in the following. Another problem of single trees, that is solved by the same model averaging approach, is that the prediction of single trees is piecewise constant and thus may “jump” from one value to the next even for small changes of the predictor values. As described in the next section, ensemble methods have the additional advantage, that their decision boundaries are more smooth than those of single trees.