Chunk #72 — 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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However, while the approaches involving a strong randomization component manage to overcome local optimality as outlined above, the TWIX approach is limited to a sequence of locally optimal splits. It has been shown to outperform single trees and even to reach the predictive performance of bagging, but in general cannot compete because it becomes computationally infeasible for large sets of trees that are standard in today’s ensemble methods.