Learns an ensemble of decision trees (such as random forest* variants). Typically, each tree is built with a different set of rows (records) and/or columns (attributes). See the options for Data Sampling and Attribute Sampling for more details. The attributes can also be provided as bit (fingerprint), byte, or double vector. The output model describes an ensemble of decision tree models and is applied in the corresponding predictor node using the selected aggregation mode to aggregate the votes of the individual decision trees.
The following configuration settings learn a model that is similar to the random forest ™ classifier described by Leo Breiman and Adele Cutler:
- Tree Options - Split Criterion: Gini Index
- Tree Options - Limit number of levels (tree depth): unlimited
- Tree Options - Minimum node size: unlimited
- Ensemble Configuration - Number of models: Arbitrary (arguably, random forest does not overfit)
- Ensemble Configuration - Data Sampling: Use all rows (fraction = 1) but choose sampling with replacement (bootstrapping)
- Ensemble Configuration - Attribute Sampling: Sample using a different set of attributes for each tree node split; usually square root of number of attributes - but this can vary
Decision tree construction takes place in main memory (all data and all models are kept in memory).
The missing value handling corresponds to the method described here . The basic idea is that for each split to try and send the missing values in every possible direction and the one yielding the best results (i.e. largest gain) is then used. If no missing values are present during training, the direction of the split that the most records are following is chosen as the direction for missing values during testing.
The tree ensemble nodes now also support binary splits for nominal columns. Depending on the kind of problem (two- or multi-class), different algorithms are implemented to enable the efficient calculation of splits.
- For two-class classification problems the method described in section 9.4 of "Classification and Regression Trees" by Breiman et al. (1984) is used.
- For multi-class classification problems the method described in "Partitioning Nominal Attributes in Decision Trees" by Coppersmith et al. (1999) is used.
(*) RANDOM FORESTS is a registered trademark of Minitab, LLC and is used with Minitab’s permission.