• 제목/요약/키워드: regression tree

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Wage Determinants Analysis by Quantile Regression Tree

  • Chang, Young-Jae
    • Communications for Statistical Applications and Methods
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    • 제19권2호
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    • pp.293-301
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    • 2012
  • Quantile regression proposed by Koenker and Bassett (1978) is a statistical technique that estimates conditional quantiles. The advantage of using quantile regression is the robustness in response to large outliers compared to ordinary least squares(OLS) regression. A regression tree approach has been applied to OLS problems to fit flexible models. Loh (2002) proposed the GUIDE algorithm that has a negligible selection bias and relatively low computational cost. Quantile regression can be regarded as an analogue of OLS, therefore it can also be applied to GUIDE regression tree method. Chaudhuri and Loh (2002) proposed a nonparametric quantile regression method that blends key features of piecewise polynomial quantile regression and tree-structured regression based on adaptive recursive partitioning. Lee and Lee (2006) investigated wage determinants in the Korean labor market using the Korean Labor and Income Panel Study(KLIPS). Following Lee and Lee, we fit three kinds of quantile regression tree models to KLIPS data with respect to the quantiles, 0.05, 0.2, 0.5, 0.8, and 0.95. Among the three models, multiple linear piecewise quantile regression model forms the shortest tree structure, while the piecewise constant quantile regression model has a deeper tree structure with more terminal nodes in general. Age, gender, marriage status, and education seem to be the determinants of the wage level throughout the quantiles; in addition, education experience appears as the important determinant of the wage level in the highly paid group.

Tree-Structured Nonlinear Regression

  • Chang, Young-Jae;Kim, Hyeon-Soo
    • 응용통계연구
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    • 제24권5호
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    • pp.759-768
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    • 2011
  • Tree algorithms have been widely developed for regression problems. One of the good features of a regression tree is the flexibility of fitting because it can correctly capture the nonlinearity of data well. Especially, data with sudden structural breaks such as the price of oil and exchange rates could be fitted well with a simple mixture of a few piecewise linear regression models. Now that split points are determined by chi-squared statistics related with residuals from fitting piecewise linear models and the split variable is chosen by an objective criterion, we can get a quite reasonable fitting result which goes in line with the visual interpretation of data. The piecewise linear regression by a regression tree can be used as a good fitting method, and can be applied to a dataset with much fluctuation.

벡터 회귀 트리를 이용한 한국어 에너지 궤적 생성 (Generating Korean Energy Contours Using Vector-regression Tree)

  • 이상호;오영환
    • 한국음향학회지
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    • 제22권4호
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    • pp.323-328
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    • 2003
  • 본 논문에서는 한국어 TTS 시스템을 위한 에너지 궤적 생성 방법에 대해 설명한다. 에너지 궤적 생성을 위해 스칼라 회귀 트리를 확장한 벡터 회귀 트리를 제안하고 구현하였다. 벡터 회귀 트리는 특징 벡터로부터 목적 벡터를 예측할 수 있으며, 본 연구에서는 각 음소당 10개의 에너지 값을 예측한다. 실험을 위해 500 문장의 문장 코퍼스와 그 문장들을 발성한 음성 코퍼스를 수집하였고, 이중 300 문장을 이용하여 트리들을 학습하고 200 문장에 대해 실험하였다. 에너지 궤적의 예측 정확률을 높이기 위해 배깅 트리 (bagged tree)와 재구축 트리 (born again tree)도 함께 구현한 결과, 원음의 에너지 궤적과 예측된 에너지 궤적간의 상관계수가 0.803으로 기존의 방법보다 더 좋은 결과를 얻을 수 있었다.

분류와 회귀나무분석에 관한 소고 (Note on classification and regression tree analysis)

  • 임용빈;오만숙
    • 품질경영학회지
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    • 제30권1호
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    • pp.152-161
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    • 2002
  • The analysis of large data sets with hundreds of thousands observations and thousands of independent variables is a formidable computational task. A less parametric method, capable of identifying important independent variables and their interactions, is a tree structured approach to regression and classification. It gives a graphical and often illuminating way of looking at data in classification and regression problems. In this paper, we have reviewed and summarized tile methodology used to construct a tree, multiple trees and the sequential strategy for identifying active compounds in large chemical databases.

Prediction of the number of public bicycle rental in Seoul using Boosted Decision Tree Regression Algorithm

  • KIM, Hyun-Jun;KIM, Hyun-Ki
    • 한국인공지능학회지
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    • 제10권1호
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    • pp.9-14
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    • 2022
  • The demand for public bicycles operated by the Seoul Metropolitan Government is increasing every year. The size of the Seoul public bicycle project, which first started with about 5,600 units, increased to 3,7500 units as of September 2021, and the number of members is also increasing every year. However, as the size of the project grows, excessive budget spending and deficit problems are emerging for public bicycle projects, and new bicycles, rental office costs, and bicycle maintenance costs are blamed for the deficit. In this paper, the Azure Machine Learning Studio program and the Boosted Decision Tree Regression technique are used to predict the number of public bicycle rental over environmental factors and time. Predicted results it was confirmed that the demand for public bicycles was high in the season except for winter, and the demand for public bicycles was the highest at 6 p.m. In addition, in this paper compare four additional regression algorithms in addition to the Boosted Decision Tree Regression algorithm to measure algorithm performance. The results showed high accuracy in the order of the First Boosted Decision Tree Regression Algorithm (0.878802), second Decision Forest Regression (0.838232), third Poison Regression (0.62699), and fourth Linear Regression (0.618773). Based on these predictions, it is expected that more public bicycles will be placed at rental stations near public transportation to meet the growing demand for commuting hours and that more bicycles will be placed in rental stations in summer than winter and the life of bicycles can be extended in winter.

A Comparative Study of Predictive Factors for Passing the National Physical Therapy Examination using Logistic Regression Analysis and Decision Tree Analysis

  • Kim, So Hyun;Cho, Sung Hyoun
    • Physical Therapy Rehabilitation Science
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    • 제11권3호
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    • pp.285-295
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    • 2022
  • Objective: The purpose of this study is to use logistic regression and decision tree analysis to identify the factors that affect the success or failurein the national physical therapy examination; and to build and compare predictive models. Design: Secondary data analysis study Methods: We analyzed 76,727 subjects from the physical therapy national examination data provided by the Korea Health Personnel Licensing Examination Institute. The target variable was pass or fail, and the input variables were gender, age, graduation status, and examination area. Frequency analysis, chi-square test, binary logistic regression, and decision tree analysis were performed on the data. Results: In the logistic regression analysis, subjects in their 20s (Odds ratio, OR=1, reference), expected to graduate (OR=13.616, p<0.001) and from the examination area of Jeju-do (OR=3.135, p<0.001), had a high probability of passing. In the decision tree, the predictive factors for passing result had the greatest influence in the order of graduation status (x2=12366.843, p<0.001) and examination area (x2=312.446, p<0.001). Logistic regression analysis showed a specificity of 39.6% and sensitivity of 95.5%; while decision tree analysis showed a specificity of 45.8% and sensitivity of 94.7%. In classification accuracy, logistic regression and decision tree analysis showed 87.6% and 88.0% prediction, respectively. Conclusions: Both logistic regression and decision tree analysis were adequate to explain the predictive model. Additionally, whether actual test takers passed the national physical therapy examination could be determined, by applying the constructed prediction model and prediction rate.

A Comparative Study of Predictive Factors for Hypertension using Logistic Regression Analysis and Decision Tree Analysis

  • SoHyun Kim;SungHyoun Cho
    • Physical Therapy Rehabilitation Science
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    • 제12권2호
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    • pp.80-91
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    • 2023
  • Objective: The purpose of this study is to identify factors that affect the incidence of hypertension using logistic regression and decision tree analysis, and to build and compare predictive models. Design: Secondary data analysis study Methods: We analyzed 9,859 subjects from the Korean health panel annual 2019 data provided by the Korea Institute for Health and Social Affairs and National Health Insurance Service. Frequency analysis, chi-square test, binary logistic regression, and decision tree analysis were performed on the data. Results: In logistic regression analysis, those who were 60 years of age or older (Odds ratio, OR=68.801, p<0.001), those who were divorced/widowhood/separated (OR=1.377, p<0.001), those who graduated from middle school or younger (OR=1, reference), those who did not walk at all (OR=1, reference), those who were obese (OR=5.109, p<0.001), and those who had poor subjective health status (OR=2.163, p<0.001) were more likely to develop hypertension. In the decision tree, those over 60 years of age, overweight or obese, and those who graduated from middle school or younger had the highest probability of developing hypertension at 83.3%. Logistic regression analysis showed a specificity of 85.3% and sensitivity of 47.9%; while decision tree analysis showed a specificity of 81.9% and sensitivity of 52.9%. In classification accuracy, logistic regression and decision tree analysis showed 73.6% and 72.6% prediction, respectively. Conclusions: Both logistic regression and decision tree analysis were adequate to explain the predictive model. It is thought that both analysis methods can be used as useful data for constructing a predictive model for hypertension.

A review of tree-based Bayesian methods

  • Linero, Antonio R.
    • Communications for Statistical Applications and Methods
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    • 제24권6호
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    • pp.543-559
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    • 2017
  • Tree-based regression and classification ensembles form a standard part of the data-science toolkit. Many commonly used methods take an algorithmic view, proposing greedy methods for constructing decision trees; examples include the classification and regression trees algorithm, boosted decision trees, and random forests. Recent history has seen a surge of interest in Bayesian techniques for constructing decision tree ensembles, with these methods frequently outperforming their algorithmic counterparts. The goal of this article is to survey the landscape surrounding Bayesian decision tree methods, and to discuss recent modeling and computational developments. We provide connections between Bayesian tree-based methods and existing machine learning techniques, and outline several recent theoretical developments establishing frequentist consistency and rates of convergence for the posterior distribution. The methodology we present is applicable for a wide variety of statistical tasks including regression, classification, modeling of count data, and many others. We illustrate the methodology on both simulated and real datasets.

회귀나무 모형을 이용한 패널데이터 분석 (Panel data analysis with regression trees)

  • 장영재
    • Journal of the Korean Data and Information Science Society
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    • 제25권6호
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    • pp.1253-1262
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    • 2014
  • 회귀나무 (regression tree)는 독립변수로 이루어진 공간을 재귀적으로 분할하고 해당 영역에서 종속변수의 최선의 예측값을 찾고자 하는 비모수적 방법론이다. 회귀나무 모형이 제안된 이래 로지스틱 회귀나무모형이나 분위수 회귀나무모형과 같이 유연하고 다양한 모형적합을 위한 연구가 진행되어 왔다. 최근에 들어서는 Sela와 Simonoff (2012)의 RE-EM 알고리즘, Loh와 Zheng (2013)의 GUIDE 등 패널데이터와 관련하여 진일보한 나무모형 알고리즘도 제안되었다. 본 논문에서는 각 알고리즘을 소개하고 특징을 살펴보는 한편, 실험 데이터를 생성하여 평균제곱오차 (mean squared error)를 바탕으로 예측력을 비교하였다. 분석결과, RE-EM 알고리즘의 예측력이 상대적으로 우수하게 나타났다. 이 알고리즘을 통해 기업경기실사지수 업종별 패널자료를 분석한 결과 최근의 업황에 가장 큰 영향을 미치는 요소는 매출 실적으로 나타났으며 매출 상위 그룹의 경우 비제조업이 제조업에 비해 업황에 대한 판단이 긍정적인 것으로 나타났다.

Model Selection for Tree-Structured Regression

  • Kim, Sung-Ho
    • Journal of the Korean Statistical Society
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    • 제25권1호
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    • pp.1-24
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    • 1996
  • In selecting a final tree, Breiman, Friedman, Olshen, and Stone(1984) compare the prediction risks of a pair of tree, where one contains the other, using the standard error of the prediction risk of the larger one. This paper proposes an approach to selection of a final tree by using the standard error of the difference of the prediction risks between a pair of trees rather than the standard error of the larger one. This approach is compared with CART's for simulated data from a simple regression model. Asymptotic results of the approaches are also derived and compared to each other. Both the asymptotic and the simulation results indicate that final trees by CART tend to be smaller than desired.

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