论文

ART 人工代表树结合 CPS,让单棵树输出预测区间与超越概率

Beyond Point Prediction: Artificial Representative Trees with Uncertainty

精选理由

想让随机森林的解释更稳?这篇论文让单棵 ART 树在 21 个数据集上同时给出预测值、区间和概率。

随机森林预测准但难以解释,单棵决策树可解释却不稳定,论文将人工代表树 ART 与叶级 Mondrian conformal predictive systems(CPS)结合。合并后的单棵树可直接给出连续预测值、预测区间以及超过任意阈值的概率,无需拆成回归树加概率树两个模型。研究在 5 个模拟场景、21 个基准数据集和 NHANES 数据上,与使用 CPS 的决策树及分离的回归树、概率树对比。ART+CPS 树更紧凑、结构更稳定,分裂变量选择的可复现性明显高于决策树;决策树预测性能略好、区间更窄,两者覆盖率大体相当。CPS 类方法的 Brier 分数整体更低且波动更小,优于多模型组合方案。

原文 · arXiv cs.LG

Beyond Point Prediction: Artificial Representative Trees with Uncertainty

Random forests (RFs) predict well but are opaque, whereas single decision trees are interpretable but unstable. Artificial representative trees (ARTs) were developed as interpretable surrogate models for RFs, but their use as standalone prediction models with uncertainty quantification has not been systematically investigated. We combine ARTs with leaf-wise Mondrian conformal predictive systems (CPS), enabling a single tree to provide continuous predictions, prediction intervals, and probabilities of exceeding arbitrary thresholds. We compared ARTs with CPS against decision trees with CPS and separate regression and probability trees across five simulation scenarios, 21 benchmark datasets, and a cross-sectional NHANES example data set. Repeated cross-validation assessed predictive performance, interpretability, and stability. ARTs with CPS yield compact, structurally stable trees with substantially more reproducible split-variable selection than decision trees across benchmark datasets and NHANES. Decision trees showed slightly better predictive performance and narrower prediction intervals, while coverage was broadly comparable. CPS-based trees generally achieved lower and less variable Brier scores than multi-model approaches. Combining ARTs with CPS therefore provides a single, interpretable, and stable model for continuous predictions and calibrated probabilities, balancing predictive performance with reproducibility and transparency in settings where stability and interpretability are essential.