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Abstract:
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General regression and classification models are constructed as linear combinations of simple rules derived from the data. These rule ensembles are shown to produce predictive accuracy comparable to the best methods. However their principal advantage lies in interpretation. Because of its simple form, each rule is easy to understand, as is its influence on individual predictions. Similarly, the relevance of the respective input variables can be assessed globally, locally in different regions of the input space, or at individual prediction points. Techniques are presented for automatically identifying those variables that are involved in interactions with other variables, the strength and degree of those interactions, as well as the identities of the other variables with which they interact. Graphical representations are used to visualize both main and interaction effects.
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