JSM 2005 Online Program

JSM Activity #CE_34T

This is the preliminary program for the 2005 Joint Statistical Meetings in Minneapolis, Minnesota. Currently included in this program is the "technical" program, schedule of invited, topic contributed, regular contributed and poster sessions; Continuing Education courses (August 7-10, 2005); and Committee and Business Meetings. This on-line program will be updated frequently to reflect the most current revisions.

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CE_34T	Wed, 8/10/05, 1:00 PM - 2:45 PM	MCC-L100 C
Advances in Data Mining: Jerome Friedman's MART and Leo Breiman's Random Forests - Continuing Education - CTW
ASA
Instructor(s): Dan Steinberg, Salford Systems, Mikhail Golovnya, Salford Systems
This tutorial will present Leo Breiman's Random Forests and Jerome Friedman's TreeNet/MART (also known as TreeNet Stochastic Gradient Boosting). Random Forests and MART/TreeNet are new advances to classification and regression tree software, which enable the modeler to construct predictive models of extraordinary accuracy. Random Forest is a tree-based procedure that makes use of bootstrapping and random feature generation. In TreeNet, classification and regression models are built up gradually through a potentially large collection of small trees, each of which improves on its predecessors through an error-correcting strategy. This tutorial will: 1. Show how the software is used in solving real world data mining problems 2. Cover theory and discuss what is novel in the software 3. Cover implementation 4. Compare and contrast the two methodologies 5. Show where the software fits in terms of other data mining software like logistic regression, clustering, CART, etc. Prerequisites: While the course will be most valuable for those already familiar with decision trees it is intended to be accessible to anyone with experience with regression modeling or data mining.
	Rejoiner: Kathleen Wert, ASA