JSM Preliminary Online Program
This is the preliminary program for the 2009 Joint Statistical Meetings in Washington, DC.

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Activity Number: 453
Type: Invited
Date/Time: Wednesday, August 5, 2009 : 10:30 AM to 12:20 PM
Sponsor: IMS
Abstract - #303164
Title: Decision Trees and Gradient Boosting
Author(s): Jerome H. Friedman*+
Companies: Stanford University
Address: Sequoia Hall, Stanford, CA, 94305,
Keywords: classification ; regression ; data mining ; boosting ; decision trees
Abstract:

Boosted decision tree models have emerged as being among the most useful tools for predictive data mining (classification and regression). They are fast to compute allowing application to very large data sets. Their accuracy is competitive with the best customized problem specific approaches, while being fairly automatic to use (little tuning), and highly robust especially when applied to less than clean data. They also offer some interpretability of the resulting predictive model. This lecture will start with a brief description of (CART) decision trees, followed by an introduction to the basic concepts of gradient boosting. Issues specific to boosting decision trees are then discussed. Finally tools are presented for interpreting and visualizing these multiple additive regression tree (MART) models.


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