Making Tree Ensembles Interpretable: A Bayesian Model Selection Approach

By Satoshi Hara, Kohei Hayashi. 2016

100 citations recorded by the source corpus.

Tree ensembles, such as random forests and boosted trees, are renowned for their high prediction performance. However, their interpretability is critically limited due to the enormous complexity. In this study, we present a method to make a complex tree ensemble interpretable by simplifying the model. Specifically, we formalize the simplification of tree ensembles as a model selection problem. Given a complex tree ensemble, we aim at obtaining the simplest representation that is essentially equivalent to the original one. To this end, we derive a Bayesian model selection algorithm that optimizes the simplified model while maintaining the prediction performance. Our numerical experiments on several datasets showed that complicated tree ensembles were reasonably approximated as interpretable.

Subfields: Artificial Intelligence

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In Artificial Intelligence

  1. Longo Luca
  2. Giulia Vilone
  3. Sarah Tan
  4. Houtao Deng
  5. Maximilian Schiffer
  6. Thibaut Vidal
  7. Toni Pacheco
  8. Giles Hooker

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