PRISMA: Improving Risk Estimation with Parallel Logistic Regression Trees
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Logistic regression is a very powerful method to estimate models with binary response variables. With the previously suggested combination of tree-based approaches with local, piecewise valid logistic regression models in the nodes, interactions between the covariates are directly conveyed by the tree and can be interpreted more easily. We show that the restriction of partitioning the feature space only at the single best attribute limits the overall estimation accuracy. Here we suggest Parallel RecursIve Search at Multiple Attributes (PRISMA) and demonstrate how the method can significantly improve risk estimation models in heart surgery and successfully perform a benchmark on three UCI data sets.
KeywordsRegression Tree Gain Ratio Node Model Split Criterion Proxy Node
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