Regression Trees
28 Apr 2018Basic regression trees partition a data set into smaller groups and then fit a simple model (constant) for each subgroup. Unfortunately, a single tree model tends to be highly unstable and a poor predictor. However, by bootstrap aggregating (bagging) regression trees, this technique can become quite powerful and effective. Moreover, this provides the fundamental basis of more complex tree-based models such as random forests and gradient boosting machines. This latest tutorial will get you started with regression trees and bagging.