Performance and Interpretability Comparisons of Supervised Machine
Learning Algorithms: An Empirical Study
- URL: http://arxiv.org/abs/2204.12868v1
- Date: Wed, 27 Apr 2022 12:04:33 GMT
- Title: Performance and Interpretability Comparisons of Supervised Machine
Learning Algorithms: An Empirical Study
- Authors: Alice J. Liu, Linwei Hu, Jie Chen, Vijayan Nair
- Abstract summary: The paper is organized in a findings-based manner, with each section providing general conclusions.
Overall, XGB and FFNNs were competitive, with FFNNs showing better performance in smooth models.
RF did not perform well in general, confirming the findings in the literature.
- Score: 3.7881729884531805
- License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
- Abstract: This paper compares the performances of three supervised machine learning
algorithms in terms of predictive ability and model interpretation on
structured or tabular data. The algorithms considered were scikit-learn
implementations of extreme gradient boosting machines (XGB) and random forests
(RFs), and feedforward neural networks (FFNNs) from TensorFlow. The paper is
organized in a findings-based manner, with each section providing general
conclusions supported by empirical results from simulation studies that cover a
wide range of model complexity and correlation structures among predictors. We
considered both continuous and binary responses of different sample sizes.
Overall, XGB and FFNNs were competitive, with FFNNs showing better
performance in smooth models and tree-based boosting algorithms performing
better in non-smooth models. This conclusion held generally for predictive
performance, identification of important variables, and determining correct
input-output relationships as measured by partial dependence plots (PDPs).
FFNNs generally had less over-fitting, as measured by the difference in
performance between training and testing datasets. However, the difference with
XGB was often small. RFs did not perform well in general, confirming the
findings in the literature. All models exhibited different degrees of bias seen
in PDPs, but the bias was especially problematic for RFs. The extent of the
biases varied with correlation among predictors, response type, and data set
sample size. In general, tree-based models tended to over-regularize the fitted
model in the tails of predictor distributions. Finally, as to be expected,
performances were better for continuous responses compared to binary data and
with larger samples.
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