Building Trees for Probabilistic Prediction via Scoring Rules

• URL: http://arxiv.org/abs/2402.11052v1
• Date: Fri, 16 Feb 2024 20:04:13 GMT
• Title: Building Trees for Probabilistic Prediction via Scoring Rules
• Authors: Sara Shashaani, Ozge Surer, Matthew Plumlee, Seth Guikema
• Abstract summary: We study modifying a tree to produce nonparametric predictive distributions. We find the standard method for building trees may not result in good predictive distributions. We propose changing the splitting criteria for trees to one based on proper scoring rules.
• Score: 0.0
• License: http://arxiv.org/licenses/nonexclusive-distrib/1.0/
• Abstract: Decision trees built with data remain in widespread use for nonparametric prediction. Predicting probability distributions is preferred over point predictions when uncertainty plays a prominent role in analysis and decision-making. We study modifying a tree to produce nonparametric predictive distributions. We find the standard method for building trees may not result in good predictive distributions and propose changing the splitting criteria for trees to one based on proper scoring rules. Analysis of both simulated data and several real datasets demonstrates that using these new splitting criteria results in trees with improved predictive properties considering the entire predictive distribution.

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