Tree regression models using statistical testing and mixed integer programming

نویسندگان

چکیده

Abstract Regression analysis is a statistical procedure that fits mathematical function to set of data in order capture the relationship between dependent and independent variables. In tree regression, structures are constructed by repeated splits input space into two subsets, creating if-then-else rules. Such models popular literature due their ability be computed quickly simple interpretations. This work introduces regression algorithm exploits an optimisation model existing method called Mathematical Programming Tree ( MPtree ) optimally split nodes subsets applies test assess quality partitioning. Additionally, approach splitting using multivariate decision rules explored this compared terms performance computational efficiency. Finally, novel introduced performs subset selection on each node select optimal variables considered for splitting, improves proposed algorithm.

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ژورنال

عنوان ژورنال: Computers & Industrial Engineering

سال: 2021

ISSN: ['0360-8352', '1879-0550']

DOI: https://doi.org/10.1016/j.cie.2020.107059