Ensembles of Multi-Objective Decision Trees

Ensemble methods are able to improve the predictive performance of many base classifiers. Up till now, they have been applied to classifiers that predict a single target attribute. Given the non-trivial interactions that may occur among the different targets in multi-objective prediction tasks, it is unclear whether ensemble methods also improve the performance in this setting. In this paper, we consider two ensemble learning techniques, bagging and random forests, and apply them to multi-objective decision trees (MODTs), which are decision trees that predict multiple target attributes at once. We empirically investigate the performance of ensembles of MODTs. Our most important conclusions are: (1) ensembles of MODTs yield better predictive performance than MODTs, and (2) ensembles of MODTs are equally good, or better than ensembles of single-objective decision trees, i.e., a set of ensembles for each target. Moreover, ensembles of MODTs have smaller model size and are faster to learn than ensembles of single-objective decision trees.