A simple program consisting of if-else decisions (decision stumps) based on the features.

  • We can create a bunch of decision stumps and define a “score” for each possible rule.
    • An intuitive way of thinking about this is as classification accuracy: “if we use this rule, how many examples do we label correctly?”
    • We can create a tree using greedy recursive splitting: using a sequence of stumps to fit a tree
  • However, accuracy isn’t perfect. Sometimes splitting doesn’t immediately improve accuracy. We can get around this by generally selecting feature test that maximizes information gain
    • Entropy of set of data samples is defined as , where is the set of classes represented in and is the empirical distribution of class in .
    • Generally, select feature test that maximizes information gain:
Input: Vector y of length n with numbers {1,2,..k}
counts = zeros(k)
for i in 1:n
  counts[y[i]] += 1
entropy = 0
for c in 1:k
  prob = counts[c] / n
  entropy -= prob * log(prob)
return entropy

Tradeoffs

Advantages

  • Easy to implement
  • Interpretable
  • Learning is fast, prediction is very fast
  • Can elegantly handle a small number of missing values during training Disadvantages
  • Had to find optimal set of rules
  • Greedy splitting often not accurate, can require very deep trees
  • Can only express ‘and’ relations, not OR

Pseudocode for choosing decision stumps

// time complexity: O(ndk), O(nd) if k=1 (binary classifier)
decision_stump(feature matrix X, and label vector Y):
  compute error: number of times y_i does not equal most common value for feature j
  for each threshold t:
	  set y_yes to most common label of objects i satisfying rule (x_ij > t)
	  set y_no to most common label of objects i satisfying rule (x_ij <= t)
	  set y_pred[i] to be our preditions for each object i based on the rule
		  y_pred[i] = y_yes if satisfied, y_no otherwise
	  compute error e which is the number of objects where y_pred_i != y_i
	  store the rule (j, t, y_yes, y_no) if it has the lowest error so far
  return the best decision stump based on score