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Thesis: "Model Correlation in Random Forests"

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Abstract

A Random Forest is an ensemble of randomised decision trees. How are differences between individual trees related to the performance of the forest? Despite their simplicity and success, it is not yet fully clear when and why Random Forests work well. We approach this problem from the general perspective of ensemble learning. Guided by the diversity decomposition of the ensemble error, we analyse the role of diversity in regression and classification ensembles and argue that this theory is particularly relevant to Random Forest ensembles. We provide a thorough introduction to the diversity theory and relate it to previous results on ensemble learning. We further link it theoretically to the recently developed notion of ensemble competence. Focusing on 0/1-classification, we explore methods to regulate diversity in Random Forests. We see that it is possible to obtain smaller and better Random Forest ensembles. We further propose a generalisation of a well-known diversity regularisation scheme for neural network ensembles.

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Thesis: "Model Correlation in Random Forests"

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