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Fit binary regression decision tree

`tree = fitrtree(Tbl,ResponseVarName)`

`tree = fitrtree(Tbl,formula)`

`tree = fitrtree(Tbl,Y)`

`tree = fitrtree(X,Y)`

`tree = fitrtree(___,Name,Value)`

returns a regression tree based on the input variables (also known as
predictors, features, or attributes) in the table `tree`

= fitrtree(`Tbl`

,`ResponseVarName`

)`Tbl`

and
output (response) contained in `Tbl.ResponseVarName`

.
`tree`

is a binary tree where each branching node is
split based on the values of a column of `Tbl`

.

fits a tree with additional options specified by one or more
`tree`

= fitrtree(___,`Name,Value`

)`Name,Value`

pair arguments. For example, you can specify
observation weights or train a cross-validated model.

Load the sample data.

`load carsmall;`

Construct a regression tree using the sample data.

tree = fitrtree([Weight, Cylinders],MPG,... 'categoricalpredictors',2,'MinParentSize',20,... 'PredictorNames',{'W','C'})

tree = RegressionTree PredictorNames: {'W' 'C'} ResponseName: 'Y' CategoricalPredictors: 2 ResponseTransform: 'none' NumObservations: 94 Properties, Methods

Predict the mileage of 4,000-pound cars with 4, 6, and 8 cylinders.

mileage4K = predict(tree,[4000 4; 4000 6; 4000 8])

`mileage4K = `*3×1*
19.2778
19.2778
14.3889

You can control the depth of trees using the `MaxNumSplits`

, `MinLeafSize`

, or `MinParentSize`

name-value pair parameters. `fitrtree`

grows deep decision trees by default. You can grow shallower trees to reduce model complexity or computation time.

Load the `carsmall`

data set. Consider `Displacement`

, `Horsepower`

, and `Weight`

as predictors of the response `MPG`

.

```
load carsmall
X = [Displacement Horsepower Weight];
```

The default values of the tree-depth controllers for growing regression trees are:

`n - 1`

for`MaxNumSplits`

.`n`

is the training sample size.`1`

for`MinLeafSize`

.`10`

for`MinParentSize`

.

These default values tend to grow deep trees for large training sample sizes.

Train a regression tree using the default values for tree-depth control. Cross validate the model using 10-fold cross validation.

rng(1); % For reproducibility MdlDefault = fitrtree(X,MPG,'CrossVal','on');

Draw a histogram of the number of imposed splits on the trees. The number of imposed splits is one less than the number of leaves. Also, view one of the trees.

numBranches = @(x)sum(x.IsBranch); mdlDefaultNumSplits = cellfun(numBranches, MdlDefault.Trained); figure; histogram(mdlDefaultNumSplits)

view(MdlDefault.Trained{1},'Mode','graph')

The average number of splits is between 14 and 15.

Suppose that you want a regression tree that is not as complex (deep) as the ones trained using the default number of splits. Train another regression tree, but set the maximum number of splits at 7, which is about half the mean number of splits from the default regression tree. Cross validate the model using 10-fold cross validation.

Mdl7 = fitrtree(X,MPG,'MaxNumSplits',7,'CrossVal','on'); view(Mdl7.Trained{1},'Mode','graph')

Compare the cross validation MSEs of the models.

mseDefault = kfoldLoss(MdlDefault)

mseDefault = 27.7277

mse7 = kfoldLoss(Mdl7)

mse7 = 28.3833

`Mdl7`

is much less complex and performs only slightly worse than `MdlDefault`

.

This example shows how to optimize hyperparameters automatically using `fitrtree`

. The example uses the `carsmall`

data.

Load the `carsmall`

data.

`load carsmall`

Use `Weight`

and `Horsepower`

as predictors for `MPG`

. Find hyperparameters that minimize five-fold cross-validation loss by using automatic hyperparameter optimization.

For reproducibility, set the random seed and use the `'expected-improvement-plus'`

acquisition function.

X = [Weight,Horsepower]; Y = MPG; rng default Mdl = fitrtree(X,Y,'OptimizeHyperparameters','auto',... 'HyperparameterOptimizationOptions',struct('AcquisitionFunctionName',... 'expected-improvement-plus'))

|======================================================================================| | Iter | Eval | Objective | Objective | BestSoFar | BestSoFar | MinLeafSize | | | result | | runtime | (observed) | (estim.) | | |======================================================================================| | 1 | Best | 3.2818 | 0.60194 | 3.2818 | 3.2818 | 28 | | 2 | Accept | 3.4183 | 0.33542 | 3.2818 | 3.2888 | 1 | | 3 | Best | 3.1491 | 0.11185 | 3.1491 | 3.166 | 4 | | 4 | Best | 2.9885 | 0.1636 | 2.9885 | 2.9885 | 9 | | 5 | Accept | 2.9978 | 0.15673 | 2.9885 | 2.9885 | 7 | | 6 | Accept | 3.0203 | 0.076419 | 2.9885 | 3.0013 | 8 | | 7 | Accept | 2.9885 | 0.10924 | 2.9885 | 2.9981 | 9 | | 8 | Best | 2.9589 | 0.13676 | 2.9589 | 2.985 | 10 | | 9 | Accept | 3.0459 | 0.093613 | 2.9589 | 2.9895 | 12 | | 10 | Accept | 4.1881 | 0.37152 | 2.9589 | 2.9594 | 50 | | 11 | Accept | 3.4182 | 0.08656 | 2.9589 | 2.9594 | 2 | | 12 | Accept | 3.0376 | 0.11206 | 2.9589 | 2.9592 | 6 | | 13 | Accept | 3.1453 | 0.10622 | 2.9589 | 2.9856 | 19 | | 14 | Accept | 2.9589 | 0.18979 | 2.9589 | 2.9591 | 10 | | 15 | Accept | 2.9589 | 0.11187 | 2.9589 | 2.959 | 10 | | 16 | Accept | 2.9589 | 0.10653 | 2.9589 | 2.959 | 10 | | 17 | Accept | 3.3055 | 0.12168 | 2.9589 | 2.959 | 3 | | 18 | Accept | 3.4577 | 0.10159 | 2.9589 | 2.9589 | 37 | | 19 | Accept | 3.1584 | 0.10259 | 2.9589 | 2.9589 | 15 | | 20 | Accept | 3.107 | 0.12115 | 2.9589 | 2.9589 | 5 | |======================================================================================| | Iter | Eval | Objective | Objective | BestSoFar | BestSoFar | MinLeafSize | | | result | | runtime | (observed) | (estim.) | | |======================================================================================| | 21 | Accept | 3.0398 | 0.1579 | 2.9589 | 2.9589 | 23 | | 22 | Accept | 3.3226 | 0.097433 | 2.9589 | 2.9589 | 32 | | 23 | Accept | 3.1883 | 0.09351 | 2.9589 | 2.9589 | 17 | | 24 | Accept | 4.1881 | 0.11862 | 2.9589 | 2.9589 | 43 | | 25 | Accept | 3.0123 | 0.14938 | 2.9589 | 2.9589 | 11 | | 26 | Accept | 3.0932 | 0.12473 | 2.9589 | 2.9589 | 21 | | 27 | Accept | 3.078 | 0.12076 | 2.9589 | 2.9589 | 13 | | 28 | Accept | 3.2818 | 0.20263 | 2.9589 | 2.9589 | 25 | | 29 | Accept | 3.0992 | 0.22012 | 2.9589 | 2.9589 | 14 | | 30 | Accept | 3.4361 | 0.12022 | 2.9589 | 2.9589 | 34 | __________________________________________________________ Optimization completed. MaxObjectiveEvaluations of 30 reached. Total function evaluations: 30 Total elapsed time: 106.6212 seconds. Total objective function evaluation time: 4.7224 Best observed feasible point: MinLeafSize ___________ 10 Observed objective function value = 2.9589 Estimated objective function value = 2.9589 Function evaluation time = 0.13676 Best estimated feasible point (according to models): MinLeafSize ___________ 10 Estimated objective function value = 2.9589 Estimated function evaluation time = 0.13835

Mdl = RegressionTree ResponseName: 'Y' CategoricalPredictors: [] ResponseTransform: 'none' NumObservations: 94 HyperparameterOptimizationResults: [1x1 BayesianOptimization] Properties, Methods

Load the `carsmall`

data set. Consider a model that predicts the mean fuel economy of a car given its acceleration, number of cylinders, engine displacement, horsepower, manufacturer, model year, and weight. Consider `Cylinders`

, `Mfg`

, and `Model_Year`

as categorical variables.

load carsmall Cylinders = categorical(Cylinders); Mfg = categorical(cellstr(Mfg)); Model_Year = categorical(Model_Year); X = table(Acceleration,Cylinders,Displacement,Horsepower,Mfg,... Model_Year,Weight,MPG);

Display the number of categories represented in the categorical variables.

numCylinders = numel(categories(Cylinders))

numCylinders = 3

numMfg = numel(categories(Mfg))

numMfg = 28

numModelYear = numel(categories(Model_Year))

numModelYear = 3

Because there are 3 categories only in `Cylinders`

and `Model_Year`

, the standard CART, predictor-splitting algorithm prefers splitting a continuous predictor over these two variables.

Train a regression tree using the entire data set. To grow unbiased trees, specify usage of the curvature test for splitting predictors. Because there are missing values in the data, specify usage of surrogate splits.

Mdl = fitrtree(X,'MPG','PredictorSelection','curvature','Surrogate','on');

Estimate predictor importance values by summing changes in the risk due to splits on every predictor and dividing the sum by the number of branch nodes. Compare the estimates using a bar graph.

imp = predictorImportance(Mdl); figure; bar(imp); title('Predictor Importance Estimates'); ylabel('Estimates'); xlabel('Predictors'); h = gca; h.XTickLabel = Mdl.PredictorNames; h.XTickLabelRotation = 45; h.TickLabelInterpreter = 'none';

In this case, `Displacement`

is the most important predictor, followed by `Horsepower`

.

`Tbl`

— Sample datatable

Sample data used to train the model, specified as a table. Each row of `Tbl`

corresponds to one observation, and each column corresponds to one predictor variable.
Optionally, `Tbl`

can contain one additional column for the response
variable. Multicolumn variables and cell arrays other than cell arrays of character
vectors are not allowed.

If `Tbl`

contains the response variable, and you want to use all remaining
variables in `Tbl`

as predictors, then specify the response variable by
using `ResponseVarName`

.

If `Tbl`

contains the response variable, and you want to use only a subset of
the remaining variables in `Tbl`

as predictors, then specify a formula
by using `formula`

.

If `Tbl`

does not contain the response variable, then specify a response
variable by using `Y`

. The length of the response variable and the
number of rows in `Tbl`

must be equal.

**Tipos de datos: **`table`

`ResponseVarName`

— Response variable namename of variable in

`Tbl`

Response variable name, specified as the name of a variable in
`Tbl`

. The response variable must be a numeric vector.

You must specify `ResponseVarName`

as a character vector or string
scalar. For example, if `Tbl`

stores the response variable
`Y`

as `Tbl.Y`

, then specify it as
`'Y'`

. Otherwise, the software treats all columns of
`Tbl`

, including `Y`

, as predictors when
training the model.

**Tipos de datos: **`char`

| `string`

`formula`

— Explanatory model of response and subset of predictor variablescharacter vector | string scalar

Explanatory model of the response and a subset of the predictor variables, specified as a
character vector or string scalar in the form of `'Y~X1+X2+X3'`

. In
this form, `Y`

represents the response variable, and
`X1`

, `X2`

, and `X3`

represent
the predictor variables. The variables must be variable names in `Tbl`

(`Tbl.Properties.VariableNames`

).

To specify a subset of variables in `Tbl`

as
predictors for training the model, use a formula. If you specify a
formula, then the software does not use any variables in `Tbl`

that
do not appear in `formula`

.

**Tipos de datos: **`char`

| `string`

`Y`

— Response datanumeric column vector

Response data, specified as a numeric column vector with the
same number of rows as `X`

. Each entry in `Y`

is
the response to the data in the corresponding row of `X`

.

The software considers `NaN`

values in `Y`

to
be missing values. `fitrtree`

does not use observations
with missing values for `Y`

in the fit.

**Tipos de datos: **`single`

| `double`

`X`

— Predictor datanumeric matrix

Predictor data, specified as numeric matrix. Each column of `X`

represents
one variable, and each row represents one observation.

`fitrtree`

considers `NaN`

values
in `X`

as missing values. `fitrtree`

does
not use observations with all missing values for `X`

the
fit. `fitrtree`

uses observations with some missing
values for `X`

to find splits on variables for which
these observations have valid values.

**Tipos de datos: **`single`

| `double`

Specify optional
comma-separated pairs of `Name,Value`

arguments. `Name`

is
the argument name and `Value`

is the corresponding value.
`Name`

must appear inside quotes. You can specify several name and value
pair arguments in any order as `Name1,Value1,...,NameN,ValueN`

.

`'CrossVal','on','MinParentSize',30`

specifies a
cross-validated regression tree with a minimum of 30 observations per branch
node.You cannot use any cross-validation name-value pair argument along with the
`'OptimizeHyperparameters'`

name-value pair argument. You can modify
the cross-validation for `'OptimizeHyperparameters'`

only by using the
`'HyperparameterOptimizationOptions'`

name-value pair
argument.

`'CategoricalPredictors'`

— Categorical predictors listvector of positive integers | logical vector | character matrix | string array | cell array of character vectors |

`'all'`

Categorical predictors
list, specified as the comma-separated pair consisting of
`'CategoricalPredictors'`

and one of the values in this table.

Value | Description |
---|---|

Vector of positive integers | An entry in the vector is the index value corresponding to the column of the
predictor data (`X` or `Tbl` ) that contains a
categorical variable. |

Logical vector | A `true` entry means that the corresponding column of predictor
data (`X` or `Tbl` ) is a categorical
variable. |

Character matrix | Each row of the matrix is the name of a predictor variable. The names must match
the entries in `PredictorNames` . Pad the names with extra blanks so
each row of the character matrix has the same length. |

String array or cell array of character vectors | Each element in the array is the name of a predictor variable. The names must match
the entries in `PredictorNames` . |

'all' | All predictors are categorical. |

By default, if the
predictor data is in a table (`Tbl`

), `fitrtree`

assumes that a variable is categorical if it contains logical values, categorical values, a
string array, or a cell array of character vectors. If the predictor data is a matrix
(`X`

), `fitrtree`

assumes all predictors are
continuous. To identify any categorical predictors when the data is a matrix, use the `'CategoricalPredictors'`

name-value pair
argument.

**Ejemplo: **`'CategoricalPredictors','all'`

**Tipos de datos: **`single`

| `double`

| `logical`

| `char`

| `string`

| `cell`

`'MergeLeaves'`

— Leaf merge flag`'on'`

(predeterminado) | `'off'`

Leaf merge flag, specified as the comma-separated pair consisting of
`'MergeLeaves'`

and `'on'`

or
`'off'`

.

If `MergeLeaves`

is `'on'`

, then
`fitrtree`

:

Merges leaves that originate from the same parent node, and that yields a sum of risk values greater or equal to the risk associated with the parent node

Estimates the optimal sequence of pruned subtrees, but does not prune the regression tree

Otherwise, `fitrtree`

does not
merge leaves.

**Ejemplo: **`'MergeLeaves','off'`

`'MinParentSize'`

— Minimum number of branch node observations`10`

(predeterminado) | positive integer valueMinimum number of branch node observations, specified as the
comma-separated pair consisting of `'MinParentSize'`

and a positive integer value. Each branch node in the tree has at least
`MinParentSize`

observations. If you supply both
`MinParentSize`

and `MinLeafSize`

,
`fitrtree`

uses the setting
that gives larger leaves: ```
MinParentSize =
max(MinParentSize,2*MinLeafSize)
```

.

**Ejemplo: **`'MinParentSize',8`

**Tipos de datos: **`single`

| `double`

`'PredictorNames'`

— Predictor variable namesstring array of unique names | cell array of unique character vectors

Predictor variable names, specified as the comma-separated pair consisting of
`'PredictorNames'`

and a string array of unique names or cell array
of unique character vectors. The functionality of `'PredictorNames'`

depends on the way you supply the training data.

If you supply

`X`

and`Y`

, then you can use`'PredictorNames'`

to give the predictor variables in`X`

names.The order of the names in

`PredictorNames`

must correspond to the column order of`X`

. That is,`PredictorNames{1}`

is the name of`X(:,1)`

,`PredictorNames{2}`

is the name of`X(:,2)`

, and so on. Also,`size(X,2)`

and`numel(PredictorNames)`

must be equal.By default,

`PredictorNames`

is`{'x1','x2',...}`

.

If you supply

`Tbl`

, then you can use`'PredictorNames'`

to choose which predictor variables to use in training. That is,`fitrtree`

uses only the predictor variables in`PredictorNames`

and the response variable in training.`PredictorNames`

must be a subset of`Tbl.Properties.VariableNames`

and cannot include the name of the response variable.By default,

`PredictorNames`

contains the names of all predictor variables.It is a good practice to specify the predictors for training using either

`'PredictorNames'`

or`formula`

only.

**Ejemplo: **`'PredictorNames',{'SepalLength','SepalWidth','PetalLength','PetalWidth'}`

**Tipos de datos: **`string`

| `cell`

`'PredictorSelection'`

— Algorithm used to select the best split predictor`'allsplits'`

(predeterminado) | `'curvature'`

| `'interaction-curvature'`

Algorithm used to select the best split predictor at each node,
specified as the comma-separated pair consisting of
`'PredictorSelection'`

and a value in this
table.

Value | Description |
---|---|

`'allsplits'` |
Standard CART — Selects the split predictor that maximizes the split-criterion gain over all possible splits of all predictors [1]. |

`'curvature'` | Curvature test — Selects the split
predictor that minimizes the
p-value of chi-square tests of
independence between each predictor and the response
[2]. Training speed is similar to standard
CART. |

`'interaction-curvature'` | Interaction test — Chooses the
split predictor that minimizes the
p-value of chi-square tests of
independence between each predictor and the response
(that is, conducts curvature tests), and that
minimizes the p-value of a
chi-square test of independence between each pair of
predictors and response [2]. Training speed can be slower than standard
CART. |

For `'curvature'`

and
`'interaction-curvature'`

, if all tests yield
*p*-values greater than 0.05, then
`fitrtree`

stops splitting nodes.

Standard CART tends to select split predictors containing many distinct values, e.g., continuous variables, over those containing few distinct values, e.g., categorical variables [3]. Consider specifying the curvature or interaction test if any of the following are true:

If there are predictors that have relatively fewer distinct values than other predictors, for example, if the predictor data set is heterogeneous.

If an analysis of predictor importance is your goal. For more on predictor importance estimation, see

`predictorImportance`

.

Trees grown using standard CART are not sensitive to predictor variable interactions. Also, such trees are less likely to identify important variables in the presence of many irrelevant predictors than the application of the interaction test. Therefore, to account for predictor interactions and identify importance variables in the presence of many irrelevant variables, specify the interaction test .

Prediction speed is unaffected by the value of

`'PredictorSelection'`

.

For details on how `fitrtree`

selects split
predictors, see Node Splitting Rules.

**Ejemplo: **`'PredictorSelection','curvature'`

`'Prune'`

— Flag to estimate optimal sequence of pruned subtrees`'on'`

(predeterminado) | `'off'`

Flag to estimate the optimal sequence of pruned subtrees, specified as
the comma-separated pair consisting of `'Prune'`

and
`'on'`

or `'off'`

.

If `Prune`

is `'on'`

, then
`fitrtree`

grows the regression tree and
estimates the optimal sequence of pruned subtrees, but does not prune
the regression tree. Otherwise, `fitrtree`

grows
the regression tree without estimating the optimal sequence of pruned
subtrees.

To prune a trained regression tree, pass the regression tree to
`prune`

.

**Ejemplo: **`'Prune','off'`

`'PruneCriterion'`

— Pruning criterion`'mse'`

(predeterminado)Pruning criterion, specified as the comma-separated pair consisting of
`'PruneCriterion'`

and
`'mse'`

.

`'QuadraticErrorTolerance'`

— Quadratic error tolerance`1e-6`

(predeterminado) | positive scalar valueQuadratic error tolerance per node, specified as the comma-separated
pair consisting of `'QuadraticErrorTolerance'`

and a
positive scalar value. Splitting nodes stops when quadratic error per
node drops below `QuadraticErrorTolerance*QED`

, where
`QED`

is the quadratic error for the entire data
computed before the decision tree is grown.

**Ejemplo: **`'QuadraticErrorTolerance',1e-4`

`'ResponseName'`

— Response variable name`'Y'`

(predeterminado) | character vector | string scalarResponse variable name, specified as the comma-separated pair consisting of
`'ResponseName'`

and a character vector or string scalar.

If you supply

`Y`

, then you can use`'ResponseName'`

to specify a name for the response variable.If you supply

`ResponseVarName`

or`formula`

, then you cannot use`'ResponseName'`

.

**Ejemplo: **`'ResponseName','response'`

**Tipos de datos: **`char`

| `string`

`'ResponseTransform'`

— Response transformation`'none'`

(predeterminado) | function handleResponse transformation, specified as the comma-separated pair consisting of
`'ResponseTransform'`

and either `'none'`

or a
function handle. The default is `'none'`

, which means
`@(y)y`

, or no transformation. For a MATLAB^{®}
function or a function you define, use its function handle. The function
handle must accept a vector (the original response values) and return a vector of the
same size (the transformed response values).

**Ejemplo: **Suppose you create a function handle that applies an exponential
transformation to an input vector by using `myfunction = @(y)exp(y)`

.
Then, you can specify the response transformation as
`'ResponseTransform',myfunction`

.

**Tipos de datos: **`char`

| `string`

| `function_handle`

`'SplitCriterion'`

— Split criterion`'MSE'`

(predeterminado)Split criterion, specified as the comma-separated pair consisting of
`'SplitCriterion'`

and `'MSE'`

,
meaning mean squared error.

**Ejemplo: **`'SplitCriterion','MSE'`

`'Surrogate'`

— Surrogate decision splits flag`'off'`

(predeterminado) | `'on'`

| `'all'`

| positive integerSurrogate decision splits flag, specified as the comma-separated pair
consisting of `'Surrogate'`

and
`'on'`

, `'off'`

,
`'all'`

, or a positive integer.

When

`'on'`

,`fitrtree`

finds at most 10 surrogate splits at each branch node.When set to a positive integer,

`fitrtree`

finds at most the specified number of surrogate splits at each branch node.When set to

`'all'`

,`fitrtree`

finds all surrogate splits at each branch node. The`'all'`

setting can use much time and memory.

Use surrogate splits to improve the accuracy of predictions for data with missing values. The setting also enables you to compute measures of predictive association between predictors.

**Ejemplo: **`'Surrogate','on'`

**Tipos de datos: **`single`

| `double`

| `char`

| `string`

`'Weights'`

— Observation weights`ones(size(X,1),1)`

(predeterminado) | vector of scalar values | name of variable in `Tbl`

Observation weights, specified as the comma-separated pair consisting
of `'Weights'`

and a vector of scalar values or the
name of a variable in `Tbl`

. The software weights the
observations in each row of `X`

or
`Tbl`

with the corresponding value in
`Weights`

. The size of `Weights`

must equal the number of rows in `X`

or
`Tbl`

.

If you specify the input data as a table `Tbl`

, then
`Weights`

can be the name of a variable in
`Tbl`

that contains a numeric vector. In this case,
you must specify `Weights`

as a character vector or
string scalar. For example, if weights vector `W`

is
stored as `Tbl.W`

, then specify it as
`'W'`

. Otherwise, the software treats all columns
of `Tbl`

, including `W`

, as predictors
when training the model.

`fitrtree`

normalizes the
weights in each class to add up to 1.

**Tipos de datos: **`single`

| `double`

| `char`

| `string`

`'CrossVal'`

— Cross-validation flag`'off'`

(predeterminado) | `'on'`

Cross-validation flag, specified as the comma-separated pair
consisting of `'CrossVal'`

and either
`'on'`

or `'off'`

.

If `'on'`

, `fitrtree`

grows a
cross-validated decision tree with 10 folds. You can override this
cross-validation setting using one of the `'KFold'`

,
`'Holdout'`

, `'Leaveout'`

, or
`'CVPartition'`

name-value pair arguments. You can
only use one of these four options (`'KFold'`

,
`'Holdout'`

, `'Leaveout'`

, or
`'CVPartition'`

) at a time when creating a
cross-validated tree.

Alternatively, cross-validate `tree`

later using
the `crossval`

method.

**Ejemplo: **`'CrossVal','on'`

`'CVPartition'`

— Partition for cross-validation tree`cvpartition`

objectPartition for cross-validated tree, specified as the comma-separated
pair consisting of `'CVPartition'`

and an object
created using `cvpartition`

.

If you use `'CVPartition'`

, you cannot use any of the
`'KFold'`

, `'Holdout'`

, or
`'Leaveout'`

name-value pair arguments.

`'Holdout'`

— Fraction of data for holdout validation`0`

(predeterminado) | scalar value in the range `[0,1]`

Fraction of data used for holdout validation, specified as the
comma-separated pair consisting of `'Holdout'`

and a
scalar value in the range `[0,1]`

. Holdout validation
tests the specified fraction of the data, and uses the rest of the data
for training.

If you use `'Holdout'`

, you cannot use any of the
`'CVPartition'`

, `'KFold'`

, or
`'Leaveout'`

name-value pair arguments.

**Ejemplo: **`'Holdout',0.1`

**Tipos de datos: **`single`

| `double`

`'KFold'`

— Number of folds`10`

(predeterminado) | positive integer greater than 1Number of folds to use in a cross-validated tree, specified as the
comma-separated pair consisting of `'KFold'`

and a
positive integer value greater than 1.

If you use `'KFold'`

, you cannot use any of the
`'CVPartition'`

, `'Holdout'`

, or
`'Leaveout'`

name-value pair arguments.

**Ejemplo: **`'KFold',8`

**Tipos de datos: **`single`

| `double`

`'Leaveout'`

— Leave-one-out cross-validation flag`'off'`

(predeterminado) | `'on'`

Leave-one-out cross-validation flag, specified as the comma-separated
pair consisting of `'Leaveout'`

and either
`'on'`

or `'off`

. Use
leave-one-out cross validation by setting to
`'on'`

.

If you use `'Leaveout'`

, you cannot use any of the
`'CVPartition'`

, `'Holdout'`

, or
`'KFold'`

name-value pair arguments.

**Ejemplo: **`'Leaveout','on'`

`'MaxNumSplits'`

— Maximal number of decision splits`size(X,1) - 1`

(predeterminado) | positive integerMaximal number of decision splits (or branch nodes), specified as the
comma-separated pair consisting of `'MaxNumSplits'`

and
a positive integer. `fitrtree`

splits
`MaxNumSplits`

or fewer branch nodes. For more
details on splitting behavior, see Tree Depth Control.

**Ejemplo: **`'MaxNumSplits',5`

**Tipos de datos: **`single`

| `double`

`'MinLeafSize'`

— Minimum number of leaf node observations`1`

(predeterminado) | positive integer valueMinimum number of leaf node observations, specified as the
comma-separated pair consisting of `'MinLeafSize'`

and
a positive integer value. Each leaf has at least
`MinLeafSize`

observations per tree leaf. If you
supply both `MinParentSize`

and
`MinLeafSize`

, `fitrtree`

uses
the setting that gives larger leaves: ```
MinParentSize =
max(MinParentSize,2*MinLeafSize)
```

.

**Ejemplo: **`'MinLeafSize',3`

**Tipos de datos: **`single`

| `double`

`'NumVariablesToSample'`

— Number of predictors for split`'all'`

(predeterminado) | positive integer valueNumber of predictors to select at random for each split, specified as
the comma-separated pair consisting of
`'NumVariablesToSample'`

and a positive integer
value. You can also specify `'all'`

to use all
available predictors.

**Ejemplo: **`'NumVariablesToSample',3`

**Tipos de datos: **`single`

| `double`

`'OptimizeHyperparameters'`

— Parameters to optimize`'none'`

(predeterminado) | `'auto'`

| `'all'`

| string array or cell array of eligible parameter names | vector of `optimizableVariable`

objectsParameters to optimize, specified as the comma-separated pair
consisting of `'OptimizeHyperparameters'`

and one of
the following:

`'none'`

— Do not optimize.`'auto'`

— Use`{'MinLeafSize'}`

.`'all'`

— Optimize all eligible parameters.String array or cell array of eligible parameter names.

Vector of

`optimizableVariable`

objects, typically the output of`hyperparameters`

.

The optimization attempts to minimize the cross-validation loss
(error) for `fitrtree`

by varying the parameters.
To control the cross-validation type and other aspects of the
optimization, use the
`HyperparameterOptimizationOptions`

name-value
pair.

`'OptimizeHyperparameters'`

values override any values you set using
other name-value pair arguments. For example, setting
`'OptimizeHyperparameters'`

to `'auto'`

causes the
`'auto'`

values to apply.

The eligible parameters for `fitrtree`

are:

`MaxNumSplits`

—`fitrtree`

searches among integers, by default log-scaled in the range`[1,max(2,NumObservations-1)]`

.`MinLeafSize`

—`fitrtree`

searches among integers, by default log-scaled in the range`[1,max(2,floor(NumObservations/2))]`

.`NumVariablesToSample`

—`fitrtree`

does not optimize over this hyperparameter. If you pass`NumVariablesToSample`

as a parameter name,`fitrtree`

simply uses the full number of predictors. However,`fitrensemble`

does optimize over this hyperparameter.

Set nondefault parameters by passing a vector of
`optimizableVariable`

objects that have nondefault
values. For example,

load carsmall params = hyperparameters('fitrtree',[Horsepower,Weight],MPG); params(1).Range = [1,30];

Pass `params`

as the value of
`OptimizeHyperparameters`

.

By default, iterative display appears at the command line, and
plots appear according to the number of hyperparameters in the optimization. For the
optimization and plots, the objective function is log(1 + cross-validation loss) for regression and the misclassification rate for classification. To control
the iterative display, set the `Verbose`

field of the
`'HyperparameterOptimizationOptions'`

name-value pair argument. To
control the plots, set the `ShowPlots`

field of the
`'HyperparameterOptimizationOptions'`

name-value pair argument.

For an example, see Optimize Regression Tree.

**Ejemplo: **`'auto'`

`'HyperparameterOptimizationOptions'`

— Options for optimizationstructure

Options for optimization, specified as the comma-separated pair consisting of
`'HyperparameterOptimizationOptions'`

and a structure. This
argument modifies the effect of the `OptimizeHyperparameters`

name-value pair argument. All fields in the structure are optional.

Field Name | Values | Default |
---|---|---|

`Optimizer` | `'bayesopt'` — Use Bayesian optimization. Internally, this setting calls`bayesopt` .`'gridsearch'` — Use grid search with`NumGridDivisions` values per dimension.`'randomsearch'` — Search at random among`MaxObjectiveEvaluations` points.
| `'bayesopt'` |

`AcquisitionFunctionName` |
`'expected-improvement-per-second-plus'` `'expected-improvement'` `'expected-improvement-plus'` `'expected-improvement-per-second'` `'lower-confidence-bound'` `'probability-of-improvement'`
For details, see the
| `'expected-improvement-per-second-plus'` |

`MaxObjectiveEvaluations` | Maximum number of objective function evaluations. | `30` for `'bayesopt'` or `'randomsearch'` , and the entire grid for `'gridsearch'` |

`MaxTime` | Time limit, specified as a positive real. The time limit is in seconds, as measured by | `Inf` |

`NumGridDivisions` | For `'gridsearch'` , the number of values in each dimension. The value can be
a vector of positive integers giving the number of
values for each dimension, or a scalar that
applies to all dimensions. This field is ignored
for categorical variables. | `10` |

`ShowPlots` | Logical value indicating whether to show plots. If `true` , this field plots
the best objective function value against the
iteration number. If there are one or two
optimization parameters, and if
`Optimizer` is
`'bayesopt'` , then
`ShowPlots` also plots a model of
the objective function against the
parameters. | `true` |

`SaveIntermediateResults` | Logical value indicating whether to save results when `Optimizer` is
`'bayesopt'` . If
`true` , this field overwrites a
workspace variable named
`'BayesoptResults'` at each
iteration. The variable is a `BayesianOptimization` object. | `false` |

`Verbose` | Display to the command line. `0` — No iterative display`1` — Iterative display`2` — Iterative display with extra information
For details, see the
| `1` |

`UseParallel` | Logical value indicating whether to run Bayesian optimization in parallel, which requires Parallel Computing Toolbox™ . For details, see Parallel Bayesian Optimization. | `false` |

`Repartition` | Logical value indicating whether to repartition the cross-validation at every iteration. If
| `false` |

Use no more than one of the following three field names. | ||

`CVPartition` | A `cvpartition` object, as created by `cvpartition` . | `'Kfold',5` if you do not specify any
cross-validation field |

`Holdout` | A scalar in the range `(0,1)` representing the holdout fraction. | |

`Kfold` | An integer greater than 1. |

**Ejemplo: **`'HyperparameterOptimizationOptions',struct('MaxObjectiveEvaluations',60)`

**Tipos de datos: **`struct`

`tree`

— Regression treeregression tree object

Regression tree, returned as a regression tree object. Using the
`'Crossval'`

, `'KFold'`

,
`'Holdout'`

, `'Leaveout'`

, or
`'CVPartition'`

options results in a tree of class
`RegressionPartitionedModel`

. You
cannot use a partitioned tree for prediction, so this kind of tree does not
have a `predict`

method.

Otherwise, `tree`

is of class `RegressionTree`

, and you can use
the `predict`

method to make
predictions.

The *curvature test* is
a statistical test assessing the null hypothesis that two variables
are unassociated.

The curvature test between predictor variable *x* and *y* is
conducted using this process.

If

*x*is continuous, then partition it into its quartiles. Create a nominal variable that bins observations according to which section of the partition they occupy. If there are missing values, then create an extra bin for them.For each level in the partitioned predictor

*j*= 1...*J*and class in the response*k*= 1,...,*K*, compute the weighted proportion of observations in class*k*$${\widehat{\pi}}_{jk}={\displaystyle \sum _{i=1}^{n}I\{{y}_{i}=k\}}{w}_{i}.$$

*w*is the weight of observation_{i}*i*, $$\sum {w}_{i}}=1$$,*I*is the indicator function, and*n*is the sample size. If all observations have the same weight, then $${\widehat{\pi}}_{jk}=\frac{{n}_{jk}}{n}$$, where*n*is the number of observations in level_{jk}*j*of the predictor that are in class*k*.Compute the test statistic

$$t=n{\displaystyle \sum _{k=1}^{K}{\displaystyle \sum _{j=1}^{J}\frac{{\left({\widehat{\pi}}_{jk}-{\widehat{\pi}}_{j+}{\widehat{\pi}}_{+k}\right)}^{2}}{{\widehat{\pi}}_{j+}{\widehat{\pi}}_{+k}}}}$$

$${\widehat{\pi}}_{j+}={\displaystyle \sum _{k}{\widehat{\pi}}_{jk}}$$, that is, the marginal probability of observing the predictor at level

*j*. $${\widehat{\pi}}_{+k}={\displaystyle \sum _{j}{\widehat{\pi}}_{jk}}$$, that is the marginal probability of observing class*k*. If*n*is large enough, then*t*is distributed as a*χ*^{2}with (*K*– 1)(*J*– 1) degrees of freedom.If the

*p*-value for the test is less than 0.05, then reject the null hypothesis that there is no association between*x*and*y*.

When determining the best split predictor at each node, the standard CART algorithm prefers to select continuous predictors that have many levels. Sometimes, such a selection can be spurious and can also mask more important predictors that have fewer levels, such as categorical predictors.

The curvature test can be applied instead of standard CART to
determine the best split predictor at each node. In that case, the
best split predictor variable is the one that minimizes the significant *p*-values
(those less than 0.05) of curvature tests between each predictor and
the response variable. Such a selection is robust to the number of
levels in individual predictors.

For more details on how the curvature test applies to growing regression trees, see Node Splitting Rules and [3].

The *interaction test* is a statistical test
that assesses the null hypothesis that there is no interaction between a pair of
predictor variables and the response variable.

The interaction test assessing the association between predictor variables
*x*_{1} and
*x*_{2} with respect to
*y* is conducted using this process.

If

*x*_{1}or*x*_{2}is continuous, then partition that variable into its quartiles. Create a nominal variable that bins observations according to which section of the partition they occupy. If there are missing values, then create an extra bin for them.Create the nominal variable

*z*with*J*=*J*_{1}*J*_{2}levels that assigns an index to observation*i*according to which levels of*x*_{1}and*x*_{2}it belongs. Remove any levels of*z*that do not correspond to any observations.Conduct a curvature test between

*z*and*y*.

When growing decision trees, if there are important interactions between pairs of predictors, but there are also many other less important predictors in the data, then standard CART tends to miss the important interactions. However, conducting curvature and interaction tests for predictor selection instead can improve detection of important interactions, which can yield more accurate decision trees.

For more details on how the interaction test applies to growing decision trees, see Curvature Test, Node Splitting Rules and [2].

The *predictive measure of association* is
a value that indicates the similarity between decision rules that
split observations. Among all possible decision splits that are compared
to the optimal split (found by growing the tree), the best surrogate decision
split yields the maximum predictive measure of association.
The second-best surrogate split has the second-largest predictive
measure of association.

Suppose *x _{j}* and

$${\lambda}_{jk}=\frac{\text{min}\left({P}_{L},{P}_{R}\right)-\left(1-{P}_{{L}_{j}{L}_{k}}-{P}_{{R}_{j}{R}_{k}}\right)}{\text{min}\left({P}_{L},{P}_{R}\right)}.$$

*P*is the proportion of observations in node_{L}*t*, such that*x*<_{j}*u*. The subscript*L*stands for the left child of node*t*.*P*is the proportion of observations in node_{R}*t*, such that*x*≥_{j}*u*. The subscript*R*stands for the right child of node*t*.$${P}_{{L}_{j}{L}_{k}}$$ is the proportion of observations at node

*t*, such that*x*<_{j}*u*and*x*<_{k}*v*.$${P}_{{R}_{j}{R}_{k}}$$ is the proportion of observations at node

*t*, such that*x*≥_{j}*u*and*x*≥_{k}*v*.Observations with missing values for

*x*or_{j}*x*do not contribute to the proportion calculations._{k}

*λ _{jk}* is a value
in (–∞,1]. If

A *surrogate decision split* is an alternative
to the optimal decision split at a given node in a decision tree.
The optimal split is found by growing the tree; the surrogate split
uses a similar or correlated predictor variable and split criterion.

When the value of the optimal split predictor for an observation is missing, the observation is sent to the left or right child node using the best surrogate predictor. When the value of the best surrogate split predictor for the observation is also missing, the observation is sent to the left or right child node using the second-best surrogate predictor, and so on. Candidate splits are sorted in descending order by their predictive measure of association.

By default,

`Prune`

is`'on'`

. However, this specification does not prune the regression tree. To prune a trained regression tree, pass the regression tree to`prune`

.After training a model, you can generate C/C++ code that predicts responses for new data. Generating C/C++ code requires MATLAB Coder™ . For details, see Introduction to Code Generation.

`fitrtree`

uses these processes to determine how to split
node *t*.

For standard CART (that is, if

`PredictorSelection`

is`'allpairs'`

) and for all predictors*x*,_{i}*i*= 1,...,*p*:`fitrtree`

computes the weighted, mean-square error (MSE) of the responses in node*t*using$${\epsilon}_{t}={\displaystyle \sum _{j\in T}{w}_{j}}{\left({y}_{j}-{\overline{y}}_{t}\right)}^{2}.$$

*w*is the weight of observation_{j}*j*, and*T*is the set of all observation indices in node*t*. If you do not specify`Weights`

, then*w*= 1/_{j}*n*, where*n*is the sample size.`fitrtree`

estimates the probability that an observation is in node*t*using$$P\left(T\right)={\displaystyle \sum _{j\in T}{w}_{j}}.$$

`fitrtree`

sorts*x*in ascending order. Each element of the sorted predictor is a splitting candidate or cut point._{i}`fitrtree`

records any indices corresponding to missing values in the set*T*, which is the unsplit set._{U}`fitrtree`

determines the best way to split node*t*using*x*by maximizing the reduction in MSE (Δ_{i}*I*) over all splitting candidates. That is, for all splitting candidates in*x*:_{i}`fitrtree`

splits the observations in node*t*into left and right child nodes (*t*and_{L}*t*, respectively)._{R}`fitrtree`

computes Δ*I*. Suppose that for a particular splitting candidate,*t*and_{L}*t*contain observation indices in the sets_{R}*T*and_{L}*T*, respectively._{R}If

*x*does not contain any missing values, then the reduction in MSE for the current splitting candidate is_{i}$$\Delta I=P\left(T\right){\epsilon}_{t}-P\left({T}_{L}\right){\epsilon}_{{t}_{L}}-P\left({T}_{R}\right){\epsilon}_{{t}_{R}}.$$

If

*x*contains missing values, then, assuming that the observations are missing at random, the reduction in MSE is_{i}$$\Delta {I}_{U}=P\left(T-{T}_{U}\right){\epsilon}_{t}-P\left({T}_{L}\right){\epsilon}_{{t}_{L}}-P\left({T}_{R}\right){\epsilon}_{{t}_{R}}.$$

*T*–*T*is the set of all observation indices in node_{U}*t*that are not missing.If you use surrogate decision splits, then:

`fitrtree`

computes the predictive measures of association between the decision split*x*<_{j}*u*and all possible decision splits*x*<_{k}*v*,*j*≠*k*.`fitrtree`

sorts the possible alternative decision splits in descending order by their predictive measure of association with the optimal split. The surrogate split is the decision split yielding the largest measure.`fitrtree`

decides the child node assignments for observations with a missing value for*x*using the surrogate split. If the surrogate predictor also contains a missing value, then_{i}`fitrtree`

uses the decision split with the second largest measure, and so on, until there are no other surrogates. It is possible for`fitrtree`

to split two different observations at node*t*using two different surrogate splits. For example, suppose the predictors*x*_{1}and*x*_{2}are the best and second best surrogates, respectively, for the predictor*x*,_{i}*i*∉ {1,2}, at node*t*. If observation*m*of predictor*x*is missing (i.e.,_{i}*x*is missing), but_{mi}*x*_{m1}is not missing, then*x*_{1}is the surrogate predictor for observation*x*. If observations_{mi}*x*_{(m + 1),i}and*x*(*m*+ 1),*1*are missing, but*x*_{(m + 1),2}is not missing, then*x*_{2}is the surrogate predictor for observation*m*+ 1.`fitrtree`

uses the appropriate MSE reduction formula. That is, if`fitrtree`

fails to assign all missing observations in node*t*to children nodes using surrogate splits, then the MSE reduction is Δ*I*. Otherwise,_{U}`fitrtree`

uses Δ*I*for the MSE reduction.

`fitrtree`

chooses the candidate that yields the largest MSE reduction.

`fitrtree`

splits the predictor variable at the cut point that maximizes the MSE reduction.For the curvature test (that is, if

`PredictorSelection`

is`'curvature'`

):`fitrtree`

computes the residuals $${r}_{ti}={y}_{ti}-{\overline{y}}_{t}$$ for all observations in node*t*. $${\overline{y}}_{t}=\frac{1}{{\displaystyle {\sum}_{i}{w}_{i}}}{\displaystyle {\sum}_{i}{w}_{i}{y}_{ti}}$$, which is the weighted average of the responses in node*t*. The weights are the observation weights in`Weights`

.`fitrtree`

assigns observations to one of two bins according to the sign of the corresponding residuals. Let*z*be a nominal variable that contains the bin assignments for the observations in node_{t}*t*.`fitrtree`

conducts curvature tests between each predictor and*z*. For regression trees,_{t}*K*= 2.If all

*p*-values are at least 0.05, then`fitrtree`

does not split node*t*.If there is a minimal

*p*-value, then`fitrtree`

chooses the corresponding predictor to split node*t*.If more than one

*p*-value is zero due to underflow, then`fitrtree`

applies standard CART to the corresponding predictors to choose the split predictor.

If

`fitrtree`

chooses a split predictor, then it uses standard CART to choose the cut point (see step 4 in the standard CART process).

For the interaction test (that is, if

`PredictorSelection`

is`'interaction-curvature'`

):For observations in node

*t*,`fitrtree`

conducts curvature tests between each predictor and the response and interaction tests between each pair of predictors and the response.If all

*p*-values are at least 0.05, then`fitrtree`

does not split node*t*.If there is a minimal

*p*-value and it is the result of a curvature test, then`fitrtree`

chooses the corresponding predictor to split node*t*.If there is a minimal

*p*-value and it is the result of an interaction test, then`fitrtree`

chooses the split predictor using standard CART on the corresponding pair of predictors.If more than one

*p*-value is zero due to underflow, then`fitrtree`

applies standard CART to the corresponding predictors to choose the split predictor.

If

`fitrtree`

chooses a split predictor, then it uses standard CART to choose the cut point (see step 4 in the standard CART process).

If

`MergeLeaves`

is`'on'`

and`PruneCriterion`

is`'mse'`

(which are the default values for these name-value pair arguments), then the software applies pruning only to the leaves and by using MSE. This specification amounts to merging leaves coming from the same parent node whose MSE is at most the sum of the MSE of its two leaves.To accommodate

`MaxNumSplits`

,`fitrtree`

splits all nodes in the current*layer*, and then counts the number of branch nodes. A layer is the set of nodes that are equidistant from the root node. If the number of branch nodes exceeds`MaxNumSplits`

,`fitrtree`

follows this procedure:Determine how many branch nodes in the current layer must be unsplit so that there are at most

`MaxNumSplits`

branch nodes.Sort the branch nodes by their impurity gains.

Unsplit the number of least successful branches.

Return the decision tree grown so far.

This procedure produces maximally balanced trees.

The software splits branch nodes layer by layer until at least one of these events occurs:

There are

`MaxNumSplits`

branch nodes.A proposed split causes the number of observations in at least one branch node to be fewer than

`MinParentSize`

.A proposed split causes the number of observations in at least one leaf node to be fewer than

`MinLeafSize`

.The algorithm cannot find a good split within a layer (i.e., the pruning criterion (see

`PruneCriterion`

), does not improve for all proposed splits in a layer). A special case is when all nodes are pure (i.e., all observations in the node have the same class).For values

`'curvature'`

or`'interaction-curvature'`

of`PredictorSelection`

, all tests yield*p*-values greater than 0.05.

`MaxNumSplits`

and`MinLeafSize`

do not affect splitting at their default values. Therefore, if you set`'MaxNumSplits'`

, splitting might stop due to the value of`MinParentSize`

, before`MaxNumSplits`

splits occur.

For dual-core systems and above, `fitrtree`

parallelizes
training decision trees using Intel^{®}
Threading Building Blocks (TBB). For details on Intel
TBB, see https://software.intel.com/en-us/intel-tbb.

[1] Breiman, L., J. Friedman, R. Olshen, and C. Stone.
*Classification and Regression Trees*. Boca Raton, FL: CRC
Press, 1984.

[2] Loh, W.Y. “Regression Trees with Unbiased Variable
Selection and Interaction Detection.” *Statistica Sinica*,
Vol. 12, 2002, pp. 361–386.

[3] Loh, W.Y. and Y.S. Shih. “Split Selection Methods for
Classification Trees.” *Statistica Sinica*, Vol. 7, 1997,
pp. 815–840.

Acelerar el código mediante ejecución automática de cálculo paralelo utilizando Parallel Computing Toolbox™.

To run in parallel, set the `'UseParallel'`

option to `true`

.

To perform parallel hyperparameter optimization, use the `'HyperparameterOptions', struct('UseParallel',true)`

name-value pair argument in the call to this function.

For more information on parallel hyperparameter optimization, see Parallel Bayesian Optimization.

`RegressionPartitionedModel`

| `RegressionTree`

| `predict`

| `prune`

| `surrogateAssociation`

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