Regression Tree Ensembles

Random forests, boosted and bagged regression trees

A regression tree ensemble is a predictive model composed of a weighted combination of multiple regression trees. In general, combining multiple regression trees increases predictive performance. To boost regression trees using LSBoost, use fitrensemble. To bag regression trees or to grow a random forest [12], use fitrensemble or TreeBagger. To implement quantile regression using a bag of regression trees, use TreeBagger.

For classification ensembles, such as boosted or bagged classification trees, random subspace ensembles, or error-correcting output codes (ECOC) models for multiclass classification, see Classification Ensembles.

Apps

Regression Learner

Train regression models to predict data using supervised machine learning

Blocks

RegressionEnsemble Predict

Predict responses using ensemble of decision trees for regression

Functions

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Regression Ensemble

`fitrensemble`	Fit ensemble of learners for regression
`predict`	Predict responses using ensemble of regression models
`oobPredict`	Predict out-of-bag response of ensemble

Bagged Regression Trees

`TreeBagger`	Create bag of decision trees
`fitrensemble`	Fit ensemble of learners for regression
`predict`	Predict responses using ensemble of bagged decision trees
`oobPredict`	Ensemble predictions for out-of-bag observations
`quantilePredict`	Predict response quantile using bag of regression trees
`oobQuantilePredict`	Quantile predictions for out-of-bag observations from bag of regression trees

Improve Regression

crossval Cross validate ensemble

Interpret Regression

`lime`	Local interpretable model-agnostic explanations (LIME)
`partialDependence`	Compute partial dependence
`plotPartialDependence`	Create partial dependence plot (PDP) and individual conditional expectation (ICE) plots
`predictorImportance`	Estimates of predictor importance for regression ensemble
`shapley`	Shapley values

Classes

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Regression Ensemble

`RegressionEnsemble`	Ensemble regression
`CompactRegressionEnsemble`	Compact regression ensemble class
`RegressionPartitionedEnsemble`	Cross-validated regression ensemble

Bagged Regression Trees

`TreeBagger`	Bag of decision trees
`CompactTreeBagger`	Compact ensemble of decision trees grown by bootstrap aggregation
`RegressionBaggedEnsemble`	Regression ensemble grown by resampling

Topics

Ensemble Algorithms

Learn about different algorithms for ensemble learning.

Framework for Ensemble Learning

Obtain highly accurate predictions by using many weak learners.

Train Regression Ensemble

Train a simple regression ensemble.

Test Ensemble Quality

Learn methods to evaluate the predictive quality of an ensemble.

Select Predictors for Random Forests

Select split-predictors for random forests using interaction test algorithm.

Ensemble Regularization

Automatically choose fewer weak learners for an ensemble in a way that does not diminish predictive performance.

Bootstrap Aggregation (Bagging) of Regression Trees Using TreeBagger

Create a TreeBagger ensemble for regression.

Use Parallel Processing for Regression TreeBagger Workflow

Speed up computation by running TreeBagger in parallel.

Detect Outliers Using Quantile Regression

Detect outliers in data using quantile random forest.

Conditional Quantile Estimation Using Kernel Smoothing

Estimate conditional quantiles of a response given predictor data using quantile random forest and by estimating the conditional distribution function of the response using kernel smoothing.

Tune Random Forest Using Quantile Error and Bayesian Optimization

Tune quantile random forest using Bayesian optimization.

Predict Responses Using RegressionEnsemble Predict Block

Train a regression ensemble model with optimal hyperparameters, and then use the RegressionEnsemble Predict block for response prediction.