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Re: DM: RE: Pruning methodsFrom: Peter Hamer Date: Wed, 15 Mar 2000 16:00:38 +0000
Donal Lyons wrote: > For CART the definitive book is Leo Breiman et al., Classification and > Regression Trees (CART), Wadsworth & Brooks, 1984. I heard a rumour that this has long been out of print, and has recently been reprinted by somebody. Although amazon still quote 4-6 weeks on the original. I would be pleased to receive clarification if anybody knows the true situation. The original poster may also be interested in http://www.amstat.org/publications/jcgs/abstracts98/leblanc.html Monotone Shrinkage of Trees Michael LeBlanc and Robert Tibshirani We investigate a new method for regression trees which obtains estimates and predictions subject to constraints on the coefficients representing the effects of splits in the tree. The procedure leads to both shrinking of the node estimates and pruning of branches in the tree and for some problems gives better predictions than cost- complexity pruning used in the classification and regression tree (CART) algorithm. The new method is based on the least absolute shrinkage and selection operator (LASSO) method developed by Tibshirani. Peter
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