袋外编码的分类预测因素对袋外样本的影响
Helen L Smith1, Patrick J Biggs2,3,4, Nigel P French3,4
1School of Mathematical and Computational Sciences, Massey University, Palmerston North, New Zealand.
PeerJ. Computer science
|December 9, 2024
概括
随机森林模型中的基于目标的编码可能会影响性能指标. 在这种方法中使用袋外 (OOB) 样本可能会低估错误率并高估变量的重要性,这表明单独的测试集至关重要.
科学领域:
- 机器学习 机器学习
- 统计建模 统计建模
- 数据科学数据科学数据科学
背景情况:
- 随机森林模型通常使用袋外 (OOB) 样本进行性能评估.
- 对于大型数据集,OOB错误和变量重要性测量 (VIM) 提供了计算效率和可靠的估计.
- 分类预测变量编码是随机森林建模中的关键预处理步骤.
研究的目的:
- 调查基于目标的对目标不可知编码对来自OOB样本的随机森林性能测量的影响.
- 在包装过程之前应用时,通过基于目标的编码引入的潜在偏差.
- 为使用基于目标的编码在随机森林模型中提供强有力的绩效评估建议.
主要方法:
- 使用基于目标和目标不可知编码策略进行性能指标 (OOB错误,VIM) 的比较.
- 随机森林模型与分类预测器的分析,重点关注相对于包装的编码时间.
- 模拟或经验评估以量化基于OOB的措施中偏差的程度.
主要成果:
- 基于目标的编码,当在包装之前执行时,可能会导致真正错误分类率的低估.
- 在使用基于目标的编码时,从OOB样本中获得的变量重要性测量可能会被高估.
- 观察到的偏差表明,在这些条件下,OOB样本可能无法提供对模型性能的公正评估.
结论:
- 对类别变量的编码方法的选择显著影响了OOB基于随机森林的性能评估的可靠性.
- 在使用基于目标的编码时,建议使用单独的,独立的测试数据集来公正评估变量重要性和预测性能.
- 实践人员在随机森林模型中解释OOB指标时应该谨慎,这些模型包含了对类别特征的基于目标的编码.
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