Decision Trees Entropy, Information Gain, Gain Ratio
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1 Changelog: 14 Oct, 30 Oct Decision Trees Entropy, Information Gain, Gain Ratio Lecture 3: Part 2 Outline Entropy Information gain Gain ratio Marina Santini Acknowledgements Slides borrowed and adapted from: Data Mining by I. H. Witten, E. Frank and M. A. Hall 1 2 Trees minal and numeric attributes Divide-and-conquer approach produces tree des involve testing a particular attribute Usually, attribute value is compared to constant Other possibilities: Comparing values of two attributes Using a function of one or more attributes Leaves assign classification, set of classifications, or probability distribution to instances Unknown instance is routed down the tree minal: number of children usually equal to number values attribute won t get tested more than once Other possibility: division into two subsets Numeric: test whether value is greater or less than constant attribute may get tested several times Other possibility: three-way split (or multi-way split) Integer: less than, equal to, greater than Real: below, within, above 3 4 Missing values Constructing decision trees Does absence of value have some significance? missing is a separate value missing must be treated in a special way Solution A: assign instance to most popular branch Solution B: split instance into pieces Pieces receive weight according to fraction of training instances that go down each branch Classifications from leave nodes are combined using the weights that have percolated to them Strategy: top down Recursive divide-and-conquer fashion First: select attribute for root node Create branch for each possible attribute value Then: split instances into subsets One for each branch extending from the node Finally: repeat recursively for each branch, using only instances that reach the branch Stop if all instances have the same class 5 6 1
2 Which attribute to select? Which attribute to select? 7 8 Criterion for attribute selection Computing information Which is the best attribute? Want to get the smallest tree Heuristic: choose the attribute that produces the purest nodes Popular impurity criterion: information gain Information gain increases with the average purity of the subsets Strategy: choose attribute that gives greatest information gain Measure information in bits Given a probability distribution, the info required to predict an event is the distribution s entropy Entropy gives the information required in bits (can involve fractions of bits!) Formula for computing the entropy: 9 10 Example: attribute Outlook Computing information gain Information gain: information before splitting information after splitting gain(outlook ) = info([9,5]) info([2,3],[4,0],[3,2]) = = bits Information gain for attributes from weather data: gain(outlook ) = bits gain(temperature ) = bits gain(humidity ) = bits gain(windy ) = bits
3 Continuing to split Final decision tree gain(temperature ) = bits gain(humidity ) = bits gain(windy ) = bits te: not all leaves need to be pure; sometimes identical instances have different classes Splitting stops when data can t be split any further Wishlist for a purity measure Properties of the entropy Properties we require from a purity measure: When node is pure, measure should be zero When impurity is maximal (i.e. all classes equally likely), measure should be maximal Measure should obey multistage property (i.e. decisions can be made in several stages): Entropy is the only function that satisfies all three properties! ly-branching attributes Weather data with ID code ID code Outlook Temp. Humidity Windy Play Problematic: attributes with a large number of values (extreme case: ID code) Subsets are more likely to be pure if there is a large number of values Information gain is biased towards choosing attributes with a large number of values This may result in overfitting (selection of an attribute that is non-optimal for prediction) Another problem: fragmentation A B C D E F G H I J K L M N
4 Tree stump for ID code attribute Gain ratio Entropy of split: Information gain is maximal for ID code (namely bits) Gain ratio: a modification of the information gain that reduces its bias Gain ratio takes number and size of branches into account when choosing an attribute It corrects the information gain by taking the intrinsic information of a split into account Intrinsic information: entropy of distribution of instances into branches (i.e. how much info do we need to tell which branch an instance belongs to) Computing the gain ratio Gain ratios for weather data Outlook Gain: Split info: info([5,4,5]) Gain ratio: 0.247/1.577 Humidity Gain: Split info: info([7,7]) Gain ratio: 0.152/ Temperature Gain: Split info: info([4,6,4]) Gain ratio: 0.029/1.557 Windy Gain: Split info: info([8,6]) Gain ratio: 0.048/ More on the gain ratio Discussion Outlook still comes out top However: ID code has greater gain ratio Standard fix: ad hoc test to prevent splitting on that type of attribute Problem with gain ratio: it may overcompensate May choose an attribute just because its intrinsic information is very low Standard fix: only consider attributes with greater than average information gain Top-down induction of decision trees: ID3, algorithm developed by Ross Quinlan Gain ratio just one modification of this basic algorithm C4.5: deals with numeric attributes, missing values, noisy data Similar approach: CART There are many other attribute selection criteria! (But little difference in accuracy of result)
5 Covering algorithms Example: generating a rule Convert decision tree into a rule set Straightforward, but rule set overly complex More effective conversions are not trivial Instead, can generate rule set directly for each class in turn find rule set that covers all instances in it (excluding instances not in the class) Called a covering approach: at each stage a rule is identified that covers some of the instances If true then class = a If x > 1.2 then class = a Possible rule set for class b : If x > 1.2 and y > 2.6 then class = a If x 1.2 then class = b If x > 1.2 and y 2.6 then class = b Could add more rules, get perfect rule set Classification rules From trees to rules Popular alternative to decision trees Antecedent (pre-condition): a series of tests (just like the tests at the nodes of a decision tree) Tests are usually logically ANDed together (but may also be general logical expressions) Consequent (conclusion): classes, set of classes, or probability distribution assigned by rule Individual rules are often logically ORed together Conflicts arise if different conclusions apply Easy: converting a tree into a set of rules One rule for each leaf: Antecedent contains a condition for every node on the path from the root to the leaf Consequent is class assigned by the leaf Produces rules that are unambiguous Doesn t matter in which order they are executed But: resulting rules are unnecessarily complex Pruning to remove redundant tests/rules From rules to trees Rules vs. trees More difficult: transforming a rule set into a tree Tree cannot easily express disjunction between rules Example: rules which test different attributes Corresponding decision tree: (produces exactly the same predictions) If a and b then x If c and d then x Symmetry needs to be broken Corresponding tree contains identical subtrees ( replicated subtree problem ) But: rule sets can be more perspicuous when decision trees suffer from replicated subtrees Also: in multiclass situations, covering algorithm concentrates on one class at a time whereas decision tree learner takes all classes into account
6 The end 31 6
http://xkcd.com/1570/ Strategy: Top Down Recursive divide-and-conquer fashion First: Select attribute for root node Create branch for each possible attribute value Then: Split
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