Gkioulekas, I; Papageorgiou, LG; (2021) Tree regression models using statistical testing and mixed integer programming. Computers and Industrial Engineering , 153 , Article 107059. 10.1016/j.cie.2020.107059.

Preview

Text CAIE_Tree_Regression_Accepted.pdf - Accepted Version Download (693kB) | Preview

Abstract

Regression analysis is a statistical procedure that fits a mathematical function to a set of data in order to capture the relationship between dependent and independent variables. In tree regression, tree structures are constructed by repeated splits of the input space into two subsets, creating if-then-else rules. Such models are popular in the literature due to their ability to be computed quickly and their simple interpretations. This work introduces a tree regression algorithm that exploits an optimisation model of an existing literature method called Mathematical Programming Tree (MPtree) to optimally split nodes into subsets and applies a statistical test to assess the quality of the partitioning. Additionally, an approach of splitting nodes using multivariate decision rules is explored in this work and compared in terms of performance and computational efficiency. Finally, a novel mathematical model is introduced that performs subset selection on each node in order to select an optimal set of variables to considered for splitting, that improves the computational performance of the proposed algorithm.

Download activity - last month

Export as XMLCSVJSON

Download activity - last 12 months

Export as XMLCSVJSON

Downloads by country - last 12 months

Export as JSONCSVXML

Archive Staff Only

View Item