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回归树集成

随机森林、提升回归树和装袋回归树

回归树集成是由多个回归树的加权组合构成的预测模型。通常,组合多个回归树可以提高预测性能。要使用 LSBoost 提升回归树,可以使用 fitrensemble。要使用装袋法组合回归树或要生成随机森林 [12],可以使用 fitrensembleTreeBagger。要使用装袋回归树实现分位数回归,可以使用 TreeBagger

对于分类集成,例如提升分类树或装袋分类树、随机子空间集成或用于多分类的纠错输出编码 (ECOC) 模型,请参阅分类集成

App

回归学习器使用有监督机器学习训练回归模型来预测数据

模块

RegressionEnsemble PredictPredict responses using ensemble of decision trees for regression (自 R2021a 起)

函数

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创建回归集成

fitrensembleFit ensemble of learners for regression
compactReduce size of regression ensemble model
fitensembleFit ensemble of learners for classification and regression

修改回归集成

regularizeFind optimal weights for learners in regression ensemble model
removeLearnersRemove members of compact regression ensemble
resumeResume training of regression ensemble model
shrinkPrune regression ensemble

交叉验证回归集成

cvshrinkCross-validate shrinking (pruning) ensemble
kfoldLossLoss for cross-validated partitioned regression model
kfoldPredictPredict responses for observations in cross-validated regression model
kfoldfunCross-validate function for regression

测量性能

lossRegression error for regression ensemble model
resubLossResubstitution loss for regression ensemble model

为观测值分类

predictPredict responses using ensemble of regression models
resubPredictPredict response of regression ensemble by resubstitution

收集回归集成的属性

gatherGather properties of Statistics and Machine Learning Toolbox object from GPU (自 R2020b 起)
fitrensembleFit ensemble of learners for regression
TreeBaggerEnsemble of bagged decision trees
predictPredict responses using ensemble of bagged decision trees
oobPredictEnsemble predictions for out-of-bag observations
quantilePredictPredict response quantile using bag of regression trees
oobQuantilePredictQuantile predictions for out-of-bag observations from bag of regression trees
crossvalCross-validate regression ensemble model
limeLocal interpretable model-agnostic explanations (LIME) (自 R2020b 起)
partialDependenceCompute partial dependence (自 R2020b 起)
plotPartialDependenceCreate partial dependence plot (PDP) and individual conditional expectation (ICE) plots
predictorImportanceEstimates of predictor importance for regression ensemble of decision trees
shapleyShapley values (自 R2021a 起)

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RegressionEnsembleEnsemble regression
CompactRegressionEnsembleCompact regression ensemble class
RegressionPartitionedEnsembleCross-validated regression ensemble
TreeBaggerEnsemble of bagged decision trees
CompactTreeBaggerCompact ensemble of bagged decision trees
RegressionBaggedEnsembleRegression ensemble grown by resampling

主题