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Regressionsbäume anhand des CART-Algorithmus und diverse fortgeschrittene Methoden

Regressionsbäume anhand des CART-Algorithmus und diverse fortgeschrittene Methoden


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About the Book

Bachelorarbeit aus dem Jahr 2015 im Fachbereich BWL - Sonstiges, Note: 1,0, Universität Augsburg, Sprache: Deutsch, Abstract: Die folgende Arbeit beschäftigt sich mit Verfahren aus der Gruppe der Entscheidungsbäume, die eine weite Verbreitung bei der Lösung von Regressionsproblemen finden. Gemeint sind zum einen, die Regressionsbäume nach dem CART (Classification And Regression Trees)-Algorithmus, welche von Breiman et al. (1984) erarbeitet wurden. Im Folgenden ist aus Vereinfachungsgründen von CART die Rede. Auf diesem Verfahren aufbauend, werden zusätzlich noch das Bagging, Random Forests und das Gradient-Boosting, als fortgeschrittene Methoden vorgestellt. Grundsätzlich ist zu erwähnen, dass es eine ganze Reihe von Algorithmen gibt, die sich an die Baumstruktur anlehnen. Diese Methoden basieren auf rekursiver Partitionierung der Lernstichprobe in Untermengen entlang des Baumes. Bei CART wird zuerst ein weitverzweigter, komplexer Regressionsbaum erstellt und anschließend gemäß eines Optimalitätskriteriums gekürzt. Hierdurch entsteht ein statistisches Modell, das Strukturen und Zusammenhänge in den Daten erlernen soll, weshalb man es der Gruppe der statistischen Lernmethoden zuordnet. Im Anschluss kann das Modell dazu genutzt werden, um Vorhersagen für weitere Beobachtungen zu machen, welche nicht zum Erstellen genutzt wurden. Die Genauigkeit dieser Vorhersagen lässt sich auf unterschiedliche Weisen messen. Dadurch dass sich das Modell graphisch gut darstellen lässt, wird die Interpretation der Ergebnisse erleichtert - um nur einen der Vorteile von CART zu nennen. Es sei zu beachten, dass sich dieses Verfahren sowohl separat, als auch als Implementierung bei anderen Methoden anwenden lässt, bei denen es gilt einen Datensatz gemäß der Höhe der Responsevariablen aufzuteilen. Dies ist z.B. bei den drei behandelten fortgeschrittenen Methoden der Fall. Fraglich ist, wann es sich empfiehlt auf CART zurückzugreifen und welchen Mehrnutzen man im Vergleich zur klas


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Product Details
  • ISBN-13: 9783668413573
  • Publisher: Grin Verlag
  • Publisher Imprint: Grin Verlag
  • Height: 210 mm
  • No of Pages: 58
  • Spine Width: 4 mm
  • Weight: 141 gr
  • ISBN-10: 3668413576
  • Publisher Date: 06 Apr 2017
  • Binding: Paperback
  • Language: German
  • Returnable: N
  • Sub Title: Veranschaulicht durch eine empirische Analyse US-amerikanischer Verbrechensraten
  • Width: 148 mm

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Regressionsbäume anhand des CART-Algorithmus und diverse fortgeschrittene Methoden
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