Data Science for Supply Chain Forecasting 2021
DOI: 10.1515/9783110671124-017
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17 Extremely Randomized Trees

Abstract: This paper proposes a new tree-based ensemble method for supervised classification and regression problems. It essentially consists of randomizing strongly both attribute and cut-point choice while splitting a tree node. In the extreme case, it builds totally randomized trees whose structures are independent of the output values of the learning sample. The strength of the randomization can be tuned to problem specifics by the appropriate choice of a parameter. We evaluate the robustness of the default choice o… Show more

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