Boosted trees for ecological modeling and prediction

摘要

Accurate prediction and explanation are fundamental objectives of statistical analysis, yet they seldom coincide. Boosted trees are a statistical learning method that attains both of these objectives for regression and classification analyses. They can deal with many types of response variables ( numeric, categorical, and censored), loss functions ( Gaussian, binomial, Poisson, and robust), and predictors ( numeric, categorical). Interactions between predictors can also be quantified and visualized. The theory underpinning boosted trees is presented, together with interpretive techniques. A new form of boosted trees, namely, "aggregated boosted trees'' (ABT), is proposed and, in a simulation study, is shown to reduce prediction error relative to boosted trees. A regression data set is analyzed using ABT to illustrate the technique and to compare it with other methods, including boosted trees, bagged trees, random forests, and generalized additive models. A software package for ABT analysis using the R software environment is included in the Appendices together with worked examples.