2008, Vol. 2, No. 3, 916–954 | BY JEROME H. FRIEDMAN AND BOGDAN E. POPESCU
The paper "Predictive Learning via Rule Ensembles" by Jerome H. Friedman and Bogdan E. Popescu introduces a method for constructing predictive models using rule ensembles. The approach combines the strengths of ensemble learning and rule-based models to achieve high predictive accuracy and interpretability. Each rule in the ensemble is a conjunction of simple statements about individual input variables, making the model easy to understand. The ensemble is constructed by generating multiple decision trees, each producing a rule, and then combining these rules using a regularized linear regression. The parameters of the linear combination are estimated to minimize prediction risk. The method is shown to produce models with comparable accuracy to state-of-the-art tree-based ensembles while offering better interpretability. The paper also discusses techniques for identifying variable interactions and assessing their strength, providing a comprehensive framework for predictive modeling.The paper "Predictive Learning via Rule Ensembles" by Jerome H. Friedman and Bogdan E. Popescu introduces a method for constructing predictive models using rule ensembles. The approach combines the strengths of ensemble learning and rule-based models to achieve high predictive accuracy and interpretability. Each rule in the ensemble is a conjunction of simple statements about individual input variables, making the model easy to understand. The ensemble is constructed by generating multiple decision trees, each producing a rule, and then combining these rules using a regularized linear regression. The parameters of the linear combination are estimated to minimize prediction risk. The method is shown to produce models with comparable accuracy to state-of-the-art tree-based ensembles while offering better interpretability. The paper also discusses techniques for identifying variable interactions and assessing their strength, providing a comprehensive framework for predictive modeling.