Week 5: Trees and forests

Main reference

ISLR 8.1, 8.2

What you will learn this week

  • Classification trees, algorithm, stopping rules
  • Difference between algorithm and parametric methods, especially trees vs LDA
  • Forests: ensembles of bagged trees
  • Diagnostics: vote matrix, variable importance, proximity
  • Boosted trees

Lecture slides

Tutorial instructions

Instructions:

Assignments