Non-Linear Regression in R with Decision Trees

 In this post, you will discover 8 recipes for non-linear regression with decision trees in R.

Each example in this post uses the longley dataset provided in the datasets package that comes with R.

The longley dataset describes 7 economic variables observed from 1947 to 1962 used to predict the number of people employed yearly.

Let’s get started.

Classification and Regression Trees

Classification and Regression Trees (CART) split attributes based on values that minimize a loss function, such as sum of squared errors.

The following recipe demonstrates the recursive partitioning decision tree method on the longley dataset.

# load the package library(rpart) # load data data(longley) # fit model fit <- rpart(Employed~., data=longley, control=rpart.control(minsplit=5)) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the rpart function and the rpart package.

Conditional Decision Trees

Condition Decision Trees are created using statistical tests to select split points on attributes rather than a loss function.

The following recipe demonstrates the condition inference trees method on the longley dataset.

# load the package library(party) # load data data(longley) # fit model fit <- ctree(Employed~., data=longley, controls=ctree_control(minsplit=2,minbucket=2,testtype="Univariate")) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the ctree function and the party package.

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Model Trees

Model Trees create a decision tree and use a linear model at each node to make a prediction rather than using an average value.

The following recipe demonstrates the M5P Model Tree method on the longley dataset.

# load the package library(RWeka) # load data data(longley) # fit model fit <- M5P(Employed~., data=longley) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the M5P function and the RWeka package.

Rule System

Rule Systems can be crated by extracting and simplifying the rules from a decision tree.

The following recipe demonstrates the M5Rules Rule System on the longley dataset.

# load the package library(RWeka) # load data data(longley) # fit model fit <- M5Rules(Employed~., data=longley) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the M5Rules function and the RWeka package.

Bagging CART

Bootstrapped Aggregation (Bagging) is an ensemble method that creates multiple models of the same type from different sub-samples of the same dataset. The predictions from each separate model are combined together to provide a superior result. This approach has shown participially effective for high-variance methods such as decision trees.

The following recipe demonstrates bagging applied to the recursive partitioning decision tree.

# load the package library(ipred) # load data data(longley) # fit model fit <- bagging(Employed~., data=longley, control=rpart.control(minsplit=5)) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the bagging function and the ipred package.

Random Forest

Random Forest is variation on Bagging of decision trees by reducing the attributes available to making a tree at each decision point to a random sub-sample. This further increases the variance of the trees and more trees are required.

# load the package library(randomForest) # load data data(longley) # fit model fit <- randomForest(Employed~., data=longley) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the randomForest function and the randomForest package.

Gradient Boosted Machine

Boosting is an ensemble method developed for classification for reducing bias where models are added to learn the misclassification errors in existing models. It has been generalized and adapted in the form of Gradient Boosted Machines (GBM) for use with CART decision trees for classification and regression.

# load the package library(gbm) # load data data(longley) # fit model fit <- gbm(Employed~., data=longley, distribution="gaussian") # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the gbm function and the gbm package.

Cubist

Cubist decision trees are another ensemble method. They are constructed like model trees but involve a boosting-like procedure called committees that re rule-like models.

# load the package library(Cubist) # load data data(longley) # fit model fit <- cubist(longley[,1:6], longley[,7]) # summarize the fit summary(fit) # make predictions predictions <- predict(fit, longley[,1:6]) # summarize accuracy mse <- mean((longley$Employed - predictions)^2) print(mse)

Learn more about the cubist function and the Cubist package.

Summary

In this post you discovered 8 recipes for decision trees for non-linear regression in R. Each recipe is ready for you to copy-and-paste into your own workspace and modify for your needs.

For more information see Chapter 8 of Applied Predictive Modeling by Kuhn and Johnson that provides an excellent introduction to non-linear regression with decision trees with R for beginners.