Fitting Prediction Rule Ensembles with R Package pre

Fitting Prediction Rule Ensembles with R Package pre

prediction rules, ensemble learning, decision trees, lasso penalty, R

Prediction rule ensembles (PREs) are sparse collections of rules, offering highly interpretable regression and classification models. This paper shows how they can be fitted
using function pre from R package pre, which derives PREs largely through the methodology of Friedman and Popescu (2008). The implementation and functionality of pre is
described and illustrated through application on a dataset on the prediction of depression. Furthermore, accuracy and sparsity of pre is compared with that of single trees,
random forests, lasso regression and the original RuleFit implementation of Friedman and
Popescu (2008) in four benchmark datasets. Results indicate that pre derives ensembles
with predictive accuracy similar to that of random forests, while using a smaller number
of variables for prediction. Furthermore, pre provided better accuracy and sparsity than
the original RuleFit implementation

Marjolein Fokkema

https://www.jstatsoft.org/article/view/v092i12

Universiteit Leiden

February 2020

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