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.. _dt_regression:

Regression Decision Tree
************************

.. toctree::
   :maxdepth: 1

Regression decision tree is a kind of decision trees described in
Classification and Regression > Decision Tree.

Details
=======

Given:

-  n feature vectors :math:`x_1 = (x_{11}, \ldots, x_{1p}), \ldots, x_n = (x_{n1}, \ldots, x_{np})` of size p
-  The vector of responses :math:`y = (y_1, \ldots, y_n)` , where :math:`y_i \in R` describes the dependent variable for independent variables :math:`x_i`.

The problem is to build a regression decision tree.

Split Criterion
---------------

The library provides the decision tree regression algorithm based
on the mean-squared error (MSE) [Breiman84]_:

.. math::

  \text{Δ}{I}_{MSE}\left(D, \text{τ}\right)={I}_{MSE}\left(D\right)-\frac{|{D}_{true}|}{|D|}{I}_{MSE}\left({D}_{true}\right)-\frac{|{D}_{false}|}{|D|}{I}_{MSE}\left({D}_{false}\right)

Where

-
   :math:`O(\tau)` is the set of all possible outcomes of test :math:`\tau`

-
   :math:`D_v` is the subset of :math:`D`, for which outcome of :math:`\tau` is :math:`v`, for example, :math:`{D}_{v}=\left\{d\in D\text{|τ}\left(d\right)=v\right\}`.

The test used in the node is selected as :math:`\underset{\tau }{\mathrm{argmax}}\mathrm{\Delta }{I}_{MSE}\left(D, \tau \right)`. For binary decision tree with "true" and "false" branches,

.. math::
   \text{Δ}{I}_{MSE}\left(D, \text{τ}\right)={I}_{MSE}\left(D\right)-\frac{|{D}_{true}|}{|D|}{I}_{MSE}\left({D}_{true}\right)-\frac{|{D}_{false}|}{|D|}{I}_{MSE}\left({D}_{false}\right)

Training Stage
--------------

The regression decision tree follows the algorithmic framework of
decision tree training described in :ref:`decision_tree`.

Prediction Stage
----------------

The regression decision tree follows the algorithmic framework of
decision tree prediction described in :ref:`decision_tree`.

Given the regression decision tree and vectors :math:`x_1, \ldots, x_r`,
the problem is to calculate the responses for those vectors.

Batch Processing
================

Decision tree regression follows the general workflow described
in :ref:`regression_usage_model`.

Training
--------

At the training stage, decision tree regression has the following
parameters:

.. tabularcolumns::  |\Y{0.2}|\Y{0.2}|\Y{0.6}|

.. list-table:: Training Parameters for Decision Forest Regression (Batch Processing)
   :widths: 10 20 30
   :header-rows: 1
   :align: left
   :class: longtable

   * - Parameter
     - Default Value
     - Description
   * - ``algorithmFPType``
     - ``float``
     - The floating-point type that the algorithm uses for intermediate computations. Can be ``float`` or ``double``.
   * - ``method``
     - ``defaultDense``
     - The computation method used by the decision tree regression. The only
       training method supported so far is the default dense method.
   * - ``pruning``
     - ``reducedErrorPruning``
     - Method to perform post-pruning. Available options for the pruning parameter:

       + ``reducedErrorPruning`` - reduced error pruning. Provide dataForPruning and dependentVariablesForPruning inputs, if you use pruning.
       + ``none`` - do not prune.

   * - ``maxTreeDepth``
     - :math:`0`
     - Maximum tree depth. Zero value means unlimited depth. Can be any non-negative number.
   * - ``minObservationsInLeafNodes``
     - :math:`5`
     - Minimum number of observations in the leaf node. Can be any positive number.
   * - ``pruningFraction``
     - :math:`0.2`
     - Fraction of observations from training dataset to be used as
       observations for post-pruning via random sampling. The rest observations
       (with fraction :math:`1 - pruningFraction` to be used to build a decision tree).
       Can be any number in the interval (0, 1). If pruning is not used, all
       observations are used to build the decision tree regardless of this parameter value.
   * - ``engine``
     - `SharedPtr<engines::mt19937::Batch<> >()`
     - Pointer to the random number engine to be used for random sampling for reduced error post-pruning.

Prediction
----------

At the prediction stage, decision tree regression has the following
parameters:

.. tabularcolumns::  |\Y{0.15}|\Y{0.15}|\Y{0.7}|

.. list-table:: Prediction Parameters for Decision Forest Regression (Batch Processing)
   :widths: 10 10 60
   :header-rows: 1
   :align: left
   :class: longtable

   * - Parameter
     - Default Value
     - Description
   * - ``algorithmFPType``
     - ``float``
     - The floating-point type that the algorithm uses for intermediate computations. Can be ``float`` or ``double``.
   * - ``method``
     - ``defaultDense``
     - The computation method used by the decision tree regression. The only
       training method supported so far is the default dense method.

Examples
--------

.. tabs::

  .. tab:: C++ (CPU)

    Batch Processing:

    - :cpp_example:`dt_reg_dense_batch.cpp <decision_tree/dt_reg_dense_batch.cpp>`

  .. tab:: Python*

    Batch Processing:

    - :daal4py_example:`decision_tree_regression.py`
    - :daal4py_example:`decision_tree_regression_traverse.py`