Selective Rademacher Penalization and Reduced Error Pruning of Decision Trees

Matti Kääriäinen, Tuomo Malinen, Tapio Elomaa; 5(Sep):1107--1126, 2004.


Rademacher penalization is a modern technique for obtaining data-dependent bounds on the generalization error of classifiers. It appears to be limited to relatively simple hypothesis classes because of computational complexity issues. In this paper we, nevertheless, apply Rademacher penalization to the in practice important hypothesis class of unrestricted decision trees by considering the prunings of a given decision tree rather than the tree growing phase. This study constitutes the first application of Rademacher penalization to hypothesis classes that have practical significance. We present two variations of the approach, one in which the hypothesis class consists of all prunings of the initial tree and another in which only the prunings that are accurate on growing data are taken into account. Moreover, we generalize the error-bounding approach from binary classification to multi-class situations. Our empirical experiments indicate that the proposed new bounds outperform distribution-independent bounds for decision tree prunings and provide non-trivial error estimates on real-world data sets.