Decision Tree
The decision tree is one of the most important machine learning
algorithms. It is used for both classification and regression problems. In
this article, we will go through the classification part.
What is a decision tree?
A decision tree is a classification and prediction tool having a tree-like
structure, where each internal node denotes a test on an attribute, each
branch represents an outcome of the test, and each leaf node (terminal
node) holds a class label.
Above we have a small decision tree. An important advantage of the
decision tree is that it is highly interpretable. Here If Height > 180cm or if
height < 180cm and weight > 80kg person is male. Otherwise female. Did
you ever think about how we came up with this decision tree? We will try
to understand this using the weather dataset.
Before going to it further there are some important terms related to
decision trees.
Entropy
In machine learning, entropy is a measure of the randomness in the
information being processed. The higher the entropy, the harder it is to
draw any conclusions from that information.
Information Gain
Information gain can be defined as the amount of information gained
about a random variable or signal from observing another random
variable.It can be considered as the difference between the entropy of
parent node and weighted average entropy of child nodes.
Gini Impurity
Gini impurity is a measure of how often a randomly chosen element from
the set would be incorrectly labeled if it was randomly labeled according
to the distribution of labels in the subset.
Gini impurity is lower bounded by 0, with 0 occurring if the data set
contains only one class.
There are many algorithms there to build a decision tree. They are
1. CART (Classification and Regression Trees) — This makes use
of Gini impurity as the metric.
2. ID3 (Iterative Dichotomiser 3) — This uses entropy and
information gain as metric.
In this article, I will go through ID3. Once you got it it is easy to
implement the same using CART.
Classification using the ID3 algorithm
Consider whether a dataset based on which we will determine whether to
play football or not.
Here There are for independent variables to determine the dependent
variable. The independent variables are Outlook, Temperature, Humidity,
and Wind. The dependent variable is whether to play football or not.
As the first step, we have to find the parent node for our decision tree. For
that follow the steps:
Find the entropy of the class variable.
E(S) = -[(9/14)log(9/14) + (5/14)log(5/14)] = 0.94
note: Here typically we will take log to base 2.Here total there are 14
yes/no. Out of which 9 yes and 5 no.Based on it we calculated probability
above.
From the above data for outlook we can arrive at the following table
easily
Now we have to calculate average weighted entropy. ie, we have found
the total of weights of each feature multiplied by probabilities.
E(S, outlook) = (5/14)*E(3,2) + (4/14)*E(4,0) + (5/14)*E(2,3) = (5/14)(-
(3/5)log(3/5)-(2/5)log(2/5))+ (4/14)(0) + (5/14)((2/5)log(2/5)-
(3/5)log(3/5)) = 0.693
The next step is to find the information gain. It is the difference
between parent entropy and average weighted entropy we found above.
IG(S, outlook) = 0.94 - 0.693 = 0.247
Similarly find Information gain for Temperature, Humidity, and Windy.
IG(S, Temperature) = 0.940 - 0.911 = 0.029
IG(S, Humidity) = 0.940 - 0.788 = 0.152
IG(S, Windy) = 0.940 - 0.8932 = 0.048
Now select the feature having the largest entropy gain. Here it is
Outlook. So it forms the first node(root node) of our decision tree.
Now our data look as follows
Since overcast contains only examples of class ‘Yes’ we can set it as yes.
That means If outlook is overcast football will be played. Now our
decision tree looks as follows.
The next step is to find the next node in our decision tree. Now we will
find one under sunny. We have to determine which of the following
Temperature, Humidity or Wind has higher information gain.
Calculate parent entropy E(sunny)
E(sunny) = (-(3/5)log(3/5)-(2/5)log(2/5)) = 0.971.
Now Calculate the information gain of Temperature. IG(sunny,
Temperature)
E(sunny, Temperature) = (2/5)*E(0,2) + (2/5)*E(1,1) +
(1/5)*E(1,0)=2/5=0.4
Now calculate information gain.
IG(sunny, Temperature) = 0.971–0.4 =0.571
Similarly we get
IG(sunny, Humidity) = 0.971
IG(sunny, Windy) = 0.020
Here IG(sunny, Humidity) is the largest value. So Humidity is the node
that comes under sunny.
For humidity from the above table, we can say that play will occur if
humidity is normal and will not occur if it is high. Similarly, find the nodes
under rainy.
Note: A branch with entropy more than 0 needs further splitting.
Finally, our decision tree will look as below:
Classification using CART algorithm
Classification using CART is similar to it. But instead of entropy, we use
Gini impurity.
So as the first step we will find the root node of our decision tree.
For that Calculate the Gini index of the class variable
Gini(S) = 1 - [(9/14)² + (5/14)²] = 0.4591
As the next step, we will calculate the Gini gain. For that first, we will
find the average weighted Gini impurity of Outlook, Temperature,
Humidity, and Windy.
First, consider case of Outlook
Gini(S, outlook) = (5/14)gini(3,2) + (4/14)*gini(4,0)+ (5/14)*gini(2,3) =
(5/14)(1 - (3/5)² - (2/5)²) + (4/14)*0 + (5/14)(1 - (2/5)² - (3/5)²)=
0.171+0+0.171 = 0.342
Gini gain (S, outlook) = 0.459 - 0.342 = 0.117
Gini gain(S, Temperature) = 0.459 - 0.4405 = 0.0185
Gini gain(S, Humidity) = 0.459 - 0.3674 = 0.0916
Gini gain(S, windy) = 0.459 - 0.4286 = 0.0304
Choose one that has a higher Gini gain. Gini gain is higher for outlook. So
we can choose it as our root node.
Now you have got an idea of how to proceed further. Repeat the same
steps we used in the ID3 algorithm.
Advantages and disadvantages of decision trees
Advantages:
1. Decision trees are super interpretable
2. Require little data preprocessing
3. Suitable for low latency applications
Disadvantages:
1. More likely to overfit noisy data. The probability of overfitting
on noise increases as a tree gets deeper. A solution for it
is pruning. You can read more about pruning from this Kaggle
notebook. Another way to avoid overfitting is to use bagging
techniques like Random Forest. You can read more about
Random Forest from an article from neptune.ai.
