Predictive learning via rule ensembles

General regression and classification models are constructed as linear combinations of simple rules derived from the data. Each rule consists of a conjunction of a small number of simple statements concerning the values of individual input variables. These rule ensembles are shown to produce predictive accuracy comparable to the best methods. However, their principal advantage lies in interpretation. Because of its simple form, each rule is easy to understand, as is its influence on individual predictions, selected subsets of predictions, or globally over the entire space of joint input variable values. Similarly, the degree of relevance of the respective input variables can be assessed globally, locally in…