Obtaining Accurate and Comprehensible Data Mining Models : An Evolutionary Approach

Abstract: When performing predictive data mining, the use of ensembles is claimed to virtually guarantee increased accuracy compared to the use of single models. Unfortunately, the problem of how to maximize ensemble accuracy is far from solved. In particular, the relationship between ensemble diversity and accuracy is not completely understood, making it hard to efficiently utilize diversity for ensemble creation. Furthermore, most high-accuracy predictive models are opaque, i.e. it is not possible for a human to follow and understand the logic behind a prediction. For some domains, this is unacceptable, since models need to be comprehensible. To obtain comprehensibility, accuracy is often sacrificed by using simpler but transparent models; a trade-off termed the accuracy vs. comprehensibility trade-off. With this trade-off in mind, several researchers have suggested rule extraction algorithms, where opaque models are transformed into comprehensible models, keeping an acceptable accuracy.In this thesis, two novel algorithms based on Genetic Programming are suggested. The first algorithm (GEMS) is used for ensemble creation, and the second (G-REX) is used for rule extraction from opaque models. The main property of GEMS is the ability to combine smaller ensembles and individual models in an almost arbitrary way. Moreover, GEMS can use base models of any kind and the optimization function is very flexible, easily permitting inclusion of, for instance, diversity measures. In the experimentation, GEMS obtained accuracies higher than both straightforward design choices and published results for Random Forests and AdaBoost. The key quality of G-REX is the inherent ability to explicitly control the accuracy vs. comprehensibility trade-off. Compared to the standard tree inducers C5.0 and CART, and some well-known rule extraction algorithms, rules extracted by G-REX are significantly more accurate and compact. Most importantly, G-REX is thoroughly evaluated and found to meet all relevant evaluation criteria for rule extraction algorithms, thus establishing G-REX as the algorithm to benchmark against.