BEST: a decision tree algorithm that handles missing values

Cédric Beaulac () and Jeffrey S. Rosenthal
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Cédric Beaulac: University of Toronto
Jeffrey S. Rosenthal: University of Toronto

Computational Statistics, 2020, vol. 35, issue 3, No 5, 1026 pages

Abstract: Abstract The main contribution of this paper is the development of a new decision tree algorithm. The proposed approach allows users to guide the algorithm through the data partitioning process. We believe this feature has many applications but in this paper we demonstrate how to utilize this algorithm to analyse data sets containing missing values. We tested our algorithm against simulated data sets with various missing data structures and a real data set. The results demonstrate that this new classification procedure efficiently handles missing values and produces results that are slightly more accurate and more interpretable than most common procedures without any imputations or pre-processing.

Keywords: Classification and regression tree; Missing data; Applied machine learning; Interpretable models; Variable importance analysis (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s00180-020-00987-z

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