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The Most Underrated Way to Prune a Decision Tree in Seconds
Prune a decision tree in seconds with a Sankey diagram.
One thing I always appreciate about decision trees is their ease of visual interpretability.
No matter how many features our dataset has, we can ALWAYS visualize and interpret a decision tree.
In fact, this is not possible with other intuitive and simple models like linear regression. But decision trees stand out in this respect.
Nonetheless, one thing I often find a bit time-consuming and somewhat “hit-and-trially” is pruning a decision tree.
See, the problem is that under default conditions, decision trees ALWAYS 100% overfit the dataset, as depicted below:
Thus, pruning is ALWAYS necessary to reduce model variance.
While there are many ways to prune them visually, such as the one shown below:
But the above visualisation is:
Pretty non-elegant, tedious, and messy.
Static (or non-interactive).
Instead, I have realized that an interactive Sankey diagram can be a great way to prune decision trees.
This is depicted below:
As shown above, the Sankey diagram allows us to interactively visualize and prune a decision tree by collapsing its nodes.
Also, the number of data points from each class is size and color-encoded in each node, as shown below.
This instantly gives an estimate of the node’s impurity, based on which, we can visually and interactively prune the tree in seconds.
For instance, in the full decision tree shown below, pruning the tree at a depth of two appears reasonable:
Next, we can train a new decision tree after obtaining an estimate for hyperparameter values.
This will help us reduce the variance of the decision tree.
Isn’t that cool?
That being said, another reliable remedy for reducing the variance of a decision tree model is using a random forest model:
The entire credit for variance reduction goes to Bagging.
You can find the full article to understand the entire mathematical foundation of Bagging: Why Bagging is So Ridiculously Effective At Variance Reduction?
It will help you truly understand why the random forest model is designed the way it is.
Also, you can download the code notebook for the interactive decision tree here: Interactive decision tree.
👉 Over to you: What are some other cool ways to prune a decision tree?
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