A regression tree approach using mathematical programming

作者：

Highlights：

• This work proposes a novel tree model for multivariate regression analysis.

• Both node splitting and regression coefficients are optimised in this model.

• The proposed method achieves improved prediction accuracy than literature methods.

• The resultant trees are at least as simple as the ones from previous methods.

摘要

•This work proposes a novel tree model for multivariate regression analysis.•Both node splitting and regression coefficients are optimised in this model.•The proposed method achieves improved prediction accuracy than literature methods.•The resultant trees are at least as simple as the ones from previous methods.

论文关键词：Regression analysis,Surrogate model,Regression tree,Mathematical programming,Optimisation

论文评审过程：Received 13 July 2016, Revised 4 February 2017, Accepted 5 February 2017, Available online 9 February 2017, Version of Record 24 February 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.02.013