Ensemble methods: Bagging and random forests

We introduce two common ensemble methods: bagging and random forests. Both of these methods repeat a statistical analysis on a bootstrap sample to improve the accuracy of the predictor. Our column shows these methods as applied to Classification and Regression Trees.

▲ Nature Methods Points of Significance column: Ensemble methods: Bagging and random forests. (read)

For example, we can sample the space of values more finely when using bagging with regression trees because each sample has potentially different boundaries at which the tree splits.

Random forests generate a large number of trees by not only generating bootstrap samples but also randomly choosing which predictor variables are considered at each split in the tree.

Krzywinski, M. & Altman, N. (2017) Points of Significance: Ensemble methods: bagging and random forests. Nature Methods 14:933–934.

Background reading

Krzywinski, M. & Altman, N. (2017) Points of Significance: Classification and regression trees. Nature Methods 14:757–758.

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Classification and regression trees

Decision trees classify data by splitting it along the predictor axes into partitions with homogeneous values of the dependent variable. Unlike logistic or linear regression, CART does not develop a prediction equation. Instead, data are predicted by a series of binary decisions based on the boundaries of the splits. Decision trees are very effective and the resulting rules are readily interpreted.

Trees can be built using different metrics that measure how well the splits divide up the data classes: Gini index, entropy or misclassification error.

▲ Nature Methods Points of Significance column: Classification and decision trees. (read)

When the predictor variable is quantitative and not categorical, regression trees are used. Here, the data are still split but now the predictor variable is estimated by the average within the split boundaries. Tree growth can be controlled using the complexity parameter, a measure of the relative improvement of each new split.

Individual trees can be very sensitive to minor changes in the data and even better prediction can be achieved by exploiting this variability. Using ensemble methods, we can grow multiple trees from the same data.

Krzywinski, M. & Altman, N. (2017) Points of Significance: Classification and regression trees. Nature Methods 14:757–758.

Background reading

Lever, J., Krzywinski, M. & Altman, N. (2016) Points of Significance: Logistic regression. Nature Methods 13:541-542.

Altman, N. & Krzywinski, M. (2015) Points of Significance: Multiple Linear Regression Nature Methods 12:1103-1104.

Lever, J., Krzywinski, M. & Altman, N. (2016) Points of Significance: Classifier evaluation. Nature Methods 13:603-604.

Lever, J., Krzywinski, M. & Altman, N. (2016) Points of Significance: Model Selection and Overfitting. Nature Methods 13:703-704.

Lever, J., Krzywinski, M. & Altman, N. (2016) Points of Significance: Regularization. Nature Methods 13:803-804.

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Personal Oncogenomics Program 5 Year Anniversary Art

The artwork was created in collaboration with my colleagues at the Genome Sciences Center to celebrate the 5 year anniversary of the Personalized Oncogenomics Program (POG).

▲ 5 Years of Personalized Oncogenomics Program at Canada's Michael Smith Genome Sciences Centre. The poster shows 545 cancer cases. (left) Cases ordered chronologically by case number. (right) Cases grouped by diagnosis (tissue type) and then by similarity within group.

The Personal Oncogenomics Program (POG) is a collaborative research study including many BC Cancer Agency oncologists, pathologists and other clinicians along with Canada's Michael Smith Genome Sciences Centre with support from BC Cancer Foundation.

The aim of the program is to sequence, analyze and compare the genome of each patient's cancer—the entire DNA and RNA inside tumor cells— in order to understand what is enabling it to identify less toxic and more effective treatment options.

Principal component analysis

Principal component analysis (PCA) simplifies the complexity in high-dimensional data by reducing its number of dimensions.

▲ Nature Methods Points of Significance column: Principal component analysis. (read)

To retain trend and patterns in the reduced representation, PCA finds linear combinations of canonical dimensions that maximize the variance of the projection of the data.

PCA is helpful in visualizing high-dimensional data and scatter plots based on 2-dimensional PCA can reveal clusters.

Altman, N. & Krzywinski, M. (2017) Points of Significance: Principal component analysis. Nature Methods 14:641–642.

Background reading

Altman, N. & Krzywinski, M. (2017) Points of Significance: Clustering. Nature Methods 14:545–546.

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