Option Predictive Clustering Trees for Multi-target Regression

Decision trees are one of the most widely used predictive modelling methods primarily because they are readily interpretable and fast to learn. These nice properties come at the price of predictive performance. Moreover, the standard induction of decision trees suffers from myopia: A single split is chosen in each internal node which is selected in a greedy manner; hence, the resulting tree may be sub-optimal. To address these issues, option trees have been proposed which can include several alternative splits in a new type of internal nodes called option nodes. Considering all of this, an option tree can be also regarded as a condensed representation of an ensemble. In this work, we propose to extend predictive clustering trees for multi-target regression by considering option nodes, i.e., learn option predictive clustering trees (OPCTs). Multi-target regression is concerned with learning predictive models for tasks with multiple continuous target variables. We evaluate the proposed OPCTs on 11 benchmark MTR datasets. The results reveal that OPCTs achieve statistically significantly better predictive performance than a single PCT. Next, the performance is competitive with that of bagging and random forests of PCTs. Finally, we demonstrate the potential of OPCTs for multifaceted interpretability and illustrate the potential of inclusion of domain knowledge in the tree learning process.