臺灣博碩士論文加值系統

預測或解釋？隨著各種資訊系統產生的資訊量的大幅增長，資料科學近年
來變得越來越流行和重要，而機器學習演算法為許多應用提供了非常強大的支持
和基礎。許多令人印象深刻和驚人的應用都是基於黑箱型的模型。例如，詐欺檢
測系統可以預測哪筆交易資料是詐欺，但是我們無法理解系統如何認為這個人是
詐欺。而雖然白箱型的模型易於理解，但預測的表現相對較差。因此，在本文中，
我們提出了一種新的嫁接樹演算法來整合隨機森林中的決策樹群。此模型試圖在
決策樹和隨機森林之間找到平衡。也就是說，它將具有可解釋性和比決策樹更好
的預測性能。
在我們從隨機森林中嫁接與整合出一棵決策樹後，它將被應用於建立隱半
馬可夫模型，以用於發現系統的潛在變化。我們嘗試透過改進決策樹來提高隱半
馬可夫模型的性能。實驗結果表明，我們提出的規則整合樹模型比一個簡單的決
策樹更好，它可以找到更多的系統狀態，用以回答關於“給定一個可觀測狀態序
列，動態系統的最可能的變化順序是什麼”的問題。

To predict or to explain? With the dramatical growth of the volume of
information generated from various information systems, data science has become
popular and important in recent years while machine learning algorithms provide a very
strong support and foundation for various data applications. Many data applications are
based on black-box models. For example, a fraud detection system can predict which
person will default but we cannot understand how the system consider it’s fraud. While
white-box models are easy to understand but have relatively poor predictive
performance. Hence, in this thesis, we propose a novel grafted tree algorithm to
integrate trees of random forests. The model attempt to find a balance between a
decision tree and a random forest. That is, the grafted tree have better interpretability
and the performance than a single decision tree.
With the decision tree is integrated from a random forest, it will be applied to
Hidden semi-Markov models (HSMM) to build a Classification Tree Hidden Semi-
Markov Model (CTHSMM) in order to discover underlying changes of a system. The experimental result shows that our proposed model RITHSMM is better than a simple
decision tree based on Classification and Regression Trees and it can find more
states/leaves so as to answer a kind of questions, “given a sequence of observable
sequence, what are the most probable/relevant sequence of changes of a dynamic
system?”.

論文審定書........................................................................................................................ i
Acknowledgement.............................................................................................................ii
中文摘要..........................................................................................................................iii
Abstract.............................................................................................................................iv
Table of Content................................................................................................................ v
1. Introduction................................................................................................................... 1
2. Background review and related works.......................................................................... 5
2.1 Classification and Regression Trees (CART)......................................................5
2.2 Random Forest.....................................................................................................8
2.3 Tree grafting...................................................................................................... 10
2.4 Classification Tree Hidden Semi-Markov Model (CTHSMM).........................14
3. Proposed approach.......................................................................................................19
3.1 A Rule-Integrated Tree grafted from Random Forest (RI-Tree)........................19
3.2 A RI-Tree with aggregated cut points (RIA-Tree).............................................25
3.3 RI-Tree Hidden Semi-Markov Model (RITHSMM)......................................... 27
4. Experiments and Discussion........................................................................................29
4.1 Ionosphere......................................................................................................... 30
4.2 Pen-based Recognition of Handwritten digits dataset.......................................31
4.3 Optical Recognition of Handwritten digits dataset............................................32
4.4 Waveform...........................................................................................................33
4.5 Sonar..................................................................................................................34
4.6 The experiment of RITHSMM.......................................................................... 36
4.7 Discussion..........................................................................................................41
5. Conclusion................................................................................................................... 44
6. References................................................................................................................... 45

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