各种机器学习算法

决策树算法的优缺点  copy from  sklearn decision tree

Some advantages of decision trees are:

• Simple to understand and to interpret. Trees can be visualised.
• Requires little data preparation. Other techniques often require data normalisation, dummy variables need to be created and blank values to be removed. Note however that this module does not support missing values.
• The cost of using the tree (i.e., predicting data) is logarithmic in the number of data points used to train the tree.
• Able to handle both numerical and categorical data. Other techniques are usually specialised in analysing datasets that have only one type of variable. See algorithms for more information.
• Able to handle multi-output problems.
• Uses a white box model. If a given situation is observable in a model, the explanation for the condition is easily explained by boolean logic. By contrast, in a black box model (e.g., in an artificial neural network), results may be more difficult to interpret.
• Possible to validate a model using statistical tests. That makes it possible to account for the reliability of the model.
• Performs well even if its assumptions are somewhat violated by the true model from which the data were generated.

The disadvantages of decision trees include:

• Decision-tree learners can create over-complex trees that do not generalise the data well. This is called overfitting. Mechanisms such as pruning (not currently supported), setting the minimum number of samples required at a leaf node or setting the maximum depth of the tree are necessary to avoid this problem.
• Decision trees can be unstable because small variations in the data might result in a completely different tree being generated. This problem is mitigated by using decision trees within an ensemble.
• The problem of learning an optimal decision tree is known to be NP-complete under several aspects of optimality and even for simple concepts. Consequently, practical decision-tree learning algorithms are based on heuristic algorithms such as the greedy algorithm where locally optimal decisions are made at each node. Such algorithms cannot guarantee to return the globally optimal decision tree. This can be mitigated by training multiple trees in an ensemble learner, where the features and samples are randomly sampled with replacement.
• There are concepts that are hard to learn because decision trees do not express them easily, such as XOR, parity or multiplexer problems.
• Decision tree learners create biased trees if some classes dominate. It is therefore recommended to balance the dataset prior to fitting with the decision tree.

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随机森林算法的优缺点  copy from 随机森林（原理/样例实现/参数调优）

随机森林有很多优点： 
1） 每棵树都选择部分样本及部分特征，一定程度避免过拟合； 
2） 每棵树随机选择样本并随机选择特征，使得具有很好的抗噪能力，性能稳定； 
3） 能处理很高维度的数据，并且不用做特征选择； 
4） 适合并行计算； 
5） 实现比较简单； 
缺点： 
1） 参数较复杂； 
2） 模型训练和预测都比较慢。