Pruning Incremental Linear Model Trees with Approximate Lookahead

Incremental linear model trees with approximate lookahead are fast, but produce overly large trees. This is due to non-optimal splitting decisions boosted by a possibly unlimited number of examples obtained from a data source. To keep the processing speed high and the tree complexity low, appropriate incremental pruning techniques are needed. In this paper, we introduce a pruning technique for the class of incremental linear model trees with approximate lookahead on stationary data sources. Experimental results show that the advantage of approximate lookahead in terms of processing speed can be further improved by producing much smaller and consequently more explanatory, less memory consuming trees on high-dimensional data. This is done at the expense of only a small increase in prediction error. Additionally, the pruning algorithm can be tuned to either produce less accurate model trees at a much higher processing speed or, alternatively, more accurate trees at the expense of higher processing times.