IDEAS home Printed from https://ideas.repec.org/a/eee/csdana/v171y2022ics0167947322000408.html
   My bibliography  Save this article

Interaction forests: Identifying and exploiting interpretable quantitative and qualitative interaction effects

Author

Listed:
  • Hornung, Roman
  • Boulesteix, Anne-Laure

Abstract

Although interaction effects can be exploited to improve predictions and allow for valuable insights into covariate interplay, they are given limited attention in analysis. Interaction forests are a variant of random forests for categorical, continuous, and survival outcomes that explicitly models quantitative and qualitative interaction effects in bivariable splits performed by the trees constituting the forests. The new effect importance measure (EIM) associated with interaction forests allows for ranking of covariate pairs with respect to their interaction effects' importance to prediction. Using EIM, separate importance value lists for univariable effects, quantitative interaction effects, and qualitative interaction effects are obtained. In the spirit of interpretable machine learning, the bivariable split types of interaction forests target easily interpretable and communicable interaction effects. To learn about the nature of the interplay between covariates identified as interacting it is convenient to visualise their estimated bivariable influence. Functions that perform this task are provided in the R package diversityForest, which implements interaction forests. In a large-scale empirical study using 220 data sets, interaction forests tended to deliver better predictions than conventional random forests and competing random forest variants that use multivariable splitting. In a simulation study, EIM delivered considerably better rankings for the relevant quantitative and qualitative interaction effects than competing approaches. These results indicate that interaction forests are suitable tools for the challenging task of identifying and making use of easily interpretable and communicable interaction effects in predictive modelling.

Suggested Citation

  • Hornung, Roman & Boulesteix, Anne-Laure, 2022. "Interaction forests: Identifying and exploiting interpretable quantitative and qualitative interaction effects," Computational Statistics & Data Analysis, Elsevier, vol. 171(C).
  • Handle: RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000408
    DOI: 10.1016/j.csda.2022.107460
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/S0167947322000408
    Download Restriction: Full text for ScienceDirect subscribers only.

    File URL: https://libkey.io/10.1016/j.csda.2022.107460?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. A. Poterie & J.-F. Dupuy & V. Monbet & L. Rouvière, 2019. "Classification tree algorithm for grouped variables," Computational Statistics, Springer, vol. 34(4), pages 1613-1648, December.
    2. Wright, Marvin N. & Ziegler, Andreas, 2017. "ranger: A Fast Implementation of Random Forests for High Dimensional Data in C++ and R," Journal of Statistical Software, Foundation for Open Access Statistics, vol. 77(i01).
    3. Silke Janitza & Ender Celik & Anne-Laure Boulesteix, 2018. "A computationally fast variable importance test for random forests for high-dimensional data," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 12(4), pages 885-915, December.
    4. Heidi Seibold & Christoph Bernau & Anne-Laure Boulesteix & Riccardo De Bin, 2018. "On the choice and influence of the number of boosting steps for high-dimensional linear Cox-models," Computational Statistics, Springer, vol. 33(3), pages 1195-1215, September.
    Full references (including those not matched with items on IDEAS)

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Hapfelmeier, Alexander & Hornung, Roman & Haller, Bernhard, 2023. "Efficient permutation testing of variable importance measures by the example of random forests," Computational Statistics & Data Analysis, Elsevier, vol. 181(C).
    2. Backer, David & Billing, Trey, 2024. "Forecasting the prevalence of child acute malnutrition using environmental and conflict conditions as leading indicators," World Development, Elsevier, vol. 176(C).
    3. Mariana Oliveira & Luís Torgo & Vítor Santos Costa, 2021. "Evaluation Procedures for Forecasting with Spatiotemporal Data," Mathematics, MDPI, vol. 9(6), pages 1-27, March.
    4. Riccardo De Bin & Vegard Grødem Stikbakke, 2023. "A boosting first-hitting-time model for survival analysis in high-dimensional settings," Lifetime Data Analysis: An International Journal Devoted to Statistical Methods and Applications for Time-to-Event Data, Springer, vol. 29(2), pages 420-440, April.
    5. Bokelmann, Björn & Lessmann, Stefan, 2024. "Improving uplift model evaluation on randomized controlled trial data," European Journal of Operational Research, Elsevier, vol. 313(2), pages 691-707.
    6. Joel Podgorski & Oliver Kracht & Luis Araguas-Araguas & Stefan Terzer-Wassmuth & Jodie Miller & Ralf Straub & Rolf Kipfer & Michael Berg, 2024. "Groundwater vulnerability to pollution in Africa’s Sahel region," Nature Sustainability, Nature, vol. 7(5), pages 558-567, May.
    7. Chakravorty, Bhaskar & Arulampalam, Wiji & Bhatiya, Apurav Yash & Imbert, Clément & Rathelot, Roland, 2024. "Can information about jobs improve the effectiveness of vocational training? Experimental evidence from India," Journal of Development Economics, Elsevier, vol. 169(C).
    8. Costa, Alexandre Bonnet R. & Ferreira, Pedro Cavalcanti G. & Gaglianone, Wagner P. & Guillén, Osmani Teixeira C. & Issler, João Victor & Lin, Yihao, 2021. "Machine learning and oil price point and density forecasting," Energy Economics, Elsevier, vol. 102(C).
    9. Arjan S. Gosal & Janine A. McMahon & Katharine M. Bowgen & Catherine H. Hoppe & Guy Ziv, 2021. "Identifying and Mapping Groups of Protected Area Visitors by Environmental Awareness," Land, MDPI, vol. 10(6), pages 1-14, May.
    10. Albert Stuart Reece & Gary Kenneth Hulse, 2022. "European Epidemiological Patterns of Cannabis- and Substance-Related Congenital Neurological Anomalies: Geospatiotemporal and Causal Inferential Study," IJERPH, MDPI, vol. 20(1), pages 1-35, December.
    11. Giorgos Foutzopoulos & Nikolaos Pandis & Michail Tsagris, 2024. "Predicting Full Retirement Attainment of NBA Players," Working Papers 2403, University of Crete, Department of Economics.
    12. Michael Parzinger & Lucia Hanfstaengl & Ferdinand Sigg & Uli Spindler & Ulrich Wellisch & Markus Wirnsberger, 2020. "Residual Analysis of Predictive Modelling Data for Automated Fault Detection in Building’s Heating, Ventilation and Air Conditioning Systems," Sustainability, MDPI, vol. 12(17), pages 1-18, August.
    13. Van Belle, Jente & Guns, Tias & Verbeke, Wouter, 2021. "Using shared sell-through data to forecast wholesaler demand in multi-echelon supply chains," European Journal of Operational Research, Elsevier, vol. 288(2), pages 466-479.
    14. Albert Stuart Reece & Gary Kenneth Hulse, 2022. "European Epidemiological Patterns of Cannabis- and Substance-Related Body Wall Congenital Anomalies: Geospatiotemporal and Causal Inferential Study," IJERPH, MDPI, vol. 19(15), pages 1-38, July.
    15. Philipp Bach & Victor Chernozhukov & Malte S. Kurz & Martin Spindler & Sven Klaassen, 2021. "DoubleML -- An Object-Oriented Implementation of Double Machine Learning in R," Papers 2103.09603, arXiv.org, revised Jun 2024.
    16. Marchetto, Elisa & Da Re, Daniele & Tordoni, Enrico & Bazzichetto, Manuele & Zannini, Piero & Celebrin, Simone & Chieffallo, Ludovico & Malavasi, Marco & Rocchini, Duccio, 2023. "Testing the effect of sample prevalence and sampling methods on probability- and favourability-based SDMs," Ecological Modelling, Elsevier, vol. 477(C).
    17. Jorge Luis Andrade & José Luis Valencia, 2022. "A Fuzzy Random Survival Forest for Predicting Lapses in Insurance Portfolios Containing Imprecise Data," Mathematics, MDPI, vol. 11(1), pages 1-16, December.
    18. Eeva-Katri Kumpula & Pauline Norris & Adam C Pomerleau, 2020. "Stocks of paracetamol products stored in urban New Zealand households: A cross-sectional study," PLOS ONE, Public Library of Science, vol. 15(6), pages 1-11, June.
    19. Michael Bucker & Gero Szepannek & Alicja Gosiewska & Przemyslaw Biecek, 2020. "Transparency, Auditability and eXplainability of Machine Learning Models in Credit Scoring," Papers 2009.13384, arXiv.org.
    20. Jian Lu & Raheel Ahmad & Thomas Nguyen & Jeffrey Cifello & Humza Hemani & Jiangyuan Li & Jinguo Chen & Siyi Li & Jing Wang & Achouak Achour & Joseph Chen & Meagan Colie & Ana Lustig & Christopher Dunn, 2022. "Heterogeneity and transcriptome changes of human CD8+ T cells across nine decades of life," Nature Communications, Nature, vol. 13(1), pages 1-13, December.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:171:y:2022:i:c:s0167947322000408. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.