Ensembles of extremely randomized trees and some generic applications

In this paper we present a new tree-based ensemble method called “Extra-Trees”. This algorithm averages predictions of trees obtained by partitioning the inputspace with randomly generated splits, leading to significant improvements of precision, and various algorithmic advantages, in particular reduced computational complexity and scalability. We also discuss two generic applications of this algorithm, namely for time-series classification and for the automatic inference of near-optimal sequential decision policies from experimental data.