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Has anyone heard of a model similar to a random forest which fits a linear regression model in its leaf nodes?

Data Science Asked by user3494047 on April 9, 2021

That is, each leaf node in each decision tree learns a linear model.

Anyone heard of this kind of model? Even better, anyone know of implementations?

One Answer

M5P Model Trees are the closest thing that I'm aware of. In these trees, the leaf nodes are linear models. The difference is that the leaf nodes learn a multi-dimensional linear model instead of single-dimensional. (If you had a single-dimensional model at the leaf, how would you know which feature to use in the regression? What is the advantage over multi-dimensional?)

Of course a model tree is just a single tree, not a forest. But you could easily build a random forest composed of model trees.

Correct answer by zachdj on April 9, 2021

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