Copyright © 2010 SAS Institute Inc. All rights reserved. Decision Trees Using SAS Sylvain Tremblay SAS Canada – Education SAS Halifax Regional User Group.

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Presentation transcript:

Copyright © 2010 SAS Institute Inc. All rights reserved. Decision Trees Using SAS Sylvain Tremblay SAS Canada – Education SAS Halifax Regional User Group April 29, 2011

2 Copyright © 2010, SAS Institute Inc. All rights reserved. They come in all shapes and forms

3 Copyright © 2010, SAS Institute Inc. All rights reserved. They come in all shapes and forms

4 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

5 Copyright © 2010, SAS Institute Inc. All rights reserved. A Decision Tree is  A predictive model  A representation of the relationship between a target (dependant variable) and a set of inputs (independant variables)  A supervised learning method  A recursive partitionning algorithm  Also know by the name of algorithms that were commercialized: CART (Classification And Regression Tree) CHAID (CHi-squared Automatic Interaction Detector)

6 Copyright © 2010, SAS Institute Inc. All rights reserved. Simple Prediction Illustration x1x1 x2x2 Predict P(Y=1| X 1, X 2 ) Training Data...

7 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Split Search x1x1 x2x x2x2 <0.63≥0.63 Create a partition rule from the best partition across all inputs....

8 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Prediction Rules x1x1 x2x2 root node interior node leaf node

9 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Tree Prediction Rules...

10 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

11 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner Trees can be created manually or automatically

12 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

13 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

14 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner manually

15 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees - Assessment Pruning

16 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees - Pruning manually

17 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS Enterprise Miner automatically EM Tree Parameters

18 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

19 Copyright © 2010, SAS Institute Inc. All rights reserved. Decision Trees with SAS JMP

20 Copyright © 2010, SAS Institute Inc. All rights reserved. Agenda  What is a decision tree?  Decision trees using SAS Enterprise Miner  Decision trees using JMP  Conclusion / Questions

Copyright © 2010 SAS Institute Inc. All rights reserved. THANK YOU! Questions?