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MTForest: Ensemble Decision Trees based on Multi-Task Learning

Many ensemble methods, such as Bagging, Boosting, Random Forest, etc, have been proposed and widely used in real world applications. Some of them are better than others on noise-free data while some of them are better than others on noisy data. But in reality, ensemble methods that can consistently gain good performance in situations with or without noise are more desirable. In this paper, we propose a new method namely MTForest, to ensemble decision tree learning algorihms by enumerating each input attribute as extra task to introduce different additional inductive bias to generate diverse yet accurate component decision tree learning algorithms in the ensemble. The experimental results show that in situations without classification noise, MTForest is comparable to Boosting and Random Forest and significantly better than Bagging, while in situations with classification noise, MTForest is significantly better than Boosting and Random Forest and is slightly better than Bagging. So MTForest is a good choice for ensemble decision tree learning algorithms in situations with or without noise. We conduct the experiments on the basis of 36 widely used UCI data sets that cover a wide range of domains and data characteristics and run all the algorithms within the Weka platform.