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Rotation Forest

Ensemble method that builds decision trees on sets of features transformed by Principal Component Analysis (PCA) to maximize diversity between base classifiers.

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PCA on subsets

Application of Principal Component Analysis to random partitions of the feature space, creating distinct projection axes for each classifier in the forest.

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Rotation matrix

Orthogonal matrix resulting from PCA, used to project data into a new feature space, ensuring decorrelation and diversity of tree predictions.

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Classifier diversity

Fundamental principle of ensemble methods aiming to maximize prediction differences between base models to reduce overall variance and improve generalization.

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Bagging with transformation

Extension of Bootstrap Aggregating where bootstrapped samples undergo feature space transformation before training each base model.

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Group feature selection

Technique of partitioning variables into disjoint subsets on which independent transformations are applied, increasing classifier heterogeneity.

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K-fold feature splitting

Strategy of dividing features into K groups for Rotation Forest, where each group is transformed separately before being recombined to form the final feature set.

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Augmented feature space

New representation space created by concatenating principal components from each feature subset, preserving all original information while increasing diversity.

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Decision tree on projected data

Base classifier in Rotation Forest trained on data previously projected into a transformed space by PCA, where decision nodes operate on linear combinations of original features.

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Rotation coefficients

Parameters of the orthogonal transformation matrix that define how each original feature contributes to the new principal components for a specific tree in the forest.

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Variance explained by component

Metric from PCA indicating the proportion of total data variance captured by each principal component, influencing the quality of transformation in Rotation Forest.

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Feature orthogonalization

Mathematical process ensuring linear independence between newly created features, essential to avoid redundancy and maximize diversity in ensembles.

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Heterogeneous ensemble

Collection of base classifiers operating on different feature spaces, as in Rotation Forest where each tree sees a unique rotation of input data.

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Covariance reduction

Objective of Rotation Forest aiming to minimize covariance between errors of different classifiers by forcing them to operate on decorrelated data representations.

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Local linear projection

Transformation specific to each tree in the forest, applied only to a subset of features, creating a unique perspective on the data for that particular classifier.

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PCA stability

Robustness of principal component decomposition against variations in training data, a critical factor for the performance and consistency of Rotation Forest.

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Group Hyperparameter

Parameter controlling the number of features per group in the Rotation Forest, directly influencing the balance between classifier diversity and information preserved in each transformation.

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