Large Datasets Lead to Overly Complex Models: An Explanation and a Solution
This paper explores unexpected results that lie at the intersection of two common themes in the KDD community: large datasets and the goal of building compact models. Experiments with many different datasets and several model construction algorithms (including tree learning algorithms suchasc4.5 with three different pruning methods, and rule learning algorithms such as c4.5rules and ripper) show that increasing the amount of data used to build a model often results in a linear increase in model size, even when that additional complexity results in no significantincrease in model accuracy. Despite the promise of better parameter estimation held out by large datasets, as a practical matter, models built with large amounts of data are often needlessly complex and cumbersome. In the case of decision trees, the cause of this pathology is identified as a bias inherentinseveral common pruning techniques. Pruning errors made low in the tree, where there is insufficient data to make accurate parameter estimates, are propagated and magnified higher in the tree, working against the accurate parameter estimates that are made possible there by abundant data. We propose a general solution to this problem based on a statistical technique known as randomization testing, and empirically evaluate its utility.