{"id":24208,"date":"2023-12-06T12:00:39","date_gmt":"2023-12-06T12:00:39","guid":{"rendered":"https:\/\/masterskills.org\/blog\/cay-phan-loai-va-hoi-qui-classification-and-regression-tree-cart-la-gi.html"},"modified":"2023-12-22T09:36:42","modified_gmt":"2023-12-22T02:36:42","slug":"cay-phan-loai-va-hoi-qui-classification-and-regression-tree-cart-la-gi","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/cay-phan-loai-va-hoi-qui-classification-and-regression-tree-cart-la-gi.html","title":{"rendered":"C\u00e2y ph\u00e2n lo\u1ea1i v\u00e0 h\u1ed3i qui (Classification and Regression Tree – CART) l\u00e0 g\u00ec?"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda<\/p>\n<\/figcaption><\/figure>\n

C\u00e2y ph\u00e2n lo\u1ea1i v\u00e0 h\u1ed3i qui<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

C\u00e2y ph\u00e2n lo\u1ea1i v\u00e0 h\u1ed3i qui<\/b> trong ti\u1ebfng Anh l\u00e0 Classification and Regression Tree<\/b>, vi\u1ebft t\u1eaft: CART<\/b>.<\/p>\n

C\u00e2y ph\u00e2n lo\u1ea1i v\u00e0 h\u1ed3i qui (CART)<\/b> l\u00e0 m\u1ed9t k\u0129 thu\u1eadt\u00a0h\u1ecdc m\u00e1y\u00a0c\u00f3 gi\u00e1m s\u00e1t ph\u1ed5 bi\u1ebfn \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng \u0111\u1ec3 d\u1ef1 \u0111o\u00e1n bi\u1ebfn m\u1ee5c ti\u00eau \u0111\u1ecbnh t\u00ednh (categorical target variable), t\u1ea1o c\u00e2y ph\u00e2n lo\u1ea1i ho\u1eb7c bi\u1ebfn m\u1ee5c ti\u00eau li\u00ean t\u1ee5c (continuous target variable), t\u1ea1o ra c\u00e2y h\u1ed3i qui.<\/p>\n

C\u00e2y quy\u1ebft \u0111\u1ecbnh<\/font><\/h3>\n

Vi\u1ec7c ph\u00e2n lo\u1ea1i c\u1ee7a CART \u0111\u00f2i h\u1ecfi m\u1ed9t c\u00e2y nh\u1ecb ph\u00e2n: s\u1ef1 k\u1ebft h\u1ee3p c\u1ee7a m\u1ed9t n\u00fat g\u1ed1c ban \u0111\u1ea7u, c\u00e1c n\u00fat quy\u1ebft \u0111\u1ecbnh v\u00e0 c\u00e1c n\u00fat cu\u1ed1i. N\u00fat g\u1ed1c v\u00e0 m\u1ed7i n\u00fat quy\u1ebft \u0111\u1ecbnh \u0111\u1ea1i di\u1ec7n cho m\u1ed9t \u0111\u1eb7c t\u00ednh v\u00e0 gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng c\u1ee7a \u0111\u1eb7c t\u00ednh \u0111\u00f3.<\/p>\n

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H\u00ecnh 1<\/p>\n<\/figcaption><\/figure>\n

X\u00e9t tr\u01b0\u1eddng h\u1ee3p m\u00f4 h\u00ecnh \u0111\u01a1n gi\u1ea3n h\u00f3a \u0111\u1ec3 ph\u00e2n lo\u1ea1i c\u00e1c c\u00f4ng ty li\u1ec7u c\u00f3 t\u0103ng c\u1ed5 t\u1ee9c cho c\u1ed5 \u0111\u00f4ng hay kh\u00f4ng.\u00a0<\/p>\n

Trong H\u00ecnh 1, n\u00fat g\u1ed1c ban \u0111\u1ea7u \u0111\u1ea1i di\u1ec7n cho t\u1ed1c \u0111\u1ed9 t\u0103ng tr\u01b0\u1edfng c\u1ee7a c\u00e1c c\u01a1 h\u1ed9i \u0111\u1ea7u t\u01b0 (IOG), c\u00f3 gi\u00e1 tr\u1ecb l\u00e0 X1, v\u1edbi gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng l\u00e0 10%.<\/p>\n

T\u1eeb n\u00fat g\u1ed1c ban \u0111\u1ea7u, d\u1eef li\u1ec7u \u0111\u01b0\u1ee3c ph\u00e2n v\u00f9ng t\u1ea1i c\u00e1c n\u00fat quy\u1ebft \u0111\u1ecbnh th\u00e0nh c\u00e1c nh\u00f3m nh\u1ecf h\u01a1n v\u00e0 nh\u1ecf h\u01a1n cho \u0111\u1ebfn khi c\u00e1c n\u00fat cu\u1ed1i \u0111\u01b0\u1ee3c h\u00ecnh th\u00e0nh c\u00f3 ch\u1ee9a c\u00e1c nh\u00e3n d\u1ef1 \u0111o\u00e1n. C\u00e1c nh\u00e3n d\u1ef1 \u0111o\u00e1n l\u00e0 t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u c\u1ed9ng) ho\u1eb7c kh\u00f4ng t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u tr\u1eeb).<\/p>\n

N\u1ebfu gi\u00e1 tr\u1ecb c\u1ee7a \u0111\u1eb7c t\u00ednh IOG (X1) > 10% (C\u00f3), th\u00ec ch\u00fang ta ti\u1ebfn h\u00e0nh n\u00fat quy\u1ebft \u0111\u1ecbnh t\u0103ng tr\u01b0\u1edfng d\u00f2ng ti\u1ec1n t\u1ef1 do (FCFG), c\u00f3 gi\u00e1 tr\u1ecb l\u00e0 X2, gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng 20%.<\/p>\n

– N\u1ebfu gi\u00e1 tr\u1ecb c\u1ee7a FCFG \u2264 20% (Kh\u00f4ng), th\u00ec CART s\u1ebd d\u1ef1 \u0111o\u00e1n r\u1eb1ng \u0111i\u1ec3m d\u1eef li\u1ec7u thu\u1ed9c v\u1ec1 lo\u1ea1i kh\u00f4ng t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u tr\u1eeb), \u0111\u1ea1i di\u1ec7n cho n\u00fat cu\u1ed1i c\u00f9ng.<\/p>\n

– Ng\u01b0\u1ee3c l\u1ea1i, n\u1ebfu gi\u00e1 tr\u1ecb c\u1ee7a X2 > 20% (C\u00f3), th\u00ec CART s\u1ebd d\u1ef1 \u0111o\u00e1n r\u1eb1ng \u0111i\u1ec3m d\u1eef li\u1ec7u thu\u1ed9c lo\u1ea1i t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u c\u1ed9ng), \u0111\u1ea1i di\u1ec7n cho m\u1ed9t n\u00fat cu\u1ed1i kh\u00e1c.<\/p>\n

\u0110i\u1ec1u quan tr\u1ecdng c\u1ea7n l\u01b0u \u00fd l\u00e0 t\u00ednh n\u0103ng t\u01b0\u01a1ng t\u1ef1 c\u00f3 th\u1ec3 xu\u1ea5t hi\u1ec7n nhi\u1ec1u l\u1ea7n trong m\u1ed9t c\u00e2y khi k\u1ebft h\u1ee3p v\u1edbi c\u00e1c t\u00ednh n\u0103ng kh\u00e1c.<\/p>\n

H\u01a1n n\u1eefa, m\u1ed9t s\u1ed1 t\u00ednh n\u0103ng ch\u1ec9 li\u00ean quan khi c\u00e1c \u0111i\u1ec1u ki\u1ec7n kh\u00e1c \u0111\u00e3 \u0111\u01b0\u1ee3c \u0111\u00e1p \u1ee9ng. V\u00ed d\u1ee5: quay tr\u1edf l\u1ea1i n\u00fat g\u1ed1c ban \u0111\u1ea7u, n\u1ebfu IOG \u2264 10% (X1 \u2264 10%) v\u00e0 FCFG > 10%, th\u00ec IOG xu\u1ea5t hi\u1ec7n l\u1ea1i d\u01b0\u1edbi d\u1ea1ng n\u00fat quy\u1ebft \u0111\u1ecbnh kh\u00e1c c\u00f3 gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng l\u00e0 5%.<\/p>\n

Qu\u00e1 tr\u00ecnh thu\u1eadt to\u00e1n CART \u0111\u01b0a ra d\u1ef1 \u0111o\u00e1n<\/font><\/h3>\n
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H\u00ecnh 2<\/p>\n<\/figcaption><\/figure>\n

– Ban \u0111\u1ea7u, m\u00f4 h\u00ecnh ph\u00e2n lo\u1ea1i \u0111\u01b0\u1ee3c hu\u1ea5n luy\u1ec7n t\u1eeb d\u1eef li\u1ec7u \u0111\u01b0\u1ee3c d\u00e1n nh\u00e3n.<\/p>\n

Trong h\u00ecnh 2, d\u1eef li\u1ec7u \u0111\u01b0\u1ee3c d\u00e1n nh\u00e3n l\u00e0: 10 c\u00f4ng ty c\u00f3 m\u1ee9c t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u c\u1ed9ng) v\u00e0 10 c\u00f4ng ty kh\u00f4ng t\u0103ng c\u1ed5 t\u1ee9c (d\u1ea5u tr\u1eeb).<\/p>\n

Trong h\u00ecnh 2, t\u1ea1i n\u00fat g\u1ed1c ban \u0111\u1ea7u v\u00e0 t\u1ea1i m\u1ed7i n\u00fat quy\u1ebft \u0111\u1ecbnh, kh\u00f4ng gian c\u1ee7a \u0111\u1eb7c t\u00ednh (m\u1eb7t ph\u1eb3ng \u0111\u01b0\u1ee3c x\u00e1c \u0111\u1ecbnh b\u1edfi X1 v\u00e0 X2) \u0111\u01b0\u1ee3c chia th\u00e0nh hai h\u00ecnh ch\u1eef nh\u1eadt cho c\u00e1c gi\u00e1 tr\u1ecb tr\u00ean v\u00e0 d\u01b0\u1edbi gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng c\u1ee7a \u0111\u1eb7c t\u00ednh \u0111\u1ea1i di\u1ec7n t\u1ea1i n\u00fat \u0111\u00f3.<\/p>\n

– Thu\u1eadt to\u00e1n CART ch\u1ecdn \u0111\u1eb7c t\u00ednh v\u00e0 gi\u00e1 tr\u1ecb ng\u01b0\u1ee1ng t\u1ea1i m\u1ed7i n\u00fat t\u1ea1o ra s\u1ef1 ph\u00e2n t\u00e1ch r\u1ed9ng nh\u1ea5t c\u1ee7a d\u1eef li\u1ec7u \u0111\u01b0\u1ee3c g\u1eafn nh\u00e3n \u0111\u1ec3 gi\u1ea3m thi\u1ec3u l\u1ed7i ph\u00e2n lo\u1ea1i.<\/p>\n

Sau m\u1ed7i n\u00fat quy\u1ebft \u0111\u1ecbnh, ph\u00e2n v\u00f9ng kh\u00f4ng gian c\u1ee7a \u0111\u1eb7c t\u00ednh tr\u1edf n\u00ean nh\u1ecf h\u01a1n v\u00e0 nh\u1ecf h\u01a1n. Do \u0111\u00f3, c\u00e1c quan s\u00e1t trong m\u1ed7i nh\u00f3m s\u1ebd c\u00f3 l\u1ed7i th\u1ea5p h\u01a1n. \u1ede b\u1ea5t k\u00ec c\u1ea5p \u0111\u1ed9 n\u00e0o c\u1ee7a c\u00e2y, khi l\u1ed7i ph\u00e2n lo\u1ea1i kh\u00f4ng gi\u1ea3m nhi\u1ec1u h\u01a1n t\u1eeb m\u1ed9t ph\u00e2n chia kh\u00e1c (ph\u00e2n nh\u00e1nh), qu\u00e1 tr\u00ecnh d\u1eebng l\u1ea1i, n\u00fat \u0111\u00f3 l\u00e0 n\u00fat cu\u1ed1i.<\/p>\n

+ N\u1ebfu m\u1ee5c \u0111\u00edch c\u1ee7a thu\u1eadt to\u00e1n l\u00e0 ph\u00e2n lo\u1ea1i th\u00ec d\u1ef1 \u0111o\u00e1n c\u1ee7a thu\u1eadt to\u00e1n t\u1ea1i n\u00fat cu\u1ed1i s\u1ebd l\u00e0 ph\u00e2n lo\u1ea1i chi\u1ebfm \u0111a s\u1ed1 t\u1ea1i n\u00fat \u0111\u00f3 \u0111\u01b0\u1ee3c g\u00e1n cho n\u00f3.<\/p>\n

V\u00ed d\u1ee5, trong h\u00ecnh 2, h\u00ecnh ch\u1eef nh\u1eadt tr\u00ean c\u00f9ng b\u00ean ph\u1ea3i \u0111\u1ea1i di\u1ec7n cho IOG (X1) > 10% v\u00e0 FCFG (X2) > 20%, ch\u1ee9a 5 \u0111i\u1ec3m l\u00e0 d\u1ea5u c\u1ed9ng. N\u1ebfu \u0111i\u1ec3m d\u1eef li\u1ec7u m\u1edbi thu\u1ed9c v\u00f9ng n\u00e0y, CART s\u1ebd d\u1ef1 \u0111o\u00e1n r\u1eb1ng n\u00f3 thu\u1ed9c lo\u1ea1i d\u1ea5u c\u1ed9ng (t\u0103ng c\u1ed5 t\u1ee9c).<\/p>\n

Tuy nhi\u00ean, n\u1ebfu \u0111i\u1ec3m d\u1eef li\u1ec7u m\u1edbi c\u00f3 IOG (X1) > 10% v\u00e0 FCFG (X2) \u2264 20% th\u00ec n\u00f3 s\u1ebd \u0111\u01b0\u1ee3c d\u1ef1 \u0111o\u00e1n thu\u1ed9c v\u1ec1 d\u1ea5u tr\u1eeb (kh\u00f4ng t\u0103ng c\u1ed5 t\u1ee9c), \u0111\u01b0\u1ee3c bi\u1ec3u th\u1ecb b\u1eb1ng h\u00ecnh ch\u1eef nh\u1eadt b\u00ean ph\u1ea3i ph\u00eda d\u01b0\u1edbi v\u1edbi 2 d\u1ea5u c\u1ed9ng nh\u01b0ng c\u00f3 3 d\u1ea5u tr\u1eeb.<\/p>\n

+ N\u1ebfu m\u1ee5c ti\u00eau c\u1ee7a thu\u1eadt to\u00e1n l\u00e0 h\u1ed3i qui, th\u00ec d\u1ef1 \u0111o\u00e1n t\u1ea1i cu\u1ed1i l\u00e0 gi\u00e1 tr\u1ecb trung b\u00ecnh c\u1ee7a c\u00e1c gi\u00e1 tr\u1ecb \u0111\u01b0\u1ee3c g\u1eafn nh\u00e3n.<\/p>\n

\u1ee8ng d\u1ee5ng c\u1ee7a CART trong l\u0129nh v\u1ef1c t\u00e0i ch\u00ednh<\/font><\/span><\/h3>\n

CART l\u00e0 m\u1ed9t m\u00f4 h\u00ecnh h\u1ecdc m\u00e1y c\u00f3 gi\u00e1m s\u00e1t ph\u1ed5 bi\u1ebfn v\u00ec c\u00e2y \u0111\u01b0a ra gi\u1ea3i th\u00edch tr\u1ef1c quan cho d\u1ef1 \u0111o\u00e1n.<\/p>\n

C\u00e1c \u1ee9ng d\u1ee5ng \u0111i\u1ec3n h\u00ecnh c\u1ee7a CART trong qu\u1ea3n l\u00ed \u0111\u1ea7u t\u01b0 bao g\u1ed3m: t\u0103ng c\u01b0\u1eddng ph\u00e1t hi\u1ec7n gian l\u1eadn trong b\u00e1o c\u00e1o t\u00e0i ch\u00ednh, t\u1ea1o ra c\u00e1c qui tr\u00ecnh quy\u1ebft \u0111\u1ecbnh nh\u1ea5t qu\u00e1n trong l\u1ef1a ch\u1ecdn v\u1ed1n ch\u1ee7 s\u1edf h\u1eefu v\u00e0 thu nh\u1eadp c\u1ed1 \u0111\u1ecbnh v\u00e0 \u0111\u01a1n gi\u1ea3n h\u00f3a vi\u1ec7c truy\u1ec1n \u0111\u1ea1t chi\u1ebfn l\u01b0\u1ee3c \u0111\u1ea7u t\u01b0 cho kh\u00e1ch h\u00e0ng.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o:\u00a0CFA level II, , Quantitative methods<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n C\u00e2y ph\u00e2n lo\u1ea1i v\u00e0 h\u1ed3i qui (ti\u1ebfng Anh: Classification and Regression Tree – CART) l\u00e0 m\u1ed9t k\u0129 thu\u1eadt h\u1ecdc m\u00e1y c\u00f3 gi\u00e1m s\u00e1t ph\u1ed5 bi\u1ebfn \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng \u0111\u1ec3 d\u1ef1 \u0111o\u00e1n bi\u1ebfn m\u1ee5c ti\u00eau \u0111\u1ecbnh t\u00ednh, t\u1ea1o c\u00e2y ph\u00e2n lo\u1ea1i ho\u1eb7c bi\u1ebfn m\u1ee5c ti\u00eau li\u00ean t\u1ee5c, t\u1ea1o ra c\u00e2y h\u1ed3i qui.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[414],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24208"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=24208"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/24208\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=24208"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=24208"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=24208"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}