Consistency of Probabilistic Classifier Trees.

Label tree classifiers are commonly used for efficient multi-class and multi-label classification. They represent a predictive model in the form of a tree-like hierarchy of (internal) classifiers, each of which is trained on a simpler (often binary) subproblem, and predictions are made by (greedily) following these classifiers’ decisions from the root to a leaf of the tree. Unfortunately, this approach does normally not assure consistency for different losses on the original prediction task, even if the internal classifiers are consistent for their subtask. In this paper, we thoroughly analyze a class of methods referred to as probabilistic classifier trees (PCTs). Thanks to training probabilistic classifiers at internal nodes of the hierarchy, these methods allow for searching the tree-structure in a more sophisticated manner, thereby producing predictions of a less greedy nature. Our main result is a regret bound for 0/1 loss, which can easily be extended to ranking-based losses. In this regard, PCTs nicely complement a related approach called filter trees (FTs), and can indeed be seen as a natural alternative thereof. We compare the two approaches both theoretically and empirically.