  Various modifications of decision trees have been extensively used during the
past years due to their high efficiency and interpretability. Tree node
splitting based on relevant feature selection is a key step of decision tree
learning, at the same time being their major shortcoming: the recursive nodes
partitioning leads to geometric reduction of data quantity in the leaf nodes,
which causes an excessive model complexity and data overfitting. In this paper,
we present a novel architecture - a Decision Stream, - aimed to overcome this
problem. Instead of building a tree structure during the learning process, we
propose merging nodes from different branches based on their similarity that is
estimated with two-sample test statistics, which leads to generation of a deep
directed acyclic graph of decision rules that can consist of hundreds of
levels. To evaluate the proposed solution, we test it on several common machine
learning problems - credit scoring, twitter sentiment analysis, aircraft flight
control, MNIST and CIFAR image classification, synthetic data classification
and regression. Our experimental results reveal that the proposed approach
significantly outperforms the standard decision tree learning methods on both
regression and classification tasks, yielding a prediction error decrease up to
35%.
