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The restricted mean survival time (RMST) has become a popular measure to summarize event times in longitudinal studies. Defined as the area under the survival function up to a time horizon $\tau$ > 0, the RMST can be interpreted as the life…

Methodology · Statistics 2024-11-05 Alina Schenk , Vanessa Basten , Matthias Schmid

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Methodology · Statistics 2018-04-06 Susan Athey , Julie Tibshirani , Stefan Wager

Exploratory data analysis is crucial for developing and understanding classification models from high-dimensional datasets. We explore the utility of a new unsupervised tree ensemble called uncharted forest for visualizing class…

Machine Learning · Statistics 2018-07-03 Casey Kneale , Steven D. Brown

The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Qiang Qiu , Guillermo Sapiro , Alex Bronstein

Ensemble methods are among the state-of-the-art predictive modeling approaches. Applied to modern big data, these methods often require a large number of sub-learners, where the complexity of each learner typically grows with the size of…

Machine Learning · Computer Science 2018-10-29 Amichai Painsky , Saharon Rosset

The most popular approach for analyzing survival data is the Cox regression model. The Cox model may, however, be misspecified, and its proportionality assumption may not always be fulfilled. An alternative approach for survival prediction…

Machine Learning · Statistics 2018-05-17 Marvin N. Wright , Theresa Dankowski , Andreas Ziegler

A random forest prediction can be computed by the scalar product of the labels of the training examples and a set of weights that are determined by the leafs of the forest into which the test object falls; each prediction can hence be…

Machine Learning · Computer Science 2023-11-27 Henrik Boström

Random forests remain among the most popular off-the-shelf supervised machine learning tools with a well-established track record of predictive accuracy in both regression and classification settings. Despite their empirical success as well…

Machine Learning · Statistics 2020-09-15 Lucas Mentch , Siyu Zhou

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

Random forests are a scheme proposed by Leo Breiman in the 2000's for building a predictor ensemble with a set of decision trees that grow in randomly selected subspaces of data. Despite growing interest and practical use, there has been…

Machine Learning · Statistics 2012-03-28 Gérard Biau

Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with…

Machine Learning · Computer Science 2019-12-24 Frederik Gossen , Bernhard Steffen

Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…

Machine Learning · Statistics 2017-03-23 Robin Genuer , Jean-Michel Poggi , Christine Tuleau-Malot , Nathalie Villa-Vialaneix

Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…

Machine Learning · Statistics 2018-07-03 C. H. Bryan Liu , Benjamin Paul Chamberlain , Duncan A. Little , Angelo Cardoso

Random forest (RF) missing data algorithms are an attractive approach for dealing with missing data. They have the desirable properties of being able to handle mixed types of missing data, they are adaptive to interactions and nonlinearity,…

Machine Learning · Statistics 2017-01-23 Fei Tang , Hemant Ishwaran

We propose the interval censored recursive forests (ICRF) which is an iterative tree ensemble method for interval censored survival data. This nonparametric regression estimator makes the best use of censored information by iteratively…

Methodology · Statistics 2021-05-21 Hunyong Cho , Nicholas P. Jewell , Michael R. Kosorok

Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting…

Computation · Statistics 2016-12-30 John Ehrlinger

Label ranking aims to learn a mapping from instances to rankings over a finite number of predefined labels. Random forest is a powerful and one of the most successful general-purpose machine learning algorithms of modern times. In this…

Machine Learning · Computer Science 2018-06-19 Yangming Zhou , Guoping Qiu

Tree-based models are increasingly popular due to their ability to identify complex relationships that are beyond the scope of parametric models. Survival tree methods adapt these models to allow for the analysis of censored outcomes, which…

Machine Learning · Computer Science 2020-12-09 Dimitris Bertsimas , Jack Dunn , Emma Gibson , Agni Orfanoudaki

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…

Machine Learning · Statistics 2015-02-23 Feng Nan , Joseph Wang , Venkatesh Saligrama