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Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

Local convergence of bounded degree graphs was introduced by Benjamini and Schramm. This result was extended further by Lyons to bounded average degree graphs. In this paper we study the convergence of random tree sequences with given…

Probability · Mathematics 2014-08-07 Attila Deák

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

Methodology · Statistics 2019-01-21 Leonie Weinhold , Matthias Schmid , Marvin N. Wright , Moritz Berger

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

Local convergence of bounded degree graphs was introduced by Benjamini and Schramm. This result was extended further by Lyons to bounded average degree graphs. In this paper, we study the convergence of a random tree sequence where the…

Probability · Mathematics 2014-02-04 Attila Deák

Since their introduction by Breiman, Random Forests (RFs) have proven to be useful for both classification and regression tasks. The RF prediction of a previously unseen observation can be represented as a weighted sum of all training…

Applications · Statistics 2025-08-21 Nils Koster , Fabian Krüger

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

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

In this paper, we modify the proof methods of some previously weakly consistent variants of random forests into strongly consistent proof methods, and improve the data utilization of these variants in order to obtain better theoretical…

Machine Learning · Computer Science 2023-10-17 JunHao Chen

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

We propose an algorithm named best-scored random forest for binary classification problems. The terminology "best-scored" means to select the one with the best empirical performance out of a certain number of purely random tree candidates…

Machine Learning · Statistics 2019-05-28 Hanyuan Hang , Xiaoyu Liu , Ingo Steinwart

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of…

Machine Learning · Statistics 2013-10-08 Misha Denil , David Matheson , Nando de Freitas

Random forest methods belong to the class of non-parametric machine learning algorithms. They were first introduced in 2001 by Breiman and they perform with accuracy in high dimensional settings. In this article, we consider, a simplified…

Statistics Theory · Mathematics 2025-03-12 Iakovidis Isidoros , Nicola Arcozzi

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

Random forests are ensemble methods which grow trees as base learners and combine their predictions by averaging. Random forests are known for their good practical performance, particularly in high dimensional set-tings. On the theoretical…

Statistics Theory · Mathematics 2015-09-18 Erwan Scornet

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

We consider a regression setting where observations are collected in different environments modeled by different data distributions. The field of out-of-distribution (OOD) generalization aims to design methods that generalize better to test…

Machine Learning · Statistics 2026-03-12 Francesco Freni , Anya Fries , Linus Kühne , Markus Reichstein , Jonas Peters

Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…

Machine Learning · Statistics 2021-11-17 Wei Peng , Tim Coleman , Lucas Mentch

We establish the consistency of an algorithm of Mondrian Forests, a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm, that considers a fixed lifetime parameter.…

Machine Learning · Statistics 2017-11-09 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet