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Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…

Methodology · Statistics 2022-04-27 Sarah Elizabeth Formentini , Wei Liang , Ruoqing Zhu

Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…

Machine Learning · Computer Science 2014-10-13 Ender Konukoglu , Melanie Ganz

Random forests are considered one of the best out-of-the-box classification and regression algorithms due to their high level of predictive performance with relatively little tuning. Pairwise proximities can be computed from a trained…

Machine Learning · Statistics 2023-03-02 Jake S. Rhodes , Adele Cutler , Kevin R. Moon

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

Econometrics · Economics 2025-06-10 Yiqi Liu , Yuan Qi

Despite their remarkable effectiveness and broad application, the drivers of success underlying ensembles of trees are still not fully understood. In this paper, we highlight how interpreting tree ensembles as adaptive and self-regularizing…

Machine Learning · Statistics 2024-02-05 Alicia Curth , Alan Jeffares , Mihaela van der Schaar

The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…

Machine Learning · Statistics 2023-05-18 Xinyu Chen , Dalei Yu , Xinyu Zhang

As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…

Statistics Theory · Mathematics 2022-09-27 Chien-Ming Chi , Patrick Vossler , Yingying Fan , Jinchi Lv

Due to their accuracies, methods based on ensembles of regression trees are a popular approach for making predictions. Some common examples include Bayesian additive regression trees, boosting and random forests. This paper focuses on…

Methodology · Statistics 2019-11-15 Suofei Wu , Jan Hannig , Thomas C. M. Lee

Several studies have shown that combining machine learning models in an appropriate way will introduce improvements in the individual predictions made by the base models. The key to make well-performing ensemble model is in the diversity of…

Machine Learning · Computer Science 2021-03-01 Mohsen Shahhosseini , Guiping Hu

We show that an algorithmic construction of sequences of recursive trees leads to a direct proof of the convergence of random recursive trees in an associated Doob-Martin compactification; it also gives a representation of the limit in…

Probability · Mathematics 2014-07-01 Rudolf Grübel , Igor Michailow

We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…

Machine Learning · Statistics 2024-11-13 Tianxing Mei , Yingying Fan , Jinchi Lv

Random forests are a type of ensemble method which makes predictions by combining the results of several independent trees. However, the theory of random forests has long been outpaced by their application. In this paper, we propose a novel…

Machine Learning · Computer Science 2015-07-23 Jianyuan Sun , Guoqiang Zhong , Junyu Dong , Yajuan Cai

We consider the model of random trees introduced by Devroye [SIAM J. Comput. 28 (1999) 409-432]. The model encompasses many important randomized algorithms and data structures. The pieces of data (items) are stored in a randomized fashion…

Probability · Mathematics 2012-11-05 Nicolas Broutin , Cecilia Holmgren

We propose a computationally efficient alternative to generalized random forests (GRFs) for estimating heterogeneous effects in large dimensions. While GRFs rely on a gradient-based splitting criterion, which in large dimensions is…

Machine Learning · Statistics 2025-06-18 David Fleischer , David A. Stephens , Archer Y. Yang

Precision medicine provides customized treatments to patients based on their characteristics and is a promising approach to improving treatment efficiency. Large scale omics data are useful for patient characterization, but often their…

Machine Learning · Statistics 2023-01-24 Jianchang Hu , Silke Szymczak

Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…

Methodology · Statistics 2018-01-09 Torsten Hothorn , Achim Zeileis

This preprint has been reviewed and recommended by Peer Community In Evolutionary Biology (http://dx.doi.org/10.24072/pci.evolbiol.100036). Approximate Bayesian computation (ABC) has grown into a standard methodology that manages Bayesian…

We study the problem of computing the tightest upper and lower bounds on the probability that the sum of $n$ dependent Bernoulli random variables exceeds an integer $k$. Under knowledge of all pairs of bivariate distributions denoted by a…

Optimization and Control · Mathematics 2019-10-16 Divya Padmanabhan , Karthik Natarajan

Motivated by the study of random temporal networks, we introduce a class of random trees that we coin \emph{uniform temporal trees}. A uniform temporal tree is obtained by assigning independent uniform $[0,1]$ labels to the edges of a…

Probability · Mathematics 2025-01-23 Caelan Atamanchuk , Luc Devroye , Gabor Lugosi

We present a new technique for proving logarithmic upper bounds for diameters of evolving random graph models, which is based on defining a coupling between random graphs and variants of random recursive trees. The advantage of the…

Discrete Mathematics · Computer Science 2014-10-24 Abbas Mehrabian
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