Related papers: A Comprehensive Approach to Universal Piecewise No…
We study nonlinear regression of real valued data in an individual sequence manner, where we provide results that are guaranteed to hold without any statistical assumptions. We address the convergence and undertraining issues of…
Regression trees and their ensemble methods are popular methods for nonparametric regression: they combine strong predictive performance with interpretable estimators. To improve their utility for locally smooth response surfaces, we study…
We introduce highly efficient online nonlinear regression algorithms that are suitable for real life applications. We process the data in a truly online manner such that no storage is needed, i.e., the data is discarded after being used.…
This paper introduces the Partition Tree Weighting technique, an efficient meta-algorithm for piecewise stationary sources. The technique works by performing Bayesian model averaging over a large class of possible partitions of the data…
The problem of subgroups is ubiquitous in scientific research (ex. disease heterogeneity, spatial distributions in ecology...), and piecewise regression is one way to deal with this phenomenon. Morse-Smale regression offers a way to…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
Model trees provide an appealing way to perform interpretable machine learning for both classification and regression problems. In contrast to ``classic'' decision trees with constant values in their leaves, model trees can use linear…
Dynamic regression trees are an attractive option for automatic regression and classification with complicated response surfaces in on-line application settings. We create a sequential tree model whose state changes in time with the…
Regression trees are a popular machine learning algorithm that fit piecewise constant models by recursively partitioning the predictor space. This paper focuses on statistical inference for a data-dependent model obtained from a fitted…
We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on…
Tree search algorithms, such as branch-and-bound, are the most widely used tools for solving combinatorial and nonconvex problems. For example, they are the foremost method for solving (mixed) integer programs and constraint satisfaction…
We propose Partition Tree, a novel tree-based framework for conditional density estimation over general outcome spaces that supports both continuous and categorical variables within a unified formulation. Our approach models conditional…
We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. This approach breaks tree training into a model selection…
Algorithms for binary classification based on adaptive tree partitioning are formulated and analyzed for both their risk performance and their friendliness to numerical implementation. The algorithms can be viewed as generating a set…
We propose a tree-based algorithm for classification and regression problems in the context of functional data analysis, which allows to leverage representation learning and multiple splitting rules at the node level, reducing…
The adoption of the distributed paradigm has allowed applications to increase their scalability, robustness and fault tolerance, but it has also complicated their structure, leading to an exponential growth of the applications'…
Generalized linear and additive models are very efficient regression tools but the selection of relevant terms becomes difficult if higher order interactions are needed. In contrast, tree-based methods also known as recursive partitioning…
The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random search algorithms, called Regular Tree Search, which…
Although regression trees were originally designed for large datasets, they can profitably be used on small datasets as well, including those from replicated or unreplicated complete factorial experiments. We show that in the latter…