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Random forest regression (RF) is an extremely popular tool for the analysis of high-dimensional data. Nonetheless, its benefits may be lessened in sparse settings due to weak predictors, and a pre-estimation dimension reduction (targeting)…

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 2019-02-12 Alexander Hanbo Li , Jelena Bradic

Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…

Machine Learning · Computer Science 2025-02-17 Jakob Raymaekers , Peter J. Rousseeuw , Thomas Servotte , Tim Verdonck , Ruicong Yao

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…

Methodology · Statistics 2010-11-23 Matthew A. Taddy , Robert B. Gramacy , Nicholas G. Polson

The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…

Statistics Theory · Mathematics 2018-12-18 Burim Ramosaj , Markus Pauly

The last decade has shed some light on theoretical properties such as their consistency for regression tasks. In the current paper, we propose a new class of very simple learners based on so-called naive trees. These naive trees partition…

Statistics Theory · Mathematics 2024-12-18 Nico Föge , Markus Pauly , Lena Schmid , Marc Ditzhaus

As Artificial Intelligence (AI) is used in more applications, the need to consider and mitigate biases from the learned models has followed. Most works in developing fair learning algorithms focus on the offline setting. However, in many…

Machine Learning · Computer Science 2021-08-24 Wenbin Zhang , Albert Bifet , Xiangliang Zhang , Jeremy C. Weiss , Wolfgang Nejdl

Many scientific and engineering challenges -- ranging from personalized medicine to customized marketing recommendations -- require an understanding of treatment effect heterogeneity. In this paper, we develop a non-parametric causal forest…

Methodology · Statistics 2017-07-11 Stefan Wager , Susan Athey

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

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

Random forest is widely exploited as an ensemble learning method. In many practical applications, however, there is still a significant challenge to learn from imbalanced data. To alleviate this limitation, we propose a deep dynamic boosted…

Machine Learning · Computer Science 2022-03-08 Haixin Wang , Xingzhang Ren , Jinan Sun , Wei Ye , Long Chen , Muzhi Yu , Shikun Zhang

Ensemble methods such as random forests have transformed the landscape of supervised learning, offering highly accurate prediction through the aggregation of multiple weak learners. However, despite their effectiveness, these methods often…

Machine Learning · Computer Science 2026-05-29 Massimo Aria , Agostino Gnasso , Carmela Iorio , Marjolein Fokkema

This paper presents a brand new nonparametric density estimation strategy named the best-scored random forest density estimation whose effectiveness is supported by both solid theoretical analysis and significant experimental performance.…

Machine Learning · Statistics 2019-05-10 Hanyuan Hang , Hongwei Wen

In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solutionsto deal with missing values with random forests and…

Statistics Theory · Mathematics 2021-10-19 Irving Gómez-Méndez , Emilien Joly

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

Without access to large compute clusters, building random forests on large datasets is still a challenging problem. This is, in particular, the case if fully-grown trees are desired. We propose a simple yet effective framework that allows…

Machine Learning · Computer Science 2018-02-20 Fabian Gieseke , Christian Igel

We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…

K-nearest neighbor (kNN) search has wide applications in many areas, including data mining, machine learning, statistics and many applied domains. Inspired by the success of ensemble methods and the flexibility of tree-based methodology, we…

Machine Learning · Statistics 2020-05-27 Donghui Yan , Yingjie Wang , Jin Wang , Honggang Wang , Zhenpeng Li

D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a…

Probability · Mathematics 2018-08-29 L. Avena , F. Castell , A. Gaudilliere , C. Melot