English
Related papers

Related papers: On the asymptotics of random forests

200 papers

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

We present a new probabilistic proof of Otter's asymptotic formula for the number of unlabelled trees with a given number of vertices. We additionally prove a new approximation result, showing that the total variation distance between…

Combinatorics · Mathematics 2026-03-11 Benedikt Stufler

We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…

Statistics Theory · Mathematics 2025-07-29 Karl Oskar Ekvall , Matteo Bottai

Random forests are ensemble learning methods introduced by Breiman (2001) that operate by averaging several decision trees built on a randomly selected subspace of the data set. Despite their widespread use in practice, the respective roles…

Statistics Theory · Mathematics 2016-03-15 Roxane Duroux , Erwan Scornet

In this article we discuss estimation of the common variance of several normal populations with tree order restricted means. We discuss the asymptotic properties of the maximum likelihood estimator of the variance as the number of…

Statistics Theory · Mathematics 2014-07-24 Antar Bandyopadhyay , Sanjay Chaudhuri

We study predictive probability inference in classification tasks using random forests under class imbalance. We focus on two simplified variants of Breiman's algorithm, namely subsampling Infinite Random Forests (IRFs) and under-sampling…

Statistics Theory · Mathematics 2025-05-23 Moria Mayala , Olivier Wintenberger , Charles Tillier , Clément Dombry

We consider growing random recursive trees in random environment, in which at each step a new vertex is attached (by an edge of a random length) to an existing tree vertex according to a probability distribution that assigns the tree…

Probability · Mathematics 2007-05-23 Konstantin Borovkov , Vladimir Vatutin

Random Forests have become a widely used tool in machine learning since their introduction in 2001, known for their strong performance in classification and regression tasks. One key feature of Random Forests is the Random Forest…

Statistics Theory · Mathematics 2025-12-18 Nico Föge , Lena Schmid , Marc Ditzhaus , Markus Pauly

Random Forest (RF) is an ensemble supervised machine learning technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe…

Machine Learning · Computer Science 2015-03-18 Khaled Fawagreh , Mohamad Medhat Gaber , Eyad Elyan

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

We propose a theoretical study of two realistic estimators of conditional distribution functions and conditional quantiles using random forests. The estimation process uses the bootstrap samples generated from the original dataset when…

Statistics Theory · Mathematics 2022-08-30 Kevin Elie-Dit-Cosaque , Véronique Maume-Deschamps

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

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

Statistics Theory · Mathematics 2025-02-28 Haoran Zhan , Jingli Wang , Yingcun Xia

Throughout the last decade, random forests have established themselves as among the most accurate and popular supervised learning methods. While their black-box nature has made their mathematical analysis difficult, recent work has…

Methodology · Statistics 2019-12-10 Tim Coleman , Wei Peng , Lucas Mentch

To further develop the statistical inference problem for heterogeneous treatment effects, this paper builds on Breiman's (2001) random forest tree (RFT)and Wager et al.'s (2018) causal tree to parameterize the nonparametric problem using…

Econometrics · Economics 2022-03-15 Lai Xinglin

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

We prove uniform consistency of Random Survival Forests (RSF), a newly introduced forest ensemble learner for analysis of right-censored survival data. Consistency is proven under general splitting rules, bootstrapping, and random selection…

Statistics Theory · Mathematics 2008-11-19 Hemant Ishwaran , Udaya B. Kogalur

The forest of mutations associated to a multitype branching forest is obtained by merging together all vertices of its clusters and by preserving connections between them. We first show that the forest of mutations of any mulitype branching…

Probability · Mathematics 2015-10-06 Loïc Chaumont , Thi Ngoc Anh Nguyen

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

Assume we are given a set of items from a general metric space, but we neither have access to the representation of the data nor to the distances between data points. Instead, suppose that we can actively choose a triplet of items (A,B,C)…

Machine Learning · Statistics 2018-06-19 Siavash Haghiri , Damien Garreau , Ulrike von Luxburg