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Like many predictive models, random forests provide point predictions for new observations. Besides the point prediction, it is important to quantify the uncertainty in the prediction. Prediction intervals provide information about the…

Machine Learning · Statistics 2022-03-09 Cansu Alakus , Denis Larocque , Aurelie Labbe

Spatially Coherent Random Forest (SCRF) extends Random Forest to create spatially coherent labeling. Each split function in SCRF is evaluated based on a traditional information gain measure that is regularized by a spatial coherency term.…

Computer Vision and Pattern Recognition · Computer Science 2015-12-08 Tal Remez , Shai Avidan

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

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

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…

Methodology · Statistics 2025-12-17 Soham Bakshi , Yiling Huang , Snigdha Panigrahi , Walter Dempsey

Random forests have become an important tool for improving accuracy in regression and classification problems since their inception by Leo Breiman in 2001. In this paper, we revisit a historically important random forest model originally…

Machine Learning · Statistics 2020-06-24 Jason M. Klusowski

We propose a non-parametric regression methodology, Random Forests on Distance Matrices (RFDM), for detecting genetic variants associated to quantitative phenotypes representing the human brain's structure or function, and obtained using…

Machine Learning · Statistics 2013-09-25 Aaron Sim , Dimosthenis Tsagkrasoulis , Giovanni Montana

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

Ensemble learning methods are designed to benefit from multiple learning algorithms for better predictive performance. The tradeoff of this improved performance is slower speed and larger size of ensemble learning systems compared to single…

Machine Learning · Computer Science 2021-01-22 Abolfazl Nadi , Hadi Moradi , Khalil Taheri

In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when…

Machine Learning · Computer Science 2016-11-01 Tingting Xie , Yuxing Peng , Changjian Wang

Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…

Machine Learning · Statistics 2025-11-13 Jing Shang , James Bannon , Benjamin Haibe-Kains , Robert Tibshirani

RFX (Random Forests X), where X stands for compression or quantization, presents a production-ready implementation of Breiman and Cutler's Random Forest classification methodology in Python. RFX v1.0 provides complete classification:…

Machine Learning · Computer Science 2025-11-26 Chris Kuchar

Due to the dynamic nature of financial markets, maintaining models that produce precise predictions over time is difficult. Often the goal isn't just point prediction but determining uncertainty. Quantifying uncertainty, especially the…

Machine Learning · Statistics 2024-08-06 Mingshu Li , Bhaskarjit Sarmah , Dhruv Desai , Joshua Rosaler , Snigdha Bhagat , Philip Sommer , Dhagash Mehta

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

We introduce random survival forests, a random forests method for the analysis of right-censored survival data. New survival splitting rules for growing survival trees are introduced, as is a new missing data algorithm for imputing missing…

Applications · Statistics 2008-11-12 Hemant Ishwaran , Udaya B. Kogalur , Eugene H. Blackstone , Michael S. Lauer

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

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

The presence of a large number of bots on social media leads to adverse effects. Although Random forest algorithm is widely used in bot detection and can significantly enhance the performance of weak classifiers, it cannot utilize the…

Machine Learning · Computer Science 2023-04-18 Shuhao Shi , Kai Qiao , Jie Yang , Baojie Song , Jian Chen , Bin Yan

Random forests remain among the most popular off-the-shelf supervised machine learning tools with a well-established track record of predictive accuracy in both regression and classification settings. Despite their empirical success as well…

Machine Learning · Statistics 2020-09-15 Lucas Mentch , Siyu Zhou

Random Forest (RF) is a popular tree-ensemble method for supervised learning, prized for its ease of use and flexibility. Online RF models require to account for new training data to maintain model accuracy. This is particularly important…

Quantum Physics · Physics 2024-07-12 Romina Yalovetzky , Niraj Kumar , Changhao Li , Marco Pistoia