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We propose a new optimization-based approach for feature selection in tree ensembles, an important problem in statistics and machine learning. Popular tree ensemble toolkits e.g., Gradient Boosted Trees and Random Forests support feature…

Machine Learning · Computer Science 2025-04-08 Shibal Ibrahim , Kayhan Behdin , Rahul Mazumder

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

Decision trees are important both as interpretable models amenable to high-stakes decision-making, and as building blocks of ensemble methods such as random forests and gradient boosting. Their statistical properties, however, are not well…

Machine Learning · Statistics 2021-10-20 Yan Shuo Tan , Abhineet Agarwal , Bin Yu

Random Forest (RF) is an ensemble classification 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 that there…

Machine Learning · Computer Science 2015-03-19 Khaled Fawagreh , Mohamad Medhat Gaber , Eyad Elyan

We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…

Machine Learning · Computer Science 2024-04-05 Christoph Reinders , Bodo Rosenhahn

In recent years, significant progress has been made on algorithms for learning optimal decision trees, primarily in the context of binary features. Extending these methods to continuous features remains substantially more challenging due to…

Machine Learning · Computer Science 2026-01-22 Harold Kiossou , Pierre Schaus , Siegfried Nijssen

Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results…

Machine Learning · Statistics 2026-01-06 Xin Chen , Jason M. Klusowski , Yan Shuo Tan , Chang Yu

We propose a tree regularization framework, which enables many tree models to perform feature selection efficiently. The key idea of the regularization framework is to penalize selecting a new feature for splitting when its gain (e.g.…

Machine Learning · Computer Science 2012-03-22 Houtao Deng , George Runger

There are various costs for attackers to manipulate the features of security classifiers. The costs are asymmetric across features and to the directions of changes, which cannot be precisely captured by existing cost models based on…

Cryptography and Security · Computer Science 2021-02-24 Yizheng Chen , Shiqi Wang , Weifan Jiang , Asaf Cidon , Suman Jana

We propose a reinforcement learning based approach to tackle the cost-sensitive learning problem where each input feature has a specific cost. The acquisition process is handled through a stochastic policy which allows features to be…

Machine Learning · Computer Science 2016-07-14 Gabriella Contardo , Ludovic Denoyer , Thierry Artières

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

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

Random Forest (RF) is a powerful supervised learner and has been popularly used in many applications such as bioinformatics. In this work we propose the guided random forest (GRF) for feature selection. Similar to a feature selection method…

Machine Learning · Computer Science 2013-11-19 Houtao Deng

The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…

Machine Learning · Computer Science 2022-10-18 Jonathan Wilton , Abigail M. Y. Koay , Ryan K. L. Ko , Miao Xu , Nan Ye

In this paper we develop a new machine learning estimator for ordered choice models based on the random forest. The proposed Ordered Forest flexibly estimates the conditional choice probabilities while taking the ordering information…

Econometrics · Economics 2022-09-09 Michael Lechner , Gabriel Okasa

An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…

Computer Vision and Pattern Recognition · Computer Science 2015-07-19 Hayder Albehadili , Naz Islam

We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…

Machine Learning · Statistics 2014-03-25 Anastasios Kyrillidis , Anastasios Zouzias

Conventionally, random forests are built from "greedy" decision trees which each consider only one split at a time during their construction. The sub-optimality of greedy implementation has been well-known, yet mainstream adoption of more…

Machine Learning · Computer Science 2021-04-01 Delilah Donick , Sandro Claudio Lera

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

We study contextual stochastic optimization problems, where we leverage rich auxiliary observations (e.g., product characteristics) to improve decision making with uncertain variables (e.g., demand). We show how to train forest decision…

Optimization and Control · Mathematics 2022-03-17 Nathan Kallus , Xiaojie Mao