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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

Tree ensembles are flexible predictive models that can capture relevant variables and to some extent their interactions in a compact and interpretable manner. Most algorithms for obtaining tree ensembles are based on versions of boosting or…

Machine Learning · Statistics 2020-02-21 Gitesh Dawer , Yangzi Guo , Adrian Barbu

Canonical distances such as Euclidean distance often fail to capture the appropriate relationships between items, subsequently leading to subpar inference and prediction. Many algorithms have been proposed for automated learning of suitable…

Machine Learning · Statistics 2020-08-24 Tyler M. Tomita , Joshua T. Vogelstein

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…

Optimization and Control · Mathematics 2025-06-24 Du-Yi Wang , Guo Liang , Guangwu Liu , Kun Zhang

The value of an American option is the maximized value of the discounted cash flows from the option. At each time step, one needs to compare the immediate exercise value with the continuation value and decide to exercise as soon as the…

Computational Finance · Quantitative Finance 2023-06-27 Zineb El Filali Ech-Chafiq , Pierre Henry-Labordere , Jérôme Lelong

The rise of machine learning methods on heavily resource constrained devices requires not only the choice of a suitable model architecture for the target platform, but also the optimization of the chosen model with regard to execution time…

Machine Learning · Computer Science 2024-06-19 Lena Schmid , Daniel Biebert , Christian Hakert , Kuan-Hsun Chen , Michel Lang , Markus Pauly , Jian-Jia Chen

Cars are being sold more than ever. Developing countries adopt the lease culture instead of buying a new car due to affordability. Therefore, the rise of used cars sales is exponentially increasing. Car sellers sometimes take advantage of…

Computers and Society · Computer Science 2017-11-21 Nabarun Pal , Priya Arora , Dhanasekar Sundararaman , Puneet Kohli , Sai Sumanth Palakurthy

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

Random forests are some of the most widely used machine learning models today, especially in domains that necessitate interpretability. We present an algorithm that accelerates the training of random forests and other popular tree-based…

Machine Learning · Computer Science 2022-12-16 Mo Tiwari , Ryan Kang , Je-Yong Lee , Sebastian Thrun , Chris Piech , Ilan Shomorony , Martin Jinye Zhang

Random Forest's performance can be matched by a single slow-growing tree (SGT), which uses a learning rate to tame CART's greedy algorithm. SGT exploits the view that CART is an extreme case of an iterative weighted least square procedure.…

Machine Learning · Statistics 2021-07-15 Philippe Goulet Coulombe

Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit…

Machine Learning · Statistics 2018-03-01 Herbert Weisberg , Victor Pontes , Mathis Thoma

The induction of additional randomness in parallel and sequential ensemble methods has proven to be worthwhile in many aspects. In this manuscript, we propose and examine a novel random tree depth injection approach suitable for sequential…

Machine Learning · Statistics 2020-09-15 Tobias Markus Krabel , Thi Ngoc Tien Tran , Andreas Groll , Daniel Horn , Carsten Jentsch

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

We consider supervised learning with random decision trees, where the tree construction is completely random. The method is popularly used and works well in practice despite the simplicity of the setting, but its statistical mechanism is…

Machine Learning · Computer Science 2015-02-06 Mariusz Bojarski , Anna Choromanska , Krzysztof Choromanski , Yann LeCun

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

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

We learn sensor trees from training data to minimize sensor acquisition costs during test time. Our system adaptively selects sensors at each stage if necessary to make a confident classification. We pose the problem as empirical risk…

Machine Learning · Statistics 2015-09-11 Joseph Wang , Kirill Trapeznikov , Venkatesh Saligrama

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana

Random Forests (RFs) are widely used Machine Learning models in low-power embedded devices, due to their hardware friendly operation and high accuracy on practically relevant tasks. The accuracy of a RF often increases with the number of…

The Random Forest (RF) classifier is often claimed to be relatively well calibrated when compared with other machine learning methods. Moreover, the existing literature suggests that traditional calibration methods, such as isotonic…

Machine Learning · Computer Science 2025-01-29 Mohammad Hossein Shaker , Eyke Hüllermeier