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Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…

Machine Learning · Statistics 2017-09-07 Antonio Sutera , Célia Châtel , Gilles Louppe , Louis Wehenkel , Pierre Geurts

We develop a finite-sample, design-based theory for random forests in which each tree is a randomized conditional predictor acting on fixed covariates and the forest is their Monte Carlo average. An exact variance identity separates Monte…

Machine Learning · Statistics 2026-03-03 Nathaniel S. O'Connell

Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in…

Machine Learning · Computer Science 2025-10-28 Dimitris Bertsimas , Yubing Cui

Cost-sensitive feature selection describes a feature selection problem, where features raise individual costs for inclusion in a model. These costs allow to incorporate disfavored aspects of features, e.g. failure rates of as measuring…

Machine Learning · Statistics 2020-08-18 Rudolf Jagdhuber , Michel Lang , Jörg Rahnenführer

Survival random forest is a popular machine learning tool for modeling censored survival data. However, there is currently no statistically valid and computationally feasible approach for estimating its confidence band. This paper proposes…

Methodology · Statistics 2022-04-27 Sarah Elizabeth Formentini , Wei Liang , Ruoqing Zhu

Focusing on Random Forests, we propose a multi-armed contextual bandit recommendation framework for feature-based selection of a single shallow tree of the learned ensemble. The trained system, which works on top of the Random Forest,…

Machine Learning · Statistics 2022-07-14 Tommaso Aldinucci , Enrico Civitelli , Leonardo di Gangi , Alessandro Sestini

We describe a new instance-based learning algorithm called the Boundary Forest (BF) algorithm, that can be used for supervised and unsupervised learning. The algorithm builds a forest of trees whose nodes store previously seen examples. It…

Machine Learning · Computer Science 2015-05-14 Charles Mathy , Nate Derbinsky , José Bento , Jonathan Rosenthal , Jonathan Yedidia

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

A feature selection algorithm should ideally satisfy four conditions: reliably extract relevant features; be able to identify non-linear feature interactions; scale linearly with the number of features and dimensions; allow the…

Machine Learning · Computer Science 2019-01-15 Zhixiang Eddie Xu , Gao Huang , Kilian Q. Weinberger , Alice X. Zheng

Decision Trees (DTs) and Random Forests (RFs) are powerful discriminative learners and tools of central importance to the everyday machine learning practitioner and data scientist. Due to their discriminative nature, however, they lack…

Machine Learning · Computer Science 2020-11-20 Alvaro H. C. Correia , Robert Peharz , Cassio de Campos

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

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

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

Single-level density-based approach has long been widely acknowledged to be a conceptually and mathematically convincing clustering method. In this paper, we propose an algorithm called "best-scored clustering forest" that can obtain the…

Machine Learning · Statistics 2019-06-25 Hanyuan Hang , Yuchao Cai , Hanfang Yang

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

Exploratory data analysis is crucial for developing and understanding classification models from high-dimensional datasets. We explore the utility of a new unsupervised tree ensemble called uncharted forest for visualizing class…

Machine Learning · Statistics 2018-07-03 Casey Kneale , Steven D. Brown

We propose a novel multivariate nonparametric multiple change point detection method using classifiers. We construct a classifier log-likelihood ratio that uses class probability predictions to compare different change point configurations.…

Methodology · Statistics 2023-08-16 Malte Londschien , Peter Bühlmann , Solt Kovács

Random Forest is an ensemble of decision trees based on the bagging and random subspace concepts. As suggested by Breiman, the strength of unstable learners and the diversity among them are the ensemble models' core strength. In this paper,…

Machine Learning · Computer Science 2022-08-11 M. A. Ganaie , M. Tanveer , P. N. Suganthan , V. Snasel

Within machine learning, the supervised learning field aims at modeling the input-output relationship of a system, from past observations of its behavior. Decision trees characterize the input-output relationship through a series of nested…

Machine Learning · Statistics 2019-05-20 Arnaud Joly

Tree-based ensembles such as the Random Forest are modern classics among statistical learning methods. In particular, they are used for predicting univariate responses. In case of multiple outputs the question arises whether we separately…

Machine Learning · Statistics 2022-01-17 Lena Schmid , Alexander Gerharz , Andreas Groll , Markus Pauly