Related papers: Density Estimation Trees as fast non-parametric mo…
Density Estimation Trees can play an important role in exploratory data analysis for multidimensional, multi-modal data models of large samples. I briefly discuss the algorithm, a self-optimization technique based on kernel density…
The estimation of probability densities based on available data is a central task in many statistical applications. Especially in the case of large ensembles with many samples or high-dimensional sample spaces, computationally efficient…
Recently, distribution element trees (DETs) were introduced as an accurate and computationally efficient method for density estimation. In this work, we demonstrate that the DET formulation promotes an easy and inexpensive way to generate…
Conditional density estimation (CDE) goes beyond regression by modeling the full conditional distribution, providing a richer understanding of the data than just the conditional mean in regression. This makes CDE particularly useful in…
Decision trees and random forest remain highly competitive for classification on medium-sized, standard datasets due to their robustness, minimal preprocessing requirements, and interpretability. However, a single tree suffers from high…
Many real-world applications generate continuous data streams for regression. Hoeffding trees and their variants have a long-standing tradition due to their effectiveness, either alone or as base models in broader ensembles. Recent…
We introduce \emph{topological density estimation} (TDE), in which the multimodal structure of a probability density function is topologically inferred and subsequently used to perform bandwidth selection for kernel density estimation. We…
Kernel density estimation (KDE) is one of the most widely used nonparametric density estimation methods. The fact that it is a memory-based method, i.e., it uses the entire training data set for prediction, makes it unsuitable for most…
Kernel density estimation (KDE) has become a popular method for visual analysis in various fields, such as financial risk forecasting, crime clustering, and traffic monitoring. KDE can identify high-density areas from discrete datasets.…
Joint distributions over many variables are frequently modeled by decomposing them into products of simpler, lower-dimensional conditional distributions, such as in sparsely connected Bayesian networks. However, automatically learning such…
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals.…
Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…
Density Estimation is one of the central areas of statistics whose purpose is to estimate the probability density function underlying the observed data. It serves as a building block for many tasks in statistical inference, visualization,…
This paper presents new methodology for computationally efficient kernel density estimation. It is shown that a large class of kernels allows for exact evaluation of the density estimates using simple recursions. The same methodology can be…
Kernel density estimation is a popular method for estimating unseen probability distributions. However, the convergence of these classical estimators to the true density slows down in high dimensions. Moreover, they do not define meaningful…
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…
We present sparse tree-based and list-based density estimation methods for binary/categorical data. Our density estimation models are higher dimensional analogies to variable bin width histograms. In each leaf of the tree (or list), the…
We propose methods for density estimation and data synthesis using a novel form of unsupervised random forests. Inspired by generative adversarial networks, we implement a recursive procedure in which trees gradually learn structural…
Kernel Estimation provides an unbinned and non-parametric estimate of the probability density function from which a set of data is drawn. In the first section, after a brief discussion on parametric and non-parametric methods, the theory of…
Decision trees are a popular family of models due to their attractive properties such as interpretability and ability to handle heterogeneous data. Concurrently, missing data is a prevalent occurrence that hinders performance of machine…