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The random forest algorithm, proposed by L. Breiman in 2001, has been extremely successful as a general-purpose classification and regression method. The approach, which combines several randomized decision trees and aggregates their…

Statistics Theory · Mathematics 2015-11-19 Gérard Biau , Erwan Scornet

The regularized random forest (RRF) was recently proposed for feature selection by building only one ensemble. In RRF the features are evaluated on a part of the training data at each tree node. We derive an upper bound for the number of…

Machine Learning · Computer Science 2013-06-21 Houtao Deng , George Runger

The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…

Machine Learning · Statistics 2023-05-18 Xinyu Chen , Dalei Yu , Xinyu Zhang

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

The Distributional Random Forest (DRF) is a recently introduced Random Forest algorithm to estimate multivariate conditional distributions. Due to its general estimation procedure, it can be employed to estimate a wide range of targets such…

Statistics Theory · Mathematics 2023-12-20 Jeffrey Näf , Corinne Emmenegger , Peter Bühlmann , Nicolai Meinshausen

Random Forest (RF) is a widely used ensemble learning technique known for its robust classification performance across diverse domains. However, it often relies on hundreds of trees and all input features, leading to high inference cost and…

Machine Learning · Computer Science 2025-07-08 Sijan Bhattarai , Saurav Bhandari , Girija Bhusal , Saroj Shakya , Tapendra Pandey

Random forest regression is a powerful non-parametric method that adapts to local data characteristics through data-driven partitioning, making it effective across diverse application domains. However, the piecewise constant nature of…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

Random Forest (RF) is a well-known data-driven algorithm applied in several fields thanks to its flexibility in modeling the relationship between the response variable and the predictors, also in case of strong non-linearities. In…

Machine Learning · Statistics 2023-10-18 Luca Patelli , Michela Cameletti , Natalia Golini , Rosaria Ignaccolo

The restricted mean survival time (RMST) has become a popular measure to summarize event times in longitudinal studies. Defined as the area under the survival function up to a time horizon $\tau$ > 0, the RMST can be interpreted as the life…

Methodology · Statistics 2024-11-05 Alina Schenk , Vanessa Basten , Matthias Schmid

The manuscript develops new method and theory for non-linear regression for binary dependent data using random forests. Existing implementations of random forests for binary data cannot explicitly account for data correlation common in…

Methodology · Statistics 2025-02-07 Arkajyoti Saha , Abhirup Datta

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 Forest (RF) is a widely used machine learning algorithm known for its flexibility, user-friendliness, and high predictive performance across various domains. However, it is non-interpretable. This can limit its usefulness in applied…

Machine Learning · Statistics 2024-08-13 Luca Patelli , Natalia Golini , Rosaria Ignaccolo , Michela Cameletti

This paper examines from an experimental perspective random forests, the increasingly used statistical method for classification and regression problems introduced by Leo Breiman in 2001. It first aims at confirming, known but sparse,…

Machine Learning · Statistics 2008-11-24 Robin Genuer , Jean-Michel Poggi , Christine Tuleau

The random forest algorithm (RF) has several hyperparameters that have to be set by the user, e.g., the number of observations drawn randomly for each tree and whether they are drawn with or without replacement, the number of variables…

Machine Learning · Statistics 2019-02-27 Philipp Probst , Marvin Wright , Anne-Laure Boulesteix

Given an ensemble of randomized regression trees, it is possible to restructure them as a collection of multilayered neural networks with particular connection weights. Following this principle, we reformulate the random forest method of…

Machine Learning · Statistics 2018-04-04 Gérard Biau , Erwan Scornet , Johannes Welbl

Predicting rare outcomes such as startup success is central to venture capital, demanding models that are both accurate and interpretable. We introduce Random Rule Forest (RRF), a lightweight ensemble method that uses a large language model…

Artificial Intelligence · Computer Science 2025-09-17 Ben Griffin , Diego Vidaurre , Ugur Koyluoglu , Joseph Ternasky , Fuat Alican , Yigit Ihlamur

We propose the interval censored recursive forests (ICRF) which is an iterative tree ensemble method for interval censored survival data. This nonparametric regression estimator makes the best use of censored information by iteratively…

Methodology · Statistics 2021-05-21 Hunyong Cho , Nicholas P. Jewell , Michael R. Kosorok

Accuracies of survival models for life expectancy prediction as well as critical-care applications are significantly compromised due to the sparsity of samples and extreme imbalance between the survival (usually, the majority) and mortality…

Machine Learning · Statistics 2018-04-16 Kahkashan Afrin , Gurudev Illangovan , Sanjay S. Srivatsa , Satish T. S. Bukkapatnam

Capturing the conditional covariances or correlations among the elements of a multivariate response vector based on covariates is important to various fields including neuroscience, epidemiology and biomedicine. We propose a new method…

Methodology · Statistics 2023-05-12 Cansu Alakus , Denis Larocque , Aurelie Labbe

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