Related papers: Optimizing Prediction Intervals by Tuning Random F…

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…

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…

Defect prediction models---classifiers that identify defect-prone software modules---have configurable parameters that control their characteristics (e.g., the number of trees in a random forest). Recent studies show that these classifiers…

Combining machine learning with econometric analysis is becoming increasingly prevalent in both research and practice. A common empirical strategy involves the application of predictive modeling techniques to 'mine' variables of interest…

Random forests are among the most popular classification and regression methods used in industrial applications. To be effective, the parameters of random forests must be carefully tuned. This is usually done by choosing values that…

For many machine learning algorithms, predictive performance is critically affected by the hyperparameter values used to train them. However, tuning these hyperparameters can come at a high computational cost, especially on larger datasets,…

We demonstrate that, for a range of state-of-the-art machine learning algorithms, the differences in generalisation performance obtained using default parameter settings and using parameters tuned via cross-validation can be similar in…

Standard supervised learning procedures are validated against a test set that is assumed to have come from the same distribution as the training data. However, in many problems, the test data may have come from a different distribution. We…

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…

Several multi-target regression methods were devel-oped in the last years aiming at improving predictive performanceby exploring inter-target correlation within the problem. However, none of these methods outperforms the others for all…

Uncertainty quantification of prediction models through prediction sets is increasingly popular and successful, but most existing methods rely on directly observing the outcome and do not appropriately handle censored outcomes, such as…

Random forests have become an established tool for classification and regression, in particular in high-dimensional settings and in the presence of complex predictor-response relationships. For bounded outcome variables restricted to the…

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…

This paper introduces a novel framework for enhancing Random Forest classifiers by integrating probabilistic feature sampling and hyperparameter tuning via Simulated Annealing. The proposed framework exhibits substantial advancements in…

This paper investigates the tunability of the Random Survival Forest (RSF) model in predictive maintenance, where accurate time-to-failure estimation is crucial. Although RSF is widely used due to its flexibility and ability to handle…

Random Forest has become one of the most popular tools for feature selection. Its ability to deal with high-dimensional data makes this algorithm especially useful for studies in neuroimaging and bioinformatics. Despite its popularity and…

Choosing an appropriate strategy for partitioning data into training and evaluation sets is a critical step in machine learning, yet validation methods are often selected using default or conventional settings without considering their…

An important issue when using Machine Learning algorithms in recent research is the lack of interpretability. Although these algorithms provide accurate point predictions for various learning problems, uncertainty estimates connected with…

Accurate uncertainty estimates can significantly improve the performance of iterative design of experiments, as in Sequential and Reinforcement learning. For many such problems in engineering and the physical sciences, the design task…

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…