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Random forests are a popular class of algorithms used for regression and classification. The algorithm introduced by Breiman in 2001 and many of its variants are ensembles of randomized decision trees built from axis-aligned partitions of…

Statistics Theory · Mathematics 2023-10-31 Eliza O'Reilly , Ngoc Mai Tran

Ensembles of randomized decision trees, usually referred to as random forests, are widely used for classification and regression tasks in machine learning and statistics. Random forests achieve competitive predictive performance and are…

Machine Learning · Statistics 2015-02-17 Balaji Lakshminarayanan , Daniel M. Roy , Yee Whye Teh

Random forests are popular methods for regression and classification analysis, and many different variants have been proposed in recent years. One interesting example is the Mondrian random forest, in which the underlying constituent trees…

Statistics Theory · Mathematics 2025-11-10 Matias D. Cattaneo , Jason M. Klusowski , William G. Underwood

We establish the consistency of an algorithm of Mondrian Forests, a randomized classification algorithm that can be implemented online. First, we amend the original Mondrian Forest algorithm, that considers a fixed lifetime parameter.…

Machine Learning · Statistics 2017-11-09 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

Random forests are a learning algorithm proposed by Breiman [Mach. Learn. 45 (2001) 5--32] that combines several randomized decision trees and aggregates their predictions by averaging. Despite its wide usage and outstanding practical…

Statistics Theory · Mathematics 2015-08-11 Erwan Scornet , Gérard Biau , Jean-Philippe Vert

Random Forests (RF) is one of the algorithms of choice in many supervised learning applications, be it classification or regression. The appeal of such tree-ensemble methods comes from a combination of several characteristics: a remarkable…

Machine Learning · Statistics 2020-05-18 Jaouad Mourtada , Stéphane Gaïffas , Erwan Scornet

Random Forests have been extensively used in regression and classification, inspiring the development of various forest-based methods. Among these, Mondrian Forests, derived from the Mondrian process, mark a significant advancement.…

Statistics Theory · Mathematics 2025-02-28 Haoran Zhan , Jingli Wang , Yingcun Xia

We introduce the Mondrian kernel, a fast random feature approximation to the Laplace kernel. It is suitable for both batch and online learning, and admits a fast kernel-width-selection procedure as the random features can be re-used…

Machine Learning · Statistics 2016-06-17 Matej Balog , Balaji Lakshminarayanan , Zoubin Ghahramani , Daniel M. Roy , Yee Whye Teh

Random forests, introduced by Leo Breiman in 2001, are a very effective statistical method. The complex mechanism of the method makes theoretical analysis difficult. Therefore, a simplified version of random forests, called purely random…

Statistics Theory · Mathematics 2010-07-28 Robin Genuer

Supervised learning algorithms generally assume the availability of enough memory to store their data model during the training and test phases. However, in the Internet of Things, this assumption is unrealistic when data comes in the form…

Machine Learning · Computer Science 2023-08-07 Martin Khannouz , Tristan Glatard

We seek decision rules for prediction-time cost reduction, where complete data is available for training, but during prediction-time, each feature can only be acquired for an additional cost. We propose a novel random forest algorithm to…

Machine Learning · Statistics 2015-02-23 Feng Nan , Joseph Wang , Venkatesh Saligrama

Random forests are a scheme proposed by Leo Breiman in the 2000's for building a predictor ensemble with a set of decision trees that grow in randomly selected subspaces of data. Despite growing interest and practical use, there has been…

Machine Learning · Statistics 2012-03-28 Gérard Biau

This report is concerned with the Mondrian process and its applications in machine learning. The Mondrian process is a guillotine-partition-valued stochastic process that possesses an elegant self-consistency property. The first part of the…

Machine Learning · Statistics 2015-07-21 Matej Balog , Yee Whye Teh

This work studies the statistical implications of using features comprised of general linear combinations of covariates to partition the data in randomized decision tree and forest regression algorithms. Using random tessellation theory in…

Statistics Theory · Mathematics 2025-11-05 Eliza O'Reilly

Supervised learning algorithms generally assume the availability of enough memory to store data models during the training and test phases. However, this assumption is unrealistic when data comes in the form of infinite data streams, or…

Machine Learning · Computer Science 2022-10-13 Martin Khannouz , Tristan Glatard

We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…

Econometrics · Economics 2025-06-10 Yiqi Liu , Yuan Qi

Random forests are a very effective and commonly used statistical method, but their full theoretical analysis is still an open problem. As a first step, simplified models such as purely random forests have been introduced, in order to shed…

Statistics Theory · Mathematics 2014-07-16 Sylvain Arlot , Robin Genuer

Random forests is a state-of-the-art supervised machine learning method which behaves well in high-dimensional settings although some limitations may happen when $p$, the number of predictors, is much larger than the number of observations…

Methodology · Statistics 2019-02-01 Louis Capitaine , Robin Genuer , Rodolphe Thiébaut

Random Forest (Breiman, 2001) is a successful and widely used regression and classification algorithm. Part of its appeal and reason for its versatility is its (implicit) construction of a kernel-type weighting function on training data,…

Machine Learning · Statistics 2022-10-13 Domagoj Ćevid , Loris Michel , Jeffrey Näf , Nicolai Meinshausen , Peter Bühlmann

We propose an algorithm named best-scored random forest for binary classification problems. The terminology "best-scored" means to select the one with the best empirical performance out of a certain number of purely random tree candidates…

Machine Learning · Statistics 2019-05-28 Hanyuan Hang , Xiaoyu Liu , Ingo Steinwart
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