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We study the convergence of the predictive surface of regression trees and forests. To support our analysis we introduce a notion of adaptive concentration for regression trees. This approach breaks tree training into a model selection…

Statistics Theory · Mathematics 2016-05-03 Stefan Wager , Guenther Walther

We introduce a unified framework for random forest prediction error estimation based on a novel estimator of the conditional prediction error distribution function. Our framework enables simple plug-in estimation of key prediction…

Machine Learning · Statistics 2021-03-04 Benjamin Lu , Johanna Hardin

Random forests are a powerful method for non-parametric regression, but are limited in their ability to fit smooth signals, and can show poor predictive performance in the presence of strong, smooth effects. Taking the perspective of random…

Machine Learning · Statistics 2020-09-08 Rina Friedberg , Julie Tibshirani , Susan Athey , Stefan Wager

In this paper we propose using the principle of boosting to reduce the bias of a random forest prediction in the regression setting. From the original random forest fit we extract the residuals and then fit another random forest to these…

Machine Learning · Statistics 2021-02-25 Indrayudh Ghosal , Giles Hooker

Random survival forest and survival trees are popular models in statistics and machine learning. However, there is a lack of general understanding regarding consistency, splitting rules and influence of the censoring mechanism. In this…

Statistics Theory · Mathematics 2019-02-05 Yifan Cui , Ruoqing Zhu , Mai Zhou , Michael Kosorok

Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…

Computer Vision and Pattern Recognition · Computer Science 2015-04-20 Qiang Qiu , Guillermo Sapiro , Alex Bronstein

We introduce random spatial forests, a method of bagging regression trees allowing for spatial correlation. Our main contribution is the development of a computationally efficient tree building algorithm which selects each split of the tree…

Methodology · Statistics 2020-07-24 Travis Hee Wai , Michael T. Young , Adam A. Szpiro

Random Forests (RFs) are strong machine learning tools for classification and regression. However, they remain supervised algorithms, and no extension of RFs to the one-class setting has been proposed, except for techniques based on…

Machine Learning · Statistics 2016-11-22 Nicolas Goix , Nicolas Drougard , Romain Brault , Maël Chiapino

The last decade has witnessed a growing interest in random forest models which are recognized to exhibit good practical performance, especially in high-dimensional settings. On the theoretical side, however, their predictive power remains…

Statistics Theory · Mathematics 2014-09-09 Erwan Scornet

Data analysis and machine learning have become an integrative part of the modern scientific methodology, offering automated procedures for the prediction of a phenomenon based on past observations, unraveling underlying patterns in data and…

Machine Learning · Statistics 2015-06-04 Gilles Louppe

Due to their long-standing reputation as excellent off-the-shelf predictors, random forests continue remain a go-to model of choice for applied statisticians and data scientists. Despite their widespread use, however, until recently, little…

Machine Learning · Statistics 2021-04-01 Siyu Zhou , Lucas Mentch

D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a…

Probability · Mathematics 2018-08-29 L. Avena , F. Castell , A. Gaudilliere , C. Melot

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…

Machine Learning · Statistics 2018-07-03 C. H. Bryan Liu , Benjamin Paul Chamberlain , Duncan A. Little , Angelo Cardoso

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

One advantage of decision tree based methods like random forests is their ability to natively handle categorical predictors without having to first transform them (e.g., by using feature engineering techniques). However, in this paper, we…

Machine Learning · Statistics 2018-10-30 Timothy C. Au

Random Forests (RF) are among the state-of-the-art in many machine learning applications. With the ongoing integration of ML models into everyday life, the deployment and continuous application of models becomes more and more an important…

Machine Learning · Computer Science 2021-10-20 Sebastian Buschjäger , Katharina Morik

A random forest is a popular tool for estimating probabilities in machine learning classification tasks. However, the means by which this is accomplished is unprincipled: one simply counts the fraction of trees in a forest that vote for a…

Machine Learning · Statistics 2018-12-17 Matthew A. Olson , Abraham J. Wyner

We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…

Machine Learning · Statistics 2020-03-25 Zhengze Zhou , Giles Hooker

We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…

Machine Learning · Statistics 2024-11-13 Tianxing Mei , Yingying Fan , Jinchi Lv

Random Forests are one of the most popular classifiers in machine learning. The larger they are, the more precise is the outcome of their predictions. However, this comes at a cost: their running time for classification grows linearly with…

Machine Learning · Computer Science 2019-12-24 Frederik Gossen , Bernhard Steffen