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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

An algorithm to improve performance parameter for unsupervised decision forest clustering and density estimation is presented. Specifically, a dual assignment parameter is introduced as a density estimator by combining Random Forest and…

Computer Vision and Pattern Recognition · Computer Science 2015-07-19 Hayder Albehadili , Naz Islam

Random Forests (RF) is a popular machine learning method for classification and regression problems. It involves a bagging application to decision tree models. One of the primary advantages of the Random Forests model is the reduction in…

Machine Learning · Statistics 2022-07-06 Sai K Popuri

Random forests are a widely used machine learning algorithm, but their computational efficiency is undermined when applied to large-scale datasets with numerous instances and useless features. Herein, we propose a nonparametric feature…

Machine Learning · Computer Science 2022-01-19 Xiaojun Mao , Liuhua Peng , Zhonglei Wang

Random forests are an ensemble method relevant for many problems, such as regression or classification. They are popular due to their good predictive performance (compared to, e.g., decision trees) requiring only minimal tuning of…

Methodology · Statistics 2022-10-20 Nikolaus Umlauf , Nadja Klein

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…

Econometrics · Economics 2020-12-22 Mochen Yang , Edward McFowland , Gordon Burtch , Gediminas Adomavicius

We propose generalized random forests, a method for non-parametric statistical estimation based on random forests (Breiman, 2001) that can be used to fit any quantity of interest identified as the solution to a set of local moment…

Methodology · Statistics 2018-04-06 Susan Athey , Julie Tibshirani , Stefan Wager

In this paper we present the practical benefits of a new random forest algorithm to deal withmissing values in the sample. The purpose of this work is to compare the different solutionsto deal with missing values with random forests and…

Statistics Theory · Mathematics 2021-10-19 Irving Gómez-Méndez , Emilien Joly

We consider finding a counterfactual explanation for a classification or regression forest, such as a random forest. This requires solving an optimization problem to find the closest input instance to a given instance for which the forest…

Machine Learning · Computer Science 2023-03-07 Miguel Á. Carreira-Perpiñán , Suryabhan Singh Hada

Regression models for supervised learning problems with a continuous target are commonly understood as models for the conditional mean of the target given predictors. This notion is simple and therefore appealing for interpretation and…

Methodology · Statistics 2018-01-09 Torsten Hothorn , Achim Zeileis

An increasing array of biomedical and computer vision applications requires the predictive modeling of complex data, for example images and shapes. The main challenge when predicting such objects lies in the fact that they do not comply to…

Machine Learning · Statistics 2017-02-17 Dimosthenis Tsagkrasoulis , Giovanni Montana

As a flexible nonparametric learning tool, the random forests algorithm has been widely applied to various real applications with appealing empirical performance, even in the presence of high-dimensional feature space. Unveiling the…

Statistics Theory · Mathematics 2022-09-27 Chien-Ming Chi , Patrick Vossler , Yingying Fan , Jinchi Lv

We introduce a novel interpretable tree based algorithm for prediction in a regression setting. Our motivation is to estimate the unknown regression function from a functional decomposition perspective in which the functional components…

Machine Learning · Statistics 2023-08-04 Munir Hiabu , Enno Mammen , Joseph T. Meyer

Big Data is one of the major challenges of statistical science and has numerous consequences from algorithmic and theoretical viewpoints. Big Data always involve massive data but they also often include online data and data heterogeneity.…

Machine Learning · Statistics 2017-03-23 Robin Genuer , Jean-Michel Poggi , Christine Tuleau-Malot , Nathalie Villa-Vialaneix

Empirical studies in various social sciences often involve categorical outcomes with inherent ordering, such as self-evaluations of subjective well-being and self-assessments in health domains. While ordered choice models, such as the…

Econometrics · Economics 2025-08-08 Riccardo Di Francesco

This paper presents a new approach for trees-based regression, such as simple regression tree, random forest and gradient boosting, in settings involving correlated data. We show the problems that arise when implementing standard…

Methodology · Statistics 2021-08-09 Assaf Rabinowicz , Saharon Rosset

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…

Computation · Statistics 2019-06-19 Taylor Pospisil , Ann B. Lee

In this paper, error estimates of classification Random Forests are quantitatively assessed. Based on the initial theoretical framework built by Bates et al. (2023), the true error rate and expected error rate are theoretically and…

Machine Learning · Statistics 2024-08-09 Ian Krupkin , Johanna Hardin

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

Existing ordinal trees and random forests typically use scores that are assigned to the ordered categories, which implies that a higher scale level is used. Versions of ordinal trees are proposed that take the scale level seriously and…

Methodology · Statistics 2021-02-02 Gerhard Tutz