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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

This paper presents a novel nonlinear regression model for estimating heterogeneous treatment effects from observational data, geared specifically towards situations with small effect sizes, heterogeneous effects, and strong confounding.…

Methodology · Statistics 2019-11-14 P. Richard Hahn , Jared S. Murray , Carlos Carvalho

We use the output of a random forest to define a family of local smoothers with spatially adaptive bandwidth matrices. The smoother inherits the flexibility of the original forest but, since it is a simple, linear smoother, it is very…

Machine Learning · Statistics 2021-03-10 Isabella Verdinelli , Larry Wasserman

Random Forests [Breiman:2001] (RF) are a fully non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF are a robust, nonlinear technique that optimizes predictive accuracy by…

Computation · Statistics 2016-12-30 John Ehrlinger

We propose a random forest estimator for the intensity of spatial point processes, applicable with or without covariates. It retains the well-known advantages of a random forest approach, including the ability to handle a large number of…

Methodology · Statistics 2025-11-13 Christophe Biscio , Frédéric Lavancier

We demonstrate that adaptively controlling the size of individual regression trees in a random forest can improve predictive performance, contrary to the conventional wisdom that trees should be fully grown. A fast pruning algorithm,…

Machine Learning · Statistics 2024-08-15 Nikola Surjanovic , Andrew Henrey , Thomas M. Loughin

In machine learning, uncertainty quantification helps assess the reliability of model predictions, which is important in high-stakes scenarios. Traditional approaches often emphasize predictive accuracy, but there is a growing focus on…

Machine Learning · Statistics 2025-09-30 Jake S. Rhodes , Scott D. Brown , J. Riley Wilkinson

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

We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…

Methodology · Statistics 2026-01-26 Elliot H. Young , Peter Bühlmann

We present Neural Random Forest Imitation - a novel approach for transforming random forests into neural networks. Existing methods propose a direct mapping and produce very inefficient architectures. In this work, we introduce an imitation…

Machine Learning · Computer Science 2024-04-05 Christoph Reinders , Bodo Rosenhahn

Local Polynomial Regression (LPR) is a widely used nonparametric method for modeling complex relationships due to its flexibility and simplicity. It estimates a regression function by fitting low-degree polynomials to localized subsets of…

Methodology · Statistics 2025-07-22 Yaniv Shulman

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

Random forests are a statistical learning method widely used in many areas of scientific research because of its ability to learn complex relationships between input and output variables and also its capacity to handle high-dimensional…

Machine Learning · Statistics 2024-02-19 Louis Capitaine , Jérémie Bigot , Rodolphe Thiébaut , Robin Genuer

While balancing covariates between groups is central for observational causal inference, selecting which features to balance remains a challenging problem. Kernel balancing is a promising approach that first estimates a kernel that captures…

Methodology · Statistics 2025-12-15 Andy A. Shen , Eli Ben-Michael , Avi Feller , Luke Keele , Jared Murray

Multi-label classification is a challenging task, particularly in domains where the number of labels to be predicted is large. Deep neural networks are often effective at multi-label classification of images and textual data. When dealing…

Machine Learning · Computer Science 2023-03-30 Nikolaos Mylonas , Ioannis Mollas , Nick Bassiliades , Grigorios Tsoumakas

Over the past decade, random forest models have become widely used as a robust method for high-dimensional data regression tasks. In part, the popularity of these models arises from the fact that they require little hyperparameter tuning…

Machine Learning · Computer Science 2020-03-18 Shipra Malhotra , John Karanicolas

Kernel ridge regression (KRR) is a widely used nonparametric method due to its strong theoretical guarantees and computational convenience. However, standard KRR does not distinguish between linear and nonlinear components in the signal,…

Statistics Theory · Mathematics 2026-05-13 Xin Bing , Chao Wang

This paper promotes the use of random forests as versatile tools for estimating spatially disaggregated indicators in the presence of small area-specific sample sizes. Small area estimators are predominantly conceptualized within the…

Methodology · Statistics 2025-06-19 Patrick Krennmair , Timo Schmid

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

The perspective of developing trustworthy AI for critical applications in science and engineering requires machine learning techniques that are capable of estimating their own uncertainty. In the context of regression, instead of estimating…

Machine Learning · Computer Science 2026-05-14 Quentin Duchemin , Guillaume Obozinski