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Ensemble of regression trees have become popular statistical tools for the estimation of conditional mean given a set of predictors. However, quantile regression trees and their ensembles have not yet garnered much attention despite the…

Machine Learning · Statistics 2016-07-12 Bereket P. Kindo , Hao Wang , Timothy Hanson , Edsel A. Peña

Random forests are powerful non-parametric regression method but are severely limited in their usage in the presence of randomly censored observations, and naively applied can exhibit poor predictive performance due to the incurred biases.…

Machine Learning · Statistics 2020-01-13 Alexander Hanbo Li , Jelena Bradic

We propose methods to improve the forecasts from generalized autoregressive score (GAS) models (Creal et. al, 2013; Harvey, 2013) by localizing their parameters using decision trees and random forests. These methods avoid the curse of…

Econometrics · Economics 2023-05-31 Andrew J. Patton , Yasin Simsek

Random forests are a statistical learning technique that use bootstrap aggregation to average high-variance and low-bias trees. Improvements to random forests, such as applying Lasso regression to the tree predictions, have been proposed in…

Machine Learning · Statistics 2025-11-13 Jing Shang , James Bannon , Benjamin Haibe-Kains , Robert Tibshirani

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

This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…

Statistics Theory · Mathematics 2024-02-22 Ricardo Blum , Munir Hiabu , Enno Mammen , Joseph T. Meyer

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…

Machine Learning · Computer Science 2026-05-19 Ziyi Liu , Phuc Luong , Mario Boley , Daniel F. Schmidt

Random Forest (RF) is an ensemble supervised machine learning technique that was developed by Breiman over a decade ago. Compared with other ensemble techniques, it has proved its accuracy and superiority. Many researchers, however, believe…

Machine Learning · Computer Science 2015-03-18 Khaled Fawagreh , Mohamad Medhat Gaber , Eyad Elyan

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

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

Random forests are widely used in regression. However, the decision trees used as base learners are poor approximators of linear relationships. To address this limitation we propose RaFFLE (Random Forest Featuring Linear Extensions), a…

Machine Learning · Computer Science 2025-02-17 Jakob Raymaekers , Peter J. Rousseeuw , Thomas Servotte , Tim Verdonck , Ruicong Yao

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

Tree ensemble models like random forests and gradient boosting machines are widely used in machine learning due to their excellent predictive performance. However, a high-performance ensemble consisting of a large number of decision trees…

Machine Learning · Statistics 2024-10-28 Zebin Yang , Agus Sudjianto , Xiaoming Li , Aijun Zhang

In the fight against hard-to-treat diseases such as cancer, it is often difficult to discover new treatments that benefit all subjects. For regulatory agency approval, it is more practical to identify subgroups of subjects for whom the…

Methodology · Statistics 2014-10-09 Wei-Yin Loh , Xu He , Michael Man

Regression forests have long delivered state-of-the-art accuracy, often outperforming regression trees and even neural networks, but they suffer from limited interpretability as ensemble methods. In this work, we revisit forest pruning, an…

Machine Learning · Statistics 2025-03-10 Albert Dorador

The wealth of data being gathered about humans and their surroundings drives new machine learning applications in various fields. Consequently, more and more often, classifiers are trained using not only numerical data but also complex data…

Machine Learning · Computer Science 2022-04-13 Maciej Piernik , Dariusz Brzezinski , Pawel Zawadzki

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

Tree-structured models are a powerful alternative to parametric regression models if non-linear effects and interactions are present in the data. Yet, classical tree-structured models might not be appropriate if data comes in clusters of…

Methodology · Statistics 2025-01-23 Nikolai Spuck , Matthias Schmid , Moritz Berger

Technology and collaboration enable dramatic increases in the size of psychological and psychiatric data collections, but finding structure in these large data sets with many collected variables is challenging. Decision tree ensembles like…

Machine Learning · Statistics 2017-02-15 Patrick J. Miller , Gitta H. Lubke , Daniel B. McArtor , C. S. Bergeman

Existing approaches of prescriptive analytics -- where inputs of an optimization model can be predicted by leveraging covariates in a machine learning model -- often attempt to optimize the mean value of an uncertain objective. However,…

Machine Learning · Computer Science 2025-03-05 Dimitris Bertsimas , Benjamin Boucher