Related papers: Making Sense of Random Forest Probabilities: a Ker…
Predicting trends in stock market prices has been an area of interest for researchers for many years due to its complex and dynamic nature. Intrinsic volatility in stock market across the globe makes the task of prediction challenging.…
The need to learn from positive and unlabeled data, or PU learning, arises in many applications and has attracted increasing interest. While random forests are known to perform well on many tasks with positive and negative data, recent PU…
This work develops formal statistical inference procedures for machine learning ensemble methods. Ensemble methods based on bootstrapping, such as bagging and random forests, have improved the predictive accuracy of individual trees, but…
Besides serving as prediction models, classification trees are useful for finding important predictor variables and identifying interesting subgroups in the data. These functions can be compromised by weak split selection algorithms that…
We consider a probability distribution on the set of Boolean functions in n variables which is induced by random Boolean expressions. Such an expression is a random rooted plane tree where the internal vertices are labelled with connectives…
Tree based ensembles such as Breiman's random forest (RF) and Gradient Boosted Trees (GBT) can be interpreted as implicit kernel generators, where the ensuing proximity matrix represents the data-driven tree ensemble kernel. Kernel…
The random forest (RF) algorithm has become a very popular prediction method for its great flexibility and promising accuracy. In RF, it is conventional to put equal weights on all the base learners (trees) to aggregate their predictions.…
The interpretability of random forest (RF) models is a research topic of growing interest in the machine learning (ML) community. In the state of the art, RF is considered a powerful learning ensemble given its predictive performance,…
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…
Assuming a view of the Random Forest as a special case of a nested ensemble of interchangeable modules, we construct a generalisation space allowing one to easily develop novel methods based on this algorithm. We discuss the role and…
Random forests have proven to be reliable predictive algorithms in many application areas. Not much is known, however, about the statistical properties of random forests. Several authors have established conditions under which their…
Single-level density-based approach has long been widely acknowledged to be a conceptually and mathematically convincing clustering method. In this paper, we propose an algorithm called "best-scored clustering forest" that can obtain the…
A compositional tree refers to a tree structure on a set of random variables where each random variable is a node and composition occurs at each non-leaf node of the tree. As a generalization of compositional data, compositional trees…
Classification and Regression Trees (CARTs) are off-the-shelf techniques in modern Statistics and Machine Learning. CARTs are traditionally built by means of a greedy procedure, sequentially deciding the splitting predictor variable(s) and…
Despite their remarkable effectiveness and broad application, the drivers of success underlying ensembles of trees are still not fully understood. In this paper, we highlight how interpreting tree ensembles as adaptive and self-regularizing…
The induction of additional randomness in parallel and sequential ensemble methods has proven to be worthwhile in many aspects. In this manuscript, we propose and examine a novel random tree depth injection approach suitable for sequential…
This paper, broadly speaking, covers the use of randomness in two main areas: low-rank approximation and kernel methods. Low-rank approximation is very important in numerical linear algebra. Many applications depend on matrix decomposition…
In recent years, dynamically growing data and incrementally growing number of classes pose new challenges to large-scale data classification research. Most traditional methods struggle to balance the precision and computational burden when…
Wind speed forecasting models and their application to wind farm operations are attaining remarkable attention in the literature because of its benefits as a clean energy source. In this paper, we suggested the time series machine learning…
Kernel methods represent one of the most powerful tools in machine learning to tackle problems expressed in terms of function values and derivatives due to their capability to represent and model complex relations. While these methods show…