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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…
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…
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…
Approximate Bayesian computation (ABC) methods provide an elaborate approach to Bayesian inference on complex models, including model choice. Both theoretical arguments and simulation experiments indicate, however, that model posterior…
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…
Random forests are considered one of the best out-of-the-box classification and regression algorithms due to their high level of predictive performance with relatively little tuning. Pairwise proximities can be computed from a trained…
The emergence of Quantum Machine Learning (QML) to enhance traditional classical learning methods has seen various limitations to its realisation. There is therefore an imperative to develop quantum models with unique model hypotheses to…
The issue of estimating residual variance in regression models has experienced relatively little attention in the machine learning community. However, the estimate is of primary interest in many practical applications, e.g. as a primary…
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…
Despite widespread interest and practical use, the theoretical properties of random forests are still not well understood. In this paper we contribute to this understanding in two ways. We present a new theoretically tractable variant of…
Random forests are one of the most popular machine learning methods due to their accuracy and variable importance assessment. However, random forests only provide variable importance in a global sense. There is an increasing need for such…
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…
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…
Multi-target regression is useful in a plethora of applications. Although random forest models perform well in these tasks, they are often difficult to interpret. Interpretability is crucial in machine learning, especially when it can…
Random forests remain among the most popular off-the-shelf supervised machine learning tools with a well-established track record of predictive accuracy in both regression and classification settings. Despite their empirical success as well…
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…
Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…
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.…
In many real-world classification or recognition tasks, it is often difficult to collect training examples that exhaust all possible classes due to, for example, incomplete knowledge during training or ever changing regimes. Therefore,…
Regression trees have emerged as a preeminent tool for solving real-world regression problems due to their ability to deal with nonlinearities, interaction effects and sharp discontinuities. In this article, we rather study regression trees…