Related papers: A weighted random survival forest
In this paper we utilize a survival analysis methodology incorporating Bayesian additive regression trees to account for nonlinear and additive covariate effects. We compare the performance of Bayesian additive regression trees, Cox…
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…
The potential lack of fairness in the outputs of machine learning algorithms has recently gained attention both within the research community as well as in society more broadly. Surprisingly, there is no prior work developing tree-induction…
A key challenge in estimating causal effects from observational data is handling confounding and is commonly achieved through weighting methods that balance distribution of covariates between treatment and control groups. Weighting…
We present a novel analysis of the expected risk of weighted majority vote in multiclass classification. The analysis takes correlation of predictions by ensemble members into account and provides a bound that is amenable to efficient…
A weighted likelihood technique for robust estimation of a multivariate Wrapped Normal distribution for data points scattered on a p-dimensional torus is proposed. The occurrence of outliers in the sample at hand can badly compromise…
D. Wilson~\cite{[Wi]} in the 1990's described a simple and efficient algorithm based on loop-erased random walks to sample uniform spanning trees and more generally weighted trees or forests spanning a given graph. This algorithm provides a…
This work demonstrates how mixed effects random forests enable accurate predictions of depression severity using multimodal physiological and digital activity data collected from an 8-week study involving 31 patients with major depressive…
This paper proposes a novel type of random forests called a denoising random forests that are robust against noises contained in test samples. Such noise-corrupted samples cause serious damage to the estimation performances of random…
Forest-based methods have recently gained in popularity for non-parametric treatment effect estimation. Building on this line of work, we introduce causal survival forests, which can be used to estimate heterogeneous treatment effects in a…
We give examples of data-generating models under which Breiman's random forest may be extremely slow to converge to the optimal predictor or even fail to be consistent. The evidence provided for these properties is based on mostly intuitive…
Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…
A weighted recursive tree is an evolving tree in which vertices are assigned random vertex-weights and new vertices connect to a predecessor with a probability proportional to its weight. Here, we study the maximum degree and near-maximum…
Improvement of statistical learning models in order to increase efficiency in solving classification or regression problems is still a goal pursued by the scientific community. In this way, the support vector machine model is one of the…
There are numerous randomized algorithms to generate spanning trees in a given ambient graph; several target the uniform distribution on trees (UST), while in practice the fastest and most frequently used draw random weights on the edges…
We discuss estimation and inference of conditional treatment effects in regression discontinuity (RD) designs with multiple scores. In addition to local linear regressions and the minimax-optimal estimator more recently proposed by Imbens…
Statistical estimation and inference for marginal hazard models with varying coefficients for multivariate failure time data are important subjects in survival analysis. A local pseudo-partial likelihood procedure is proposed for estimating…
Random Forests have become a widely used tool in machine learning since their introduction in 2001, known for their strong performance in classification and regression tasks. One key feature of Random Forests is the Random Forest…
The most popular approach for analyzing survival data is the Cox regression model. The Cox model may, however, be misspecified, and its proportionality assumption may not always be fulfilled. An alternative approach for survival prediction…
We discuss a new weighted likelihood method for parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is…