Related papers: A weighted random survival forest
Random Forests (RF) and Extreme Gradient Boosting (XGBoost) are two of the most widely used and highly performing classification and regression models. They aggregate equally weighted CART trees, generated randomly in RF or sequentially in…
We introduce a new survival tree method for censored failure time data that incorporates three key advancements over traditional approaches. First, we develop a more computationally efficient splitting procedure that effectively mitigates…
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…
Sparse decision trees are one of the most common forms of interpretable models. While recent advances have produced algorithms that fully optimize sparse decision trees for prediction, that work does not address policy design, because the…
Variable selection for high-dimensional linear models has received a lot of attention lately, mostly in the context of l1-regularization. Part of the attraction is the variable selection effect: parsimonious models are obtained, which are…
The recursive and hierarchical structure of full rooted trees is applicable to represent statistical models in various areas, such as data compression, image processing, and machine learning. In most of these cases, the full rooted tree is…
Recent studies have adopted an approach of selecting accurate and diverse trees based on individual or collective performance within an ensemble for classification and regression problems. This work follows in the wake of these…
We study the often overlooked phenomenon, first noted in \cite{breiman2001random}, that random forests appear to reduce bias compared to bagging. Motivated by an interesting paper by \cite{mentch2020randomization}, where the authors explain…
The purpose of this paper is to analyze certain statistics of a recently introduced non-uniform random tree model, biased recursive trees. This model is based on constructing a random tree by establishing a correspondence with non-uniform…
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…
This paper introduces a novel framework for enhancing Random Forest classifiers by integrating probabilistic feature sampling and hyperparameter tuning via Simulated Annealing. The proposed framework exhibits substantial advancements in…
Random forests construct each tree with a different, randomised representation of the feature space. Their uniform voting cannot correct errors in regions where trees with incorrect representations probabilistically outnumber correct ones,…
Random cut forest (RCF) algorithms have been developed for anomaly detection, particularly in time series data. The RCF algorithm is an improved version of the isolation forest (IF) algorithm. Unlike the IF algorithm, the RCF algorithm can…
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…
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…
Random forests are classical ensemble algorithms that construct multiple randomized decision trees and aggregate their predictions using naive averaging. \citet{zhou2019deep} further propose a deep forest algorithm with multi-layer forests,…
The purpose of this work is to improve the efficiency in estimating the average causal effect (ACE) on the survival scale where right-censoring exists and high-dimensional covariate information is available. We propose new estimators using…
This paper describes experiments, on two domains, to investigate the effect of averaging over predictions of multiple decision trees, instead of using a single tree. Other authors have pointed out theoretical and commonsense reasons for…
Due to their efficiency and small size, decision trees and random forests are popular machine learning models used for classification on resource-constrained systems. In such systems, the available execution time for inference in a random…
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…