Related papers: A weighted random survival forest
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: $(i)$…
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…
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…
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…
Ridge regression with random coefficients provides an important alternative to fixed coefficients regression in high dimensional setting when the effects are expected to be small but not zeros. This paper considers estimation and prediction…
Feature selection with high-dimensional data and a very small proportion of relevant features poses a severe challenge to standard statistical methods. We have developed a new approach (HARVEST) that is straightforward to apply, albeit…
Tree-based models are increasingly popular due to their ability to identify complex relationships that are beyond the scope of parametric models. Survival tree methods adapt these models to allow for the analysis of censored outcomes, which…
Given a graph $G=(V,E)$ with a weight $w_v$ associated with each vertex $v\in V$, the maximum weighted induced forest problem (MWIF) consists of encountering a maximum weighted subset $V'\subseteq V$ of the vertices such that $V'$ induces a…
Sequential model-based optimization sequentially selects a candidate point by constructing a surrogate model with the history of evaluations, to solve a black-box optimization problem. Gaussian process (GP) regression is a popular choice as…
Like many predictive models, random forests provide point predictions for new observations. Besides the point prediction, it is important to quantify the uncertainty in the prediction. Prediction intervals provide information about the…
Over-parameterized models like deep nets and random forests have become very popular in machine learning. However, the natural goals of continuity and differentiability, common in regression models, are now often ignored in modern…
The restricted mean survival time (RMST) has become a popular measure to summarize event times in longitudinal studies. Defined as the area under the survival function up to a time horizon $\tau$ > 0, the RMST can be interpreted as the life…
Random Forests (RF) are among the state-of-the-art in many machine learning applications. With the ongoing integration of ML models into everyday life, the deployment and continuous application of models becomes more and more an important…
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…
Procedural fairness has been a public concern, which leads to controversy when making decisions with respect to protected classes, such as race, social status, and disability. Some protected classes can be inferred according to some safe…
Random forest (Leo Breiman 2001a) (RF) is a non-parametric statistical method requiring no distributional assumptions on covariate relation to the response. RF is a robust, nonlinear technique that optimizes predictive accuracy by fitting…
It is widely recognised that semiparametric efficient estimation can be hard to achieve in practice: estimators that are in theory efficient may require unattainable levels of accuracy for the estimation of complex nuisance functions. As a…
In this work, we present a comprehensive treatment of weighted random sampling (WRS) over data streams. More precisely, we examine two natural interpretations of the item weights, describe an existing algorithm for each case ([2, 4]),…
This paper presents a novel ensemble learning approach called Residual Likelihood Forests (RLF). Our weak learners produce conditional likelihoods that are sequentially optimized using global loss in the context of previous learners within…
We consider a regression setting where observations are collected in different environments modeled by different data distributions. The field of out-of-distribution (OOD) generalization aims to design methods that generalize better to test…