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Feature subsampling is a core component of random forests and other ensemble methods. While recent theory suggests that this randomization acts solely as a variance reduction mechanism analogous to ridge regularization, these results…
Permutation tests are widely used for statistical hypothesis testing when the sampling distribution of the test statistic under the null hypothesis is analytically intractable or unreliable due to finite sample sizes. One critical challenge…
Random Forests have been one of the most popular bagging methods in the past few decades, especially due to their success at handling tabular datasets. They have been extensively studied and compared to boosting models, like XGBoost, which…
Reliable inference for spatial regression remains challenging because it requires the correct specification of the spatial dependence structure, the mean trend, and the error distribution. Existing parametric testing methods rely on…
Random forests remain among the most popular off-the-shelf supervised learning algorithms. Despite their well-documented empirical success, however, until recently, few theoretical results were available to describe their performance and…
This paper derives a unifying theorem establishing consistency results for a broad class of tree-based algorithms. It improves current results in two aspects. First of all, it can be applied to algorithms that vary from traditional Random…
Hash codes are a very efficient data representation needed to be able to cope with the ever growing amounts of data. We introduce a random forest semantic hashing scheme with information-theoretic code aggregation, showing for the first…
The Random Forest (RF) classifier is often claimed to be relatively well calibrated when compared with other machine learning methods. Moreover, the existing literature suggests that traditional calibration methods, such as isotonic…
Machine learning algorithms often assume that training samples are independent. When data points are connected by a network, the induced dependency between samples is both a challenge, reducing effective sample size, and an opportunity to…
Nowadays new technologies, and especially artificial intelligence, are more and more established in our society. Big data analysis and machine learning, two sub-fields of artificial intelligence, are at the core of many recent breakthroughs…
To date, testing interactions in high dimensions has been a challenging task. Existing methods often have issues with sensitivity to modeling assumptions and heavily asymptotic nominal p-values. To help alleviate these issues, we propose a…
Dealing with datasets of very high dimension is a major challenge in machine learning. In this paper, we consider the problem of feature selection in applications where the memory is not large enough to contain all features. In this…
We offer theoretical and empirical insights into the impact of exogenous randomness on the effectiveness of random forests with tree-building rules independent of training data. We formally introduce the concept of exogenous randomness and…
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…
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: $(i)$…
We propose a modification that corrects for split-improvement variable importance measures in Random Forests and other tree-based methods. These methods have been shown to be biased towards increasing the importance of features with more…
Random Forests are renowned for their predictive accuracy, but valid inference, particularly about permutation-based feature importances, remains challenging. Existing methods, such as the confidence intervals (CIs) from Ishwaran et al.…
We analyze the trade-off between model complexity and accuracy for random forests by breaking the trees up into individual classification rules and selecting a subset of them. We show experimentally that already a few rules are sufficient…
Random forests are a widely used machine learning algorithm, but their computational efficiency is undermined when applied to large-scale datasets with numerous instances and useless features. Herein, we propose a nonparametric feature…
Random forests is a common non-parametric regression technique which performs well for mixed-type unordered data and irrelevant features, while being robust to monotonic variable transformations. Standard random forests, however, do not…